A matrix method for fractional Sturm-Liouville problems on bounded domain

A matrix method for the solution of direct fractional Sturm-Liouville problems (SLPs) on bounded domains is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral method of orthogonal polynomials. The order of convergence of the eigenvalue approximations with respect to the matrix size is studied. Some numerical examples that confirm the theory and prove the competitiveness of the approach are finally presented.     

An adaptive Chebyshev iterative method\newline for nonsymmetric linear systems based on modified moments

Summary. Large, sparse nonsymmetric systems of linear equations with a matrix whose eigenvalues lie in the right half plane may be solved by an iterative method based on Chebyshev polynomials for an interval in the complex plane. Knowledge of the convex hull of the spectrum of the matrix is required in order to choose parameters upon which the iteration depends. Adaptive Chebyshev algorithms, in which these parameters are determined by using eigenvalue estimates computed by the power method or modifications thereof, have been described by Manteuffel [18]. This paper presents an adaptive Chebyshev iterative method, in which eigenvalue estimates are computed from modified moments determined during the iterations. The computation of eigenvalue estimates from modified moments requires less computer storage than when eigenvalue estimates are computed by a power method and yields faster convergence for many problems. Received May 13, 1992/Revised version received May 13, 1993     

Spectrum of a Jacobi matrix with exponentially growing matrix elements

A Jacobi matrix with an exponential growth of its elements and the corresponding symmetric operator are considered. It is proved that the eigenvalue problem for some self-adjoint extension of this operator in some Hilbert space is equivalent to the eigenvalue problem of the Sturm-Liouville operator with a discrete self-similar weight. An asymptotic formula for the distribution of eigenvalues is obtained.     

Evaluation of Chebyshev pseudospectral methods for third order differential equations

When the standard Chebyshev collocation method is used to solve a third order differential equation with one Neumann boundary condition and two Dirichlet boundary conditions, the resulting differentiation matrix has spurious positive eigenvalues and extreme eigenvalue already reaching O(N ⁵ for N = 64. Stable time-steps are therefore very small in this case. A matrix operator with better stability properties is obtained by using the modified Chebyshev collocation method, introduced by Kosloff and Tal Ezer [3]. By a correct choice of mapping and implementation of the Neumann boundary condition, the matrix operator has extreme eigenvalue less than O(N ⁴. The pseudospectral and modified pseudospectral methods are implemented for the solution of one-dimensional third-order partial differential equations and the accuracy of the solutions compared with those by finite difference techniques. The comparison verifies the stability analysis and the modified method allows larger time-steps. Moreover, to obtain the accuracy of the pseudospectral method the finite difference methods are substantially more expensive. Also, for the small N tested, N ⩽ 16, the modified pseudospectral method cannot compete with the standard approach. This revised version was published online in August 2006 with corrections to the Cover Date.     

On the numerical treatment of the eigenparameter dependent boundary conditions

In this paper, we consider the numerical treatment of singular eigenvalue problems supplied with eigenparameter dependent boundary conditions using spectral methods. On the one hand, such boundary conditions hinder the construction of test and trial space functions which could incorporate them and thus providing well-conditioned Galerkin discretization matrices. On the other hand, they can generate surprising behavior of the eigenvectors hardly detected by analytic methods. These singular problems are often indirectly approximated by regular ones. We argue that spectral collocation as well as tau method offer remedies for the first two issues and provide direct and efficient treatment to such problems. On a finite domain, we consider the so-called Petterson-König’s rod eigenvalue problem and on the half line, we take into account the Charney’s baroclinic stability problem and the Fourier eigenvalue problem. One boundary condition in these problems depends on the eigenparameter and additionally, this also could depend on some physical parameters. The Chebyshev collocation based on both, square and rectangular differentiation and a Chebyshev tau method are used to discretize the first problem. All these schemes cast the problems into singular algebraic generalized eigenvalue ones which are solved by the QZ and/or Arnoldi algorithms as well as by some target oriented Jacobi-Davidson methods. Thus, the spurious eigenvalues are completely eliminated. The accuracy of square Chebyshev collocation is roughly estimated and its order of approximation with respect to the eigenvalue of interest is determined. For the problems defined on the half line, we make use of the Laguerre-Gauss-Radau collocation. The method proved to be reliable, accurate, and stable with respect to the order of approximation and the scaling parameter.     

A Legendre spectral element method for eigenvalues in hydrodynamic stability

A Legendre polynomial-based spectral technique is developed to be applicable to solving eigenvalue problems which arise in linear and nonlinear stability questions in porous media, and other areas of Continuum Mechanics. The matrices produced in the corresponding generalised eigenvalue problem are sparse, reducing the computational and storage costs, where the superimposition of boundary conditions is not needed due to the structure of the method. Several eigenvalue problems are solved using both the Legendre polynomial-based and Chebyshev tau techniques. In each example, the Legendre polynomial-based spectral technique converges to the required accuracy utilising less polynomials than the Chebyshev tau method, and with much greater computational efficiency.     

Computing eigenvalues of Sturm-Liouville problems via optimal control theory

In this paper, we shall address three problems arising in the computation of eigenvalues of Sturm-Liouville boundary value problems. We first consider a well-posed Sturm-Liouville problem with discrete and distinct spectrum. For this problem, we shall show that the eigenvalues can be computed by solving for the zeros of the boundary condition at the terminal point as a function of the eigenvalue. In the second problem, we shall consider the case where some coefficients and parameters in the differential equation are continuously adjustable. For this, the eigenvalues can be optimized with respect to these adjustable coefficients and parameters by reformulating the problem as a combined optimal control and optimal parameter selection problem. Subsequently, these optimized eigenvalues can be computed by using an existing optimal control software, MISER. The last problem extends the first to nonstandard boundary conditions such as periodic or interrelated boundary conditions. To illustrate the efficiency and the versatility of the proposed methods, several non-trivial numerical examples are included.     

STURM-LIOUVILLE PROBLEMS WITH EIGENDEPENDENT BOUNDARY AND TRANSMISSIONS CONDITIONS

1IntroductionIt is well-known that the Sturmian Theory is an important aid in solving many problemsin mathematical physics.Therefore this theory is one of the most actual and extensivelydeveloped field in spectral analysis of boundary-value problems of St…     

Accurate solutions of fourth order Sturm-Liouville problems

Recently we introduced a new method which we call the Extended Sampling Method to compute the eigenvalues of second order Sturm-Liouville problems with eigenvalue dependent potential. We shall see in this paper how we use this method to compute the eigenvalues of fourth order Sturm-Liouville problems and present its practical use on a few examples.     

Automatic solution of regular and singular vector Sturm-Liouville problems

This paper describes the algorithms and theory behind a new code for vector Sturm-Liouville problems. A new spectral function is defined for vector Sturm-Liouville problems; this is an integer valued function of the eigenparameter which has discontinuities precisely at the eigenvalues. We describe numerical algorithms which may be used to compute the new spectral function, and its use as amiss-distance function in a new code which solves automatically a large class of regular and singular vector Sturm-Liouville problems. Vector Sturm-Liouville problems arise naturally in quantum mechanical applications. Usually they are singular. The advantages of the author's code lie in its ability to solve singular problems automatically, and in the fact that the user may specify the required eigenvalue by its index.     

Chebyshev tau matrix method for Poisson-type equations in irregular domain

In this paper, a new meshless method, Chebyshev tau matrix method (CTMM) is researched. The matrix representations for the differentiation and multiplication of Chebyshev expansions make CTMM easy to implement. Problems with curve boundary can be efficiently treated by CTMM. Poisson-type problems, including standard Poisson problems, Helmholtz problems, problems with variable coefficients and nonlinear problems are computed. Some numerical experiments are implemented to verify the efficiency of CTMM, and numerical results are in good agreement with the analytical one. It appears that CTMM is very effective for Poisson-type problems in irregular domains.     

An extension of the Gegenbauer pseudospectral method for the time fractional Fokker‐Planck equation

The time fractional Fokker‐Planck equation has been used in many physical transport problems which take place under the influence of an external force field. In this paper we examine pseudospectral method based on Gegenbauer polynomials and Chebyshev spectral differentiation matrix to solve numerically a class of initial‐boundary value problems of the time fractional Fokker‐Planck equation on a finite domain. The presented method reduces the main problem to a generalized Sylvester matrix equation, which can be solved by the global generalized minimal residual method. Some numerical experiments are considered to demonstrate the accuracy and the efficiency of the proposed computational procedure.     

A numerical comparison of Chebyshev methods for solving fourth order semilinear initial boundary value problems

In solving semilinear initial boundary value problems with prescribed non-periodic boundary conditions using implicit-explicit and implicit time stepping schemes, both the function and derivatives of the function may need to be computed accurately at each time step. To determine the best Chebyshev collocation method to do this, the accuracy of the real space Chebyshev differentiation, spectral space preconditioned Chebyshev tau, real space Chebyshev integration and spectral space Chebyshev integration methods are compared in the L² and W^2,2 norms when solving linear fourth order boundary value problems; and in the L^∞([0,T];L²) and L^∞([0,T];W^2,2) norms when solving initial boundary value problems. We find that the best Chebyshev method to use for high resolution computations of solutions to initial boundary value problems is the spectral space Chebyshev integration method which uses sparse matrix operations and has a computational cost comparable to Fourier spectral discretization.     

On the double commutation method

We provide a complete spectral characterization of the double commutation method for general Sturm-Liouville operators which inserts any finite number of prescribed eigenvalues into spectral gaps of a given background operator. Moreover, we explicitly determine the transformation operator which links the background operator to its doubly commuted version (resulting in extensions and considerably simplified proofs of spectral results even for the special case of Schrödinger-type operators).

     

Discrete Sturm-Liouville Problems With Parameter in the Boundary Conditions

This paper deals with discrete second order Sturm-Liouville problems in which the parameter that is part of the Sturm-Liouville difference equation also appears linearly in the boundary conditions. An appropriate Green's formula is developed for this problem, which leads to the fact that the eigenvalues are simple, and that they are real under appropriate restrictions. A boundary value problem can be expressed by a system of equations, and finding solutions to a boundary value problem is equivalent to finding the eigenvalues and eigenvectors of the coefficient matrix of a related linear system. Thus, the behavior of eigenvalues and eigenvectors is investigated using techniques in linear algebra, and a linear-algebraic proof is given that the eigenvalues are distinct under appropriate restrictions. The operator is extended to a self-adjoint operator and an expansion theorem is proved.     

Second Root Vectors for Multiparameter Eigenvalue Problems of Fredholm Type

A class of multiparameter eigenvalue problems involving (generally) non self-adjoint and unbounded operators is studied. A basis for the second root subspace, at eigenvalues of Fredholm type, is computed in terms of the underlying multiparameter system. A self-adjoint version of this result is given under a weak definiteness condition, and Sturm-Liouville and finite-dimensional examples are considered.

     

Particular features of implementation of an unsaturated numerical method for the exterior axisymmetric Neumann problem

Using Babenko’s profound ideas, we construct a fundamentally new unsaturated numerical method for solving the spectral problem for the operator of the exterior axisymmetric Neumann problem for Laplace’s equation. We estimate the deviation of the first eigenvalue of the discretized problem from the eigenvalue of the Neumann operator. More exactly, the unsaturated discretization of the spectral Neumann problem yields an algebraic problem with a good matrix, i.e., a matrix inheriting the spectral properties of the Neumann operator. Thus, its spectral portrait lacks “parasitic” eigenvalues provided that the discretization error is sufficiently small. The error estimate for the first eigenvalue involves efficiently computable parameters, which in the case of C ^∞-smooth data provides a foundation for a guaranteed success.     

A symplectic method for approximating all the eigenvalues of a Hamiltonian matrix

A fast method for computing all the eigenvalues of a Hamiltonian matrix M is given. The method relies on orthogonal symplectic similarity transformations which preserve structure and have desirable numerical properties. The algorithm requires about one-fourth the number of floating-point operations and one-half the space of the standard QR algorithm. The computed eigenvalues are shown to be the exact eigenvalues of a matrix M + E where ∥E∥ depends on the square root of the machine precision. The accuracy of a computed eigenvalue depends on both its condition and its magnitude, larger eigenvalues typically being more accurate.     

Pseudospectral approximation of eigenvalues of derivative operators with non-local boundary conditions

By taking as a “prototype problem” a one-delay linear autonomous system of delay differential equations we present the problem of computing the characteristic roots of a retarded functional differential equation as an eigenvalue problem for a derivative operator with non-local boundary conditions given by the particular system considered. This theory can be enlarged to more general classes of functional equations such as neutral delay equations, age-structured population models and mixed-type functional differential equations.It is thus relevant to have a numerical technique to approximate the eigenvalues of derivative operators under non-local boundary conditions. In this paper we propose to discretize such operators by pseudospectral techniques and turn the original eigenvalue problem into a matrix eigenvalue problem. This approach is shown to be particularly efficient due to the well-known “spectral accuracy” convergence of pseudospectral methods. Numerical examples are given.     

Some Spectral Properties of One Sturm-Liouville Type Problem with Discontinuous Weight

We consider a discontinuous weight Sturm-Liouville equation together with eigenparameter dependent boundary conditions and two supplementary transmission conditions at the point of discontinuity. We extend and generalize some approaches and results of the classic regular Sturm-Liouville problems to the similar problems with discontinuities. In particular, we introduce a special Hilbert space formulation in such a way that the problem under consideration can be interpreted as an eigenvalue problem for a suitable selfadjoint operator, construct the Green’s function and resolvent operator, and derive asymptotic formulas for eigenvalues and normalized eigenfunctions.Original Russian Text Copyright © 2005 Mukhtarov O. Sh. and Kadakal M.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 860–875, July–August, 2005.