A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

A geometric theory for preconditioned inverse iteration I: Extrema of the Rayleigh quotient

The discretization of eigenvalue problems for partial differential operators is a major source of matrix eigenvalue problems having very large dimensions, but only some of the smallest eigenvalues together with the eigenvectors are to be determined. Preconditioned inverse iteration (a “matrix-free” method) derives from the well-known inverse iteration procedure in such a way that the associated system of linear equations is solved approximately by using a (multigrid) preconditioner. A new convergence analysis for preconditioned inverse iteration is presented. The preconditioner is assumed to satisfy some bound for the spectral radius of the error propagation matrix resulting in a simple geometric setup. In this first part the case of poorest convergence depending on the choice of the preconditioner is analyzed. In the second part the dependence on all initial vectors having a fixed Rayleigh quotient is considered. The given theory provides sharp convergence estimates for the eigenvalue approximations showing that multigrid eigenvalue/vector computations can be done with comparable efficiency as known from multigrid methods for boundary value problems.     

用积分方程法解板的振动问题*

本文把带有集中质量、弹性支承和弹簧支撑着的质量块(振子)的薄板的振动微分方程化成为积分方程的特征值问题。然后利用广义函数理论和积分方程理论,得到了用一无穷阶矩阵的标准特征值形式给出的频率方程,从而方便地得到了固有频率和振型。并讨论了这种方法的收敛性。     

Sloshing frequencies

The sloshing problem is a linear eigenvalue problem for a partial differential operator that describes the small lateral oscillations of the free surface of an ideal fluid on a container subject to gravity. We consider two-dimensional problems on regions representing the cross-section of a cylindrical tank or canal. A conformal mapping transforms the sloshing problem on the given region to a weighted eigenvalue problem on a simple region such as a rectangle. The weighted problem can be treated very effectively by the powerful methods of intermediate problems. The strength and versatility of the method is illustrated with a variety of examples.     

一类变系数微分方程差分格式的收敛性(英文)

本文首先对一类变系数微分方程建立有限差分格式.然后利用矩阵的特征值和范数理论,讨论该格式解的收敛性和唯一性.通过数值算例,说明该格式既有效又便于模拟.并且文中所用方法还能用于高阶微分方程和某些非线性微分方程问题的研究.     

Preconditioned iterative methods for a class of nonlinear eigenvalue problems

This paper proposes new iterative methods for the efficient computation of the smallest eigenvalue of symmetric nonlinear matrix eigenvalue problems of large order with a monotone dependence on the spectral parameter. Monotone nonlinear eigenvalue problems for differential equations have important applications in mechanics and physics. The discretization of these eigenvalue problems leads to nonlinear eigenvalue problems with very large sparse ill-conditioned matrices monotonically depending on the spectral parameter. To compute the smallest eigenvalue of large-scale matrix nonlinear eigenvalue problems, we suggest preconditioned iterative methods: preconditioned simple iteration method, preconditioned steepest descent method, and preconditioned conjugate gradient method. These methods use only matrix-vector multiplications, preconditioner-vector multiplications, linear operations with vectors, and inner products of vectors. We investigate the convergence and derive grid-independent error estimates for these methods. Numerical experiments demonstrate the practical effectiveness of the proposed methods for a model problem.     

Finite element approximation with numerical integration for differential eigenvalue problems

Error estimates of the finite element method with numerical integration for differential eigenvalue problems are presented. More specifically, refined results on the eigenvalue dependence for the eigenvalue and eigenfunction errors are proved. The theoretical results are illustrated by numerical experiments for a model problem.     

Numerical solution of eigenvalue problems for Hamiltonian systems

This paper discusses the numerical solution of eigenvalue problems for Hamiltonian systems of ordinary differential equations. Two new codes are presented which incorporate the algorithms described here; to the best of the author’s knowledge, these are the first codes capable of solving numerically such general eigenvalue problems. One of these implements a new new method of solving a differential equation whose solution is a unitary matrix. Both codes are fully documented and are written inPfort-verifiedFortran 77, and will be available in netlib/aicm/sl11f and netlib/aicm/sl12f.     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

Application of the pseudo-spectral method to 2D eigenvalue problems in elasticity

A pseudo-spectral approach to 2D vibrational problems arising in linear elasticity is considerede using differentiation matrices. The governing partial differential equations and associated boundary conditions on regular domains can be translated into matrix eigenvalue problems. Accurate results are obtained to the precision expected in spectral-type methods. However, we show that it is necessary to apply an additional “pole” condition to deal with ther=0 coordinate singularity arising in the case of a 2D disc.     

Linearization of boundary eigenvalue problems

It is shown that certain eigenvalue problems for ordinary differential operators with boundary conditions depending holomorphically on the eigenvalue parameter can be linearized by making use of the theory of operator colligations. As examples, first order systems with boundary conditions depending polynomially on and Sturm-Liouville problems with -holomorphic boundary conditions are considered.     

Group-invariant solutions of the Fokker-Planck equation

Group-invariance under infinitesimal transformations is used to generate a wide class of solutions of some Fokker-Planck equations. The partial differential equation in two variables is reduced to an ordinary differential equation; reduction of the latter to standard forms is noted in most cases. Some of the known existing solutions are obtained as particular cases. Only self-similar types of solutions are discussed. The appearance of a free parameter that can be treated as an eigenvalue (or transform variable) offers flexibility in constructing new solutions. Some solutions of this parabolic equation have wave-like features. The general results can also be used to solve some types of moving-boundary problems.     

Collapse of Keldysh chains and stability boundaries of non‐conservative systems

Eigenvalue problems for non‐selfadjoint linear differential operators smoothly dependent on a vector of real parameters are considered. Bifurcation of eigenvalues along smooth curves in the parameter space is studied. The case of a multiple eigenvalue with the Keldysh chain of arbitrary length is investigated. Explicit expressions describing bifurcation of eigenvalues are found. The obtained formulae use eigenfunctions and associated functions of the adjoint eigenvalue problems as well as the derivatives of the differential operator taken at the initial point of the parameter space. These results are important for the stability theory and sensitivity analysis of non‐conservative systems. Mechanical examples are considered and discussed in detail.     

On the quadratic two-parameter eigenvalue problem and its linearization

We introduce the quadratic two-parameter eigenvalue problem and linearize it as a singular two-parameter eigenvalue problem. This, together with an example from model updating, shows the need for numerical methods for singular two-parameter eigenvalue problems and for a better understanding of such problems.There are various numerical methods for two-parameter eigenvalue problems, but only few for nonsingular ones. We present a method that can be applied to singular two-parameter eigenvalue problems including the linearization of the quadratic two-parameter eigenvalue problem. It is based on the staircase algorithm for the extraction of the common regular part of two singular matrix pencils.     

A note on a continued fraction technique for certain eigenvalue problems

A criterion (formula) for the termination of a continued fraction expansion leading to the solution of a standard differential eigenvalue problem from mathematical physics is presented. The criterion generates the eigenvalues in any specific case and is illustrated by elementary examples yielding well-known polynomial eigenfunctions. This criterion ‘rounds-off’ this alternative approach to the presentation of differential eigenvalue problems. The general form of the solution (eigenfunction) is indicated.     

Some experiments with interval methods for two-point boundary-value problems in ordinary differential equations

Methods of interval mathematics are used to find upper and lower bounds for the solution of two-point boundary-value problems at discrete mesh points. They include interval versions of shooting and of finite-difference techniques for linear and non-linear differential equations of second order, and of finite-difference methods for Sturm-Liouville eigenvalue problems.Good results are obtained whenever the difficulties of dependency-width can be avoided, and particularly for the finite-difference method when the associated matrix is anM matrix.     

Nonlinear Eigenvalue Problems in the Stability Analysis of Morphogen Gradients

This paper is concerned with several eigenvalue problems in the linear stability analysis of steady state morphogen gradients for several models of Drosophila wing imaginal discs including one not previously considered. These problems share several common difficulties including the following: (a) The steady state solution which appears in the coefficients of the relevant differential equations of the stability analysis is only known qualitatively and numerically. (b) Though the governing differential equations are linear, the eigenvalue parameter appears nonlinearly after reduction to a problem for one unknown. (c) The eigenvalues are determined not only as solutions of a homogeneous boundary value problem with homogeneous Dirichlet boundary conditions, but also by an alternative auxiliary condition to one of the Dirichlet conditions allowed by a boundary condition of the original problem. Regarding the stability of the steady state morphogen gradients, we prove that the eigenvalues must all be positive and hence the steady state morphogen gradients are asymptotically stable. The other principal finding is a novel result pertaining to the smallest (positive) eigenvalue that determines the slowest decay rate of transients and the time needed to reach steady state. Here we prove that the smallest eigenvalue does not come from the nonlinear Dirichlet eigenvalue problem but from the complementary auxiliary condition requiring only to find the smallest zero of a rational function. Keeping in mind that even the steady state solution needed for the stability analysis is only known numerically, not having to solve the nonlinear Dirichlet eigenvalue problem is both an attractive theoretical outcome and a significant computational simplification.     

Über die Zulässigkeit des Verfahrens von Galerkin bei linearen,nichtselbstadjungierten Eigenwertproblemen

Summary In this report it is proved that the method ofGalerkin remains valid for a certain class of linear, non-self-adjoint eigenvalue problems. This class contains all eigenvalue problems which arise from originally self-adjoint problems by addition of a linear differential expression which destroys the former self-adjointness.Helge von Koch's theory of infinite determinants is used in deriving the above result.     

A simple application of the homotopy method to symmetric eigenvalue problems

The homotopy method is used to find all eigenpairs of symmetric matrices. A special homotopy is constructed for Jacobi matrices. It is shown that there are exactly n distinct smooth curves connecting trivial solutions to desired eigenpairs. These curves are solutions of a certain ordinary differential equation with different initial values. Hence, they can be followed numerically. Incorporated with sparse matrix techniques, this method might be used to solve eigenvalue problems for large scale matrices.     

Discretization of multiparameter eigenvalue problems

Summary Although multiparameter eigenvalue problems, as for example Mathieu's differential equation, have been known for a long time, so far no work has been done on the numerical treatment of these problems. So in this paper we extend the spectral theory for one parameter (cf. [7, II, VII]) to multiparameter eigenvalue problmes, formulate in the framework of discrete approximation a convergent numerical treatment, establish algebraic bifurcation equations for the intersection points of the eigenvalue curves and illustrate this with some numerical examples.