×

Finite-rank ADI iteration for operator Lyapunov equations. (English) Zbl 1279.93022

Summary: We give an algorithmic approach to the approximative solution of operator Lyapunov equations for controllability. Motivated by the successfully applied Alternating Direction Implicit (ADI) iteration for matrix Lyapunov equations, we consider this method for the determination of Gramian operators of infinite-dimensional control systems. In the case where the input space is finite-dimensional, this method provides approximative solutions of finite rank. Under the assumption of infinite-time admissibility and boundedness of the semigroup, we analyze convergence in several operator norms. We show that under a mild assumption on the shift parameters, convergence to the Gramian is obtained. Particular emphasis is placed on systems governed by a heat equation with boundary control. We present that ADI iteration for the heat equation consists of solving a sequence of Helmholtz equations. Two numerical examples are presented; the first showing the benefit of adaptive finite elements and the second illustrating convergence to something other than the Gramian in a case where our condition on the shift parameters is not satisfied.

MSC:

93B05 Controllability
93B28 Operator-theoretic methods
93B40 Computational methods in systems theory (MSC2010)
93C20 Control/observation systems governed by partial differential equations
39B42 Matrix and operator functional equations
47J25 Iterative procedures involving nonlinear operators
65J10 Numerical solutions to equations with linear operators

Software:

deal.ii