Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods

Abstract : We devise a space-time tensor method for the low-rank approximation of linear parabolic evolution equations. The proposed method is a stable Galerkin method, uniformly in the discretization parameters, based on a Minimal Residual formulation of the evolution problem in Hilbert– Bochner spaces. The discrete solution is sought in a trial space composed of tensors of discrete functions in space and in time and is characterized as the unique minimizer of a discrete functional where the dual norm of the residual is evaluated in a space semi-discrete test space. The resulting global space-time linear system is solved iteratively by a greedy algorithm. Numerical results are presented to illustrate the performances of the proposed method on test cases including non-selfadjoint and time-dependent differential operators in space. The results are also compared to those obtained using a fully discrete Petrov–Galerkin setting to evaluate the dual residual norm.
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Pré-publication, Document de travail
2017
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Dernière modification le : mercredi 5 septembre 2018 - 17:10:46

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  • HAL Id : hal-01668316, version 1

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Thomas Boiveau, Virginie Ehrlacher, Alexandre Ern, Anthony Nouy. Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods. 2017. 〈hal-01668316〉

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