Abstract
We present a low-rank greedily adapted hp-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 10^4 degrees of freedom. Even more surprising is the observation that hp-refinement has an effect of reducing the rank of the approximation of the solution.
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