Postprocessing and higher order convergence for the mixed finite element approximations of the eigenvalue problem

In this paper, we propose a method to improve the convergence rate of the lowest order Raviart-Thomas mixed finite element approximations for the second order elliptic eigenvalue problem. Here, we prove a supercloseness result for the eigenfunction approximations and use a type of finite element postprocessing operator to construct an auxiliary source problem. Then solving the auxiliary additional source problem on an augmented mixed finite element space constructed by refining the mesh or by using the same mesh but increasing the order of corresponding mixed finite element space, we can increase the convergence order of the eigenpair approximation. This postprocessing method costs less computation than solving the eigenvalue problem on the finer mesh directly. Some numerical results are used to confirm the theoretical analysis.     

AN ADAPTIVE INVERSE ITERATION FEM FOR THE INHOMOGENEOUS DIELECTRIC WAVEGUIDES

We introduce an adaptive finite element method for computing electromagnetic guided waves in a closed, inhomogeneous, pillared three-dimensional waveguide at a given frequency based on the inverse iteration method. The problem is formulated as a generalized eigenvalue problems. By modifying the exact inverse iteration algorithm for the eigenvalue problem, we design a new adaptive inverse iteration finite element algorithm. Adaptive finite element methods based on a posteriori error estimate are known to be successful in resolving singularities of eigenfunctions which deteriorate the finite element convergence. We construct a posteriori error estimator for the electromagnetic guided waves problem. Numerical results are reported to illustrate the quasi-optimal performance of our adaptive inverse iteration finite element method.     

解Stokes特征值问题的一种两水平稳定化有限元方法

基于局部Gauss积分,研究了解Stokes特征值问题的一种两水平稳定化有限元方法．该方法涉及在网格步长为H的粗网格上解一个Stokes特征值问题,在网格步长为h=O(H2)的细网格上解一个Stokes问题．这样使其能够仍旧保持最优的逼近精度,求得的解和一般的稳定化有限元解具有相同的收敛阶,即直接在网格步长为h的细网格上解一个Stokes特征值问题．因此,该方法能够节省大量的计算时间．数值试验验证了理论结果．     

Approximation of an Eigenvalue Problem Associated with the Stokes Problem by the Stream Function-Vorticity-Pressure Method

By means of eigenvalue error expansion and integral expansion techniques, we propose and analyze the stream function-vorticity-pressure method for the eigenvalue problem associated with the Stokes equations on the unit square. We obtain an optimal order of convergence for eigenvalues and eigenfuctions. Furthermore, for the bilinear finite element space, we derive asymptotic expansions of the eigenvalue error, an efficient extrapolation and an a posteriori error estimate for the eigenvalue. Finally, numerical experiments are reported. The first author was supported by China Postdoctoral Sciences Foundation.     

求解特征值互补问题的一类ABS算法

ABS算法是20世纪80年代初,由Abaffy,Broyden和Spedicato完成的用于求解线性方程组的含有三个参量的投影算法,是一类有限次迭代直接法。目前,ABS算法不仅可以求解线性与非线性方程组,还可以求解线性规划和具有线性约束的非线性规划等问题。本文即是利用ABS算法求解特征值互补问题的一种尝试,构造了求解特征值互补问题的ABS算法,证明了求解特征值互补问题的ABS算法的收敛性。数值例子充分验证了求解特征值互补问题的ABS算法的有效性。     

Postprocessing and higher order convergence for the mixed finite element approximations of the Stokes eigenvalue problems

In this paper we propose a method for improving the convergence rate of the mixed finite element approximations for the Stokes eigenvalue problem. It is based on a postprocessing strategy that consists of solving an additional Stokes source problem on an augmented mixed finite element space which can be constructed either by refining the mesh or by using the same mesh but increasing the order of the mixed finite element space. Dedicated to Ivan Hlaváček on the occasion of his 75th birthday     

Numerical solution to a stokes interface problem

A numerical algorithm is described for solving the generalized eigenvalue problem arising in the study of the spectrum of a preconditioned operator in the pressure equation derived from a Stokes interface problem. The algorithm is implemented for two finite element schemes. It is tested for a problem with an analytical solution and is applied to spectrum computations in the case of a piecewise constant viscosity. A large number of numerical experiments are analyzed, and recommendations are given for solving the Stokes interface problem in practice.     

A numerical solution of the constrained weighted energy problem

A numerical algorithm is presented to solve the constrained weighted energy problem from potential theory. As one of the possible applications of this algorithm, we study the convergence properties of the rational Lanczos iteration method for the symmetric eigenvalue problem. The constrained weighted energy problem characterizes the region containing those eigenvalues that are well approximated by the Ritz values. The region depends on the distribution of the eigenvalues, on the distribution of the poles, and on the ratio between the size of the matrix and the number of iterations. Our algorithm gives the possibility of finding the boundary of this region in an effective way.We give numerical examples for different distributions of poles and eigenvalues and compare the results of our algorithm with the convergence behavior of the explicitly performed rational Lanczos algorithm.     

Newton's Method for a Generalized Inverse Eigenvalue Problem

A kind of generalized inverse eigenvalue problem is proposed which includes the additive, multiplicative and classical inverse eigenvalue problems as special cases. Newton's method is applied, and a local convergence analysis is given for both the distinct and the multiple eigenvalue cases. When the multiple eigenvalues are present we show how to state the problem so that it is not over-determined, and discuss a Newton-method for the modified problem. We also prove that the modified method retains quadratic convergence, and present some numerical experiments to illustrate our results. © 1997 by John Wiley & Sons, Ltd.     

Acceleration of two-grid stabilized mixed finite element method for the Stokes eigenvalue problem

This paper provides an accelerated two-grid stabilized mixed finite element scheme for the Stokes eigenvalue problem based on the pressure projection. With the scheme, the solution of the Stokes eigenvalue problem on a fine grid is reduced to the solution of the Stokes eigenvalue problem on a much coarser grid and the solution of a linear algebraic system on the fine grid. By solving a slightly different linear problem on the fine grid, the new algorithm significantly improves the theoretical error estimate which allows a much coarser mesh to achieve the same asymptotic convergence rate. Finally, numerical experiments are shown to verify the high efficiency and the theoretical results of the new method.     

Approximation of variational eigenvalue problems

A variational eigenvalue problem in an infinite-dimensional Hilbert space is approximated by a problem in a finite-dimensional subspace. We analyze the convergence and accuracy of the approximate solutions. The general results are illustrated by a scheme of the finite element method with numerical integration for a one-dimensional second-order differential eigenvalue problem. For this approximation, we obtain optimal estimates for the accuracy of the approximate solutions.     

一类特征值反问题(IEP)的基于矩阵方程的Ulm型算法

应用求解算子方程的Ulm方法构造了求解一类矩阵特征值反问题（IEP）的新算法.所给算法避免了文献[Aishima K.,A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems,Linear Algebra and its Applications,2018,542：310-33]中算法在每次迭代中要求解一个线性方程组的不足,证明了在给定谱数据互不相同的条件下所给算法具有根收敛意义下的二次收敛性.数值实验表明本文所给算法在矩阵阶数较大时计算效果优于上文所给算法.     

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.     

NUMERICAL SOLUTIONS OF AN EIGENVALUE PROBLEM IN UNBOUNDED DOMAINS

A coupling method of finite element and infinite large element is proposed for the numerical solution of an eigenvalue problem in unbounded domains in this paper. With some conditions satisfied, the considered problem is proved to have discrete spectra. Several numerical experiments are presented. The results demonstrate the feasibility of the proposed method.     

特征值问题的自适应反迭代有限元算法

1引言设Ω∈R~2为Lipschitz单连通的有界闭区域,X为定义在Ω的Sobolev空间,a(·,·)和b(·,·)为X×X→C的有界双线性或半双线性泛函,考虑变分特征值问题:求(λ,u≠0)∈C×X使得a(u,v)=λb(u,u),(?)u∈X,其中a(·,·)满足X上的"V-强制性"条件或者连续的inf-sup条件,设M_h为Q区域上的正则三角形剖分,X_h∈X为定义在M_h有限元子空间,上述变分问题对应的有限元离散问题为:求(λ_h,u_h)∈R×X,u_h≠0使得     

Interaction of faults under slip‐dependent friction. Non‐linear eigenvalue analysis

We analyse the evolution of a system of finite faults by considering the non‐linear eigenvalue problems associated to static and dynamic solutions on unbounded domains. We restrict our investigation to the first eigenvalue (Rayleigh quotient). We point out its physical significance through a stability analysis and we give an efficient numerical algorithm able to compute it together with the corresponding eigenfunction. We consider the anti‐plane shearing on a system of finite faults under a slip‐dependent friction in a linear elastic domain, not necessarily bounded. The static problem is formulated in terms of local minima of the energy functional. We introduce the non‐linear (static) eigenvalue problem and we prove the existence of a first eigenvalue/eigenfunction characterizing the isolated local minima. For the dynamic problem, we discuss the existence of solutions with an exponential growth, to deduce a (dynamic) non‐linear eigenvalue problem. We prove the existence of a first dynamic eigenvalue and we analyse its behaviour with respect to the friction parameter. We deduce a mixed finite element discretization of the non‐linear spectral problem and we give a numerical algorithm to approach the first eigenvalue/eigenfunction. Finally we give some numerical results which include convergence tests, on a single fault and a two‐faults system, and a comparison between the non‐linear spectral results and the time evolution results. Copyright © 2004 John Wiley & Sons, Ltd.     

求解右定两参数特征值问题的精化Jacobi-Davidson方法(英文)

在文献[1]中,作者M E Hochstenbach和B Plestenjak认为精化的方法不适合两参数特征值问题,原因是求解两参数特征值问题的精化方法存在着三个问题:即精化Ritz向量收敛性差,运算量大,不能计算多个特征值.本文指出,事实并非如此.针对右定两参数特征值问题,本文提出了一种有效的精化数值方法.并通过理论证明和数值实验说明了Ritz值的收敛性,以及精化Ritz向量具有比通常的Ritz向量更好的收敛性.     

A new type of full multigrid method for the elasticity eigenvalue problem

This paper introduces a new type of full multigrid method for the elasticity eigenvalue problem. The main idea is to avoid solving large scale elasticity eigenvalue problem directly by transforming the solution of the elasticity eigenvalue problem into a series of solutions of linear boundary value problems defined on a multilevel finite element space sequence and some small scale elasticity eigenvalue problems defined on the coarsest correction space. The involved linear boundary value problems will be solved by performing some multigrid iterations. Besides, some efficient techniques such as parallel computing and adaptive mesh refinement can also be absorbed in our algorithm. The efficiency and validity of the multigrid methods are verified by several numerical experiments.     

A structure-preserving doubling algorithm for quadratic eigenvalue problems arising from time-delay systems

We propose a structure-preserving doubling algorithm for a quadratic eigenvalue problem arising from the stability analysis of time-delay systems. We are particularly interested in the eigenvalues on the unit circle, which are difficult to estimate. The convergence and backward error of the algorithm are analyzed and three numerical examples are presented. Our experience shows that our algorithm is efficient in comparison to the few existing approaches for small to medium size problems.     

Adaptive computation of smallest eigenvalues of self‐adjoint elliptic partial differential equations

We consider a new adaptive finite element (AFEM) algorithm for self‐adjoint elliptic PDE eigenvalue problems. In contrast to other approaches we incorporate the inexact solutions of the resulting finite‐dimensional algebraic eigenvalue problems into the adaptation process. In this way we can balance the costs of the adaptive refinement of the mesh with the costs for the iterative eigenvalue method. We present error estimates that incorporate the discretization errors, approximation errors in the eigenvalue solver and roundoff errors, and use these for the adaptation process. We show that it is also possible to restrict to very few iterations of a Krylov subspace solver for the eigenvalue problem on coarse meshes. Several examples are presented to show that this new approach achieves much better complexity than the previous AFEM approaches which assume that the algebraic eigenvalue problem is solved to full accuracy. Copyright © 2010 John Wiley & Sons, Ltd.