A linear eigenvalue algorithm for the nonlinear eigenvalue problem

The Arnoldi method for standard eigenvalue problems possesses several attractive properties making it robust, reliable and efficient for many problems. The first result of this paper is a characterization of the solutions to an arbitrary (analytic) nonlinear eigenvalue problem (NEP) as the reciprocal eigenvalues of an infinite dimensional operator denoted ${\mathcal {B}}$ . We consider the Arnoldi method for the operator ${\mathcal {B}}$ and show that with a particular choice of starting function and a particular choice of scalar product, the structure of the operator can be exploited in a very effective way. The structure of the operator is such that when the Arnoldi method is started with a constant function, the iterates will be polynomials. For a large class of NEPs, we show that we can carry out the infinite dimensional Arnoldi algorithm for the operator ${\mathcal {B}}$ in arithmetic based on standard linear algebra operations on vectors and matrices of finite size. This is achieved by representing the polynomials by vector coefficients. The resulting algorithm is by construction such that it is completely equivalent to the standard Arnoldi method and also inherits many of its attractive properties, which are illustrated with examples.     

Memory‐efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis

Novel memory‐efficient Arnoldi algorithms for solving matrix polynomial eigenvalue problems are presented. More specifically, we consider the case of matrix polynomials expressed in the Chebyshev basis, which is often numerically more appropriate than the standard monomial basis for a larger degree d. The standard way of solving polynomial eigenvalue problems proceeds by linearization, which increases the problem size by a factor d. Consequently, the memory requirements of Krylov subspace methods applied to the linearization grow by this factor. In this paper, we develop two variants of the Arnoldi method that build the Krylov subspace basis implicitly, in a way that only vectors of length equal to the size of the original problem need to be stored. The proposed variants are generalizations of the so‐called quadratic Arnoldi method and two‐level orthogonal Arnoldi procedure methods, which have been developed for the monomial case. We also show how the typical ingredients of a full implementation of the Arnoldi method, including shift‐and‐invert and restarting, can be incorporated. Numerical experiments are presented for matrix polynomials up to degree 30 arising from the interpolation of nonlinear eigenvalue problems, which stem from boundary element discretizations of PDE eigenvalue problems. Copyright © 2013 John Wiley & Sons, Ltd.     

First order spectral perturbation theory of square singular matrix polynomials

We develop first order eigenvalue expansions of one-parametric perturbations of square singular matrix polynomials. Although the eigenvalues of a singular matrix polynomial P(λ) are not continuous functions of the entries of the coefficients of the polynomial, we show that for most perturbations they are indeed continuous. Given an eigenvalue λ₀ of P(λ) we prove that, for generic perturbations M(λ) of degree at most the degree of P(λ), the eigenvalues of P(λ)+?M(λ) admit covergent series expansions near λ₀ and we describe the first order term of these expansions in terms of M(λ₀) and certain particular bases of the left and right null spaces of P(λ₀). In the important case of λ₀ being a semisimple eigenvalue of P(λ) any bases of the left and right null spaces of P(λ₀) can be used, and the first order term of the eigenvalue expansions takes a simple form. In this situation we also obtain the limit vector of the associated eigenvector expansions.     

Iterative Projection Methods for Sparse Nonlinear Eigenproblems

For the sparse nonlinear eigenproblem T(λ)x = 0 we consider iterative projection methods where the current search space is expanded by a direction having a high approximation potential for the eigenvalue wanted next. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Sturm–Liouville problem depending rationally on the eigenvalue parameter

We consider the Sturm–Liouville problem (1.1) and (1.2) with a potential depending rationally on the eigenvalue parameter. With these equations a λ ‐linear eigenvalue problem is associated in such a way that L₂‐solutions of (1.1), (1.2) correspond to eigenvectors of a linear operator. If the functions q and u are real and satisfy some additional conditions, the corresponding linear operator is a definitizable self‐adjoint operator in some Krein space. Moreover we consider the problem (1.1) and (1.3) on the positive half‐axis. Here we use results on the absense of positive eigenvalues for Sturm–Liouville operators to exclude critical points of the associated definitizable operator. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Limit-point / limit-circle classification of second-order differential operators arising in PT quantum mechanics

We consider a second-order differential equation −y^″ + q(x)y(x) = λy(x) with complex-valued potential q and eigenvalue parameter λ ∈ ℂ. In PT quantum mechanics the potential q is given by q(x) = −(ix)^N+2 on a contour Γ ⊂ ℂ. Via a parametrization we obtain two differential equations on [0, ∞) and (−∞, 0]. We give a limit-point/limit-circle classification of this problem via WKB-analysis. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Weyl-Titchmarsh functions of vector-valued Sturm-Liouville operators on the unit interval

The matrix-valued Weyl-Titchmarsh functions M(λ) of vector-valued Sturm-Liouville operators on the unit interval with the Dirichlet boundary conditions are considered. The collection of the eigenvalues (i.e., poles of M(λ)) and the residues of M(λ) is called the spectral data of the operator. The complete characterization of spectral data (or, equivalently, N×N Weyl-Titchmarsh functions) corresponding to N×N self-adjoint square-integrable matrix-valued potentials is given, if all N eigenvalues of the averaged potential are distinct.     

A stability result for abstract evolution problems

Consider an abstract evolution problem in a Hilbert space H (1) where A(t) is a linear, closed, densely defined operator in H with domain independent of t ≥ 0 and G(t,u) is a nonlinear operator such that ‖G(t,u)‖a(t) ‖u‖^p, p = const > 1, ‖f(t)‖ ≤ b(t). We allow the spectrum of A(t) to be in the right half‐plane Re(λ) < λ₀(t), λ₀(t) > 0, but assume that lim_{t → ∞}λ₀(t) = 0. Under suitable assumptions on a(t) and b(t), the boundedness of ‖u(t)‖ as t → ∞ is proved. If f(t) = 0, the Lyapunov stability of the zero solution to problem (1) with u₀ = 0 is established. For f ≠ 0, sufficient conditions for the Lyapunov stability are given. The novel point in our study of the stability of the solutions to abstract evolution equations is the possibility for the linear operator A(t) to have spectrum in the half‐plane Re(λ) < λ₀(t) with λ₀(t) > 0 and lim_{t → ∞}λ₀(t) = 0 at a suitable rate. The new technique, proposed in the paper, is based on an application of a novel nonlinear differential inequality. Copyright © 2012 John Wiley & Sons, Ltd.     

Analytic discs, plurisubharmonic hulls, and non-compactness of the -Neumann operator

We show that a complex manifold M in the boundary of a smooth bounded pseudoconvex domain Ω in is an obstruction to compactness of the -Neumann operator on Ω, provided that at some point of M, the Levi form of bΩ has the maximal possible rank n−1−dim(M) (i.e. the boundary is strictly pseudoconvex in the directions transverse to M). In particular, an analytic disc is an obstruction, provided that at some point of the disc, the Levi form has only one zero eigenvalue (i.e. the eigenvalue zero has multiplicity one). We also show that a boundary point where the Levi form has only one zero eigenvalue can be picked up by the plurisubharmonic hull of a set only via an analytic disc in the boundary. Research supported in part by NSF grant number DMS-0100517.     

Eigenvalue problems for nonlinear third‐order m‐point p‐Laplacian dynamic equations on time scales

This work deals with the existence and uniqueness of a nontrivial solution for the third‐order p‐Laplacian m‐point eigenvalue problems on time scales. We find several sufficient conditions of the existence and uniqueness of nontrivial solution of eigenvalue problems when λ is in some interval. The proofs are based on the nonlinear alternative of Leray–Schauder. To illustrate the results, some examples are included. Copyright © 2014 John Wiley & Sons, Ltd.     

Critical potentials of the eigenvalues and eigenvalue gaps of Schrödinger operators

Let M be a compact Riemannian manifold with or without boundary, and let −Δ be its Laplace-Beltrami operator. For any bounded scalar potential q, we denote by λi(q) the ith eigenvalue of the Schrödinger type operator −Δ+q acting on functions with Dirichlet or Neumann boundary conditions in case ∂M≠∅. We investigate critical potentials of the eigenvalues λi and the eigenvalue gaps Gij=λj−λi considered as functionals on the set of bounded potentials having a given mean value on M. We give necessary and sufficient conditions for a potential q to be critical or to be a local minimizer or a local maximizer of these functionals. For instance, we prove that a potential q∈L^∞(M) is critical for the functional λ₂ if and only if q is smooth, λ₂(q)=λ₃(q) and there exist second eigenfunctions f₁,…,fk of −Δ+q such that . In particular, λ₂ (as well as any λi) admits no critical potentials under Dirichlet boundary conditions. Moreover, the functional λ₂ never admits locally minimizing potentials.     

Semiclassical Spectral Asymptotics on Foliated Manifolds

We consider a (hypo)elliptic pseudodifferential operator A_h on a closed foliated manifold (M,ℱ), depending on a parameterh > 0, of the form A_h = A+h^mB, where A is a formally self–adjoint tangentially elliptic operator of orderμ > 0 with the nonnegative principal symbol and B is a formally self–adjoint classical pseudodi.erential operator of orderm > 0 on M with the holonomy invariant transversal principal symbol such that its principal symbol is positive, if μ < m, and its transversal principal symbol is positive, if μ ≥ m. We prove an asymptotic formula for the eigenvalue distribution function N_h(λ) of the operator A_h when h tends to 0 and λ is constant.     

Algebraic formulations for the solution of the nullspace‐free eigenvalue problem using the inexact Shift‐and‐Invert Lanczos method

Given the generalized symmetric eigenvalue problem Ax=λMx, with A semidefinite and M definite, we analyse some algebraic formulations for the approximation of the smallest non‐zero eigenpairs, assuming that a sparse basis for the null space is available. In particular, we consider the inexact version of the Shift‐and‐Invert Lanczos method, and we show that apparently different algebraic formulations provide the same approximation iterates, under some natural hypotheses. Our results suggest that alternative strategies need to be explored to really take advantage of the special problem setting, other than reformulating the algebraic problem. Experiments on a real application problem corroborate our theoretical findings. Copyright © 2002 John Wiley & Sons, Ltd.     

Global Solutions of Nonlinear Problem in Hilbert Space

We deal with the local and global existence of solutions and solutions multiplicity for nonlinear problem u – λLu + N (u) = 0 in a real Hilbert space H, with linear operator L and nonlinear operator N, defined on a Hilbert space H, in dependence on a parameter λ ∈ R . (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Manifolds with small Dirac eigenvalues are nilmanifolds

Consider the class of n-dimensional Riemannian spin manifolds with bounded sectional curvatures and bounded diameter, and almost non-negative scalar curvature. Let r = 1 if n = 2,3 and r = 2^[n/2]-1 + 1 if n ≥ 4. We show that if the square of the Dirac operator on such a manifold has r small eigenvalues, then the manifold is diffeomorphic to a nilmanifold and has trivial spin structure. Equivalently, if M is not a nilmanifold or if M is a nilmanifold with a non-trivial spin structure, then there exists a uniform lower bound on the r-th eigenvalue of the square of the Dirac operator. If a manifold with almost non-negative scalar curvature has one small Dirac eigenvalue, and if the volume is not too small, then we show that the metric is close to a Ricci-flat metric on M with a parallel spinor. In dimension 4 this implies that M is either a torus or a K3-surface.      

On n‐Fold Expansions for Ordinary Differential Operators

Given an m‐th order ordinary linear differential operator which is a polynomial of degree n in the eigenvalue parameter λ, we investigate n‐fold expansions in terms of eigen‐ and associated functions of the differential operator. There are no a‐priori restrictions on the positive integers n and m.     

Rank 1 real Wishart spiked model

In this paper, we consider N‐dimensional real Wishart matrices Y in the class \input amssym $W_{\Bbb R} (\Sigma ,M)$ in which all but one eigenvalue of Σ is 1. Let the nontrivial eigenvalue of Σ be 1+τ; then as N, M → ∞, with M/N → γ² finite and nonzero, the eigenvalue distribution of Y will converge into the Marchenko‐Pastur distribution inside a bulk region. When τ increases from 0, one starts to see a stray eigenvalue of Y outside of the support of the Marchenko‐Pastur density. As this stray eigenvalue leaves the bulk region, a phase transition will occur in the largest eigenvalue distribution of the Wishart matrix. In this paper we will compute the asymptotics of the largest eigenvalue distribution when the phase transition occurs. We will first establish the results that are valid for all N and M and will use them to carry out the asymptotic analysis. In particular, we have derived a contour integral formula for the Harish‐Chandra Itzykson‐Zuber integral $\int_{O(N)} {e^{{\rm tr}(XgYg^{\rm T} )} } g^{\rm T} dg$ when X and Y are real symmetric and Y is a rank 1 matrix. This allows us to write down a Fredholm determinant formula for the largest eigenvalue distribution and analyze it using orthogonal polynomial techniques. As a result, we obtain an integral formula for the largest eigenvalue distribution in the large‐ N limit characterized by Painlevé transcendents. The approach used in this paper is very different from a recent paper by Bloemenal and Virág, in which the largest eigenvalue distribution was obtained using a stochastic operator method. In particular, the Painlevé formula for the largest eigenvalue distribution obtained in this paper is new. © 2012 Wiley Periodicals, Inc.     

An Arnoldi Method for Nonlinear Eigenvalue Problems

For the nonlinear eigenvalue problem T()x=0 we propose an iterative projection method for computing a few eigenvalues close to a given parameter. The current search space is expanded by a generalization of the shift-and-invert Arnoldi method. The resulting projected eigenproblems of small dimension are solved by inverse iteration. The method is applied to a rational eigenvalue problem governing damped vibrations of a structure.     

Das asymptotische verhalten der greenschen funktion N-irregulaärer eigenwertprobleme mit zerfallenden randbedingungen

We prove asymptotic estimates for the Green's function of N-irregular eigenvalue problems My = λNγ with splitting boundary conditions. In contrast to the N-regular case the Green's function G(x,ζ,λ) grows exponentially for |λ| → ∞ if x > ζ. These estimates are fundamental for the expansion of functions into a series of eigenfunctions of N-irregular eigenvalue problems. In a subsequent paper it will be shown that this irregular behavior of G(x,ζ,λ) implies that only a very small class of functions can be expanded into a series of eigenfunctions of such problems.     

The first eigenvalue of the p‐Laplace operator under powers of mean curvature flow

In this paper, we show the following main results. Let (Mⁿ,g(t)), t ∈ [0,T), be a solution of the unnormalized H^k ? flow on a closed manifold, and λ_1,p(t) be the first eigenvalue of the p‐Laplace operator. If there exists a nonnegative constant ε such that in M × [0,T) and in M × [0,T),then λ_1,p(t) is increasing and the differentiable almost everywhere along the unnormalized H^k ? flow on [0,T). At last, we discuss some useful monotonic quantities. Copyright © 2013 John Wiley & Sons, Ltd.