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A two-grid discretization scheme for eigenvalue problems
Authors:Jinchao Xu  Aihui Zhou
Institution:Center for Computational Mathematics and Applications, Department of Mathematics, Pennsylvania State University, University Park, Pennsylvania 16802 ; Institute of Systems Science, Academia Sinica, Beijing 100080, China
Abstract:A two-grid discretization scheme is proposed for solving eigenvalue problems, including both partial differential equations and integral equations. With this new scheme, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a much coarser grid, and the solution of a linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy.

Keywords:Eigenvalue problems  finite elements  partial differential equations  integral equations  two-grid method
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