engleski

Fast solution methods for operator Lyapunov equations

In this talk we present an adaptive solution method for finite element discretization of the Lyapunov equation. Our method is based on the extended Arnoldi algorithm of Simoncini and the auxiliary subspace error estimation technique for finite element discretization methods. We compare our solution to alternative solution methods for the Lyapunov equation such as QTT MKE method of Osledets.

Lyapunov operator equation, low rank methods

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