• Medientyp: E-Artikel
  • Titel: High order approximations of the operator Lyapunov equation have low rank
  • Beteiligte: Grubišić, Luka; Hakula, Harri
  • Erschienen: Springer Science and Business Media LLC, 2022
  • Erschienen in: BIT Numerical Mathematics
  • Sprache: Englisch
  • DOI: 10.1007/s10543-022-00917-z
  • ISSN: 0006-3835; 1572-9125
  • Schlagwörter: Applied Mathematics ; Computational Mathematics ; Computer Networks and Communications ; Software
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  • Beschreibung: <jats:title>Abstract</jats:title><jats:p>We present a low-rank greedily adapted <jats:italic>hp</jats:italic>-finite element algorithm for computing an approximation to the solution of the Lyapunov operator equation. We show that there is a hidden regularity in eigenfunctions of the solution of the Lyapunov equation which can be utilized to justify the use of high order finite element spaces. Our numerical experiments indicate that we achieve eight figures of accuracy for computing the trace of the solution of the Lyapunov equation posed in a dumbbell-domain using a finite element space of dimension of only <jats:inline-formula><jats:alternatives><jats:tex-math>$$10^4$$</jats:tex-math><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mn>10</mml:mn> <mml:mn>4</mml:mn> </mml:msup> </mml:math></jats:alternatives></jats:inline-formula> degrees of freedom. Even more surprising is the observation that <jats:italic>hp</jats:italic>-refinement has an effect of reducing the rank of the approximation of the solution.</jats:p>