A reconstruction method for a two-dimensional inverse eigenvalue problem

In this paper we describe a method for constructing approximate solutions of a two-dimensional inverse eigenvalue problem. Here we consider the problem of recovering a functionq(x, y) from the eigenvalues of — +q(x, y) on a rectangle with Dirichlet boundary conditions. The potentialq(x, y) is assumed to be symmetric with respect to the midlines of the rectangle. Our method is a generalization of an algorithm Hald presented for the construction of symmetric potentials in the one-dimensional inverse Sturm-Liouville problem. Using a projection method, the inverse spectral problem is reduced to an inverse eigenvalue problem for a matrix. We show that if the given eigenvalues are small perturbations of simple eigenvalues ofq=0, then the matrix problem has a solution. This solution is used to construct a functionq which has the same lowest eigenvalues as the unknownq, and several numerical examples are given to illustrate the methods.     

Berechnung von Beulwerten mit Hilfe von Mehrstellenoperatoren

Summary Buckling of a plate leads to an eigenvalue problem for which a very accurate finite difference approximation is given. The resulting algebraic eigenvalue problemAx= Bx is solved for specific problems by an improved iteration method. Numerical results are discussed.

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Die vorliegende Arbeit wurde ermöglicht durch die Schweizerische Volkswirtschaftsstiftung. Die Verfasser sind dieser Institution zu bestem Dank verpflichtet.     

An expansion theorem for an eigenvalue problem of an arbitrary multiply connected domain with an eigenparameter in a general type of boundary conditions

The object of this paper is to establish an expansion theorem for a regular right-definite eigenvalue problem with an eigenvalue parameter which is contained in the Schrödinger partial differential equation and in a general type of boundary conditions on the boundary of an arbitrary multiply connected bounded domain inR ⁿ (n2). We associate with this problem an essentially self-adjoint operator in a suitably defined Hilbert space and then we develop an associated eigenfunction expansion theorem.     

Eigenvalue problem for an irregular λ-matrix

The solution of the eigenvalue problem is examined for the polyomial matrixD()=A_o^s+A₁^s–1+...+A_s when the matricesA ₀ andA ₂ (or one of them) are singular. A normalized process is used for solving the problem, permitting the determination of linearly independent eigenvectors corresponding to the zero eigenvalue of matrixD() and to the zero eigenvalue of matrixA ₀. The computation of the other eigenvalues ofD() is reduced to the same problem for a constant matrix of lower dimension. An ALGOL program and test examples are presented.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 58, pp. 80–92, 1976.     

Backward perturbation analysis of certain characteristic subspaces

Summary This paper gives optimal backward perturbation bounds and the accuracy of approximate solutions for subspaces associated with certain eigenvalue problems such as the eigenvalue problemAx=x, the generalized eigenvalue problem Ax=Bx, and the singular value decomposition of a matrixA. This paper also gives residual bounds for certain eigenvalues, generalized eigenvalues and singular values.This subject was supported by the Swedish Natural Science Research Council and the Institute of Information Processing of the University of Umeå.     

A spectral Galerkin approximation of the Orr-Sommerfeld eigenvalue problem in a semi-infinite domain

Summary The convergence of a Galerkin approximation of the Orr-Sommerfeld eigenvalue problem, which is defined in a semi-infinite domain, is studied theoretically. In case the system of trial functions is based on a composite of Jacobi polynomials and an exponential transform of the semi-infinite domain, the error of the Galerkin approximation is estimated in terms of the transformation parametera and the numberN of trial functions. Finite or infinite-order convergence of the spectral Galerkin method is obtained depending on how the transformation parameter is chosen. If the transformation parameter is fixed, then convergence is of finite order only. However, ifa is varied proportional to 1/N with an exponent 0<<1, then the approximate eigenvalue converges faster than any finite power of 1/N asN. Some numerical examles are given.     

Invertibility of the biharmonic single layer potential operator

The 2×2 system of integral equations corresponding to the biharmonic single layer potential in ² is known to be strongly elliptic. It is also known to be positive definite on a space of functions orthogonal to polynomials of degree one. We study the question of its unique solvability without this orthogonality condition. To each curve , we associate a 4×4 matrixB such that this problem for the family of all curves obtained from by scale transformations is equivalent to the eigenvalue problem forB . We present numerical approximations for this eigenvalue problem for several classes of curves.     

Approximation of a nondifferentiable nonlinear problem related to MHD equilibria

Summary We present a simple method, based on a variant of the implicit function theorem, which leads to the existence of (a part of) a nontrivial solution branch of the nonlinear eigenvalue problem –u=u ⁺ in ,u=–1 on , where is a two-dimensional domain with boundary . The advantage of this method is that we can apply it for analysing the approximation of the above problem by a finite element method; the error analysis of the discrete problem appears immediately. We give also an iteration scheme which allows to solve the approximate problem.     

Smooth Convex Approximation to the Maximum Eigenvalue Function

In this paper, we consider smooth convex approximations to the maximum eigenvalue function. To make it applicable to a wide class of applications, the study is conducted on the composite function of the maximum eigenvalue function and a linear operator mapping ^m to , the space of n-by-n symmetric matrices. The composite function in turn is the natural objective function of minimizing the maximum eigenvalue function over an affine space in . This leads to a sequence of smooth convex minimization problems governed by a smoothing parameter. As the parameter goes to zero, the original problem is recovered. We then develop a computable Hessian formula of the smooth convex functions, matrix representation of the Hessian, and study the regularity conditions which guarantee the nonsingularity of the Hessian matrices. The study on the well-posedness of the smooth convex function leads to a regularization method which is globally convergent.     

Ein Verfahren zur Stabilitätsfrage bei Matrizen-Eigenwertproblemen

Summary Given the eigenvalue problem (A–E) x=0 for real or complex matricesA the number of eigenvalues with positive real parts is determined without evaluating the caracteristical polynomial. A proceeding is developed here to transform the given matrixA into a reduced form by applying a finite series of elementary transformations upon the matrix. The elements of the reduced matrix allow immediately to solve the problem.     

Approximation and eigenvalue extrapolation of biharmonic eigenvalue problem by nonconforming finite element methods

In this paper, we analyze the biharmonic eigenvalue problem by two nonconforming finite elements, Q and E Q. We obtain full order convergence rate of the eigenvalue approximations for the biharmonic eigenvalue problem based on asymptotic error expansions for these two nonconforming finite elements. Using the technique of eigenvalue error expansion, the technique of integral identities, and the extrapolation method, we can improve the accuracy of the eigenvalue approximations. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

The eigenvalue problem for the Laplacian equations

This article studies the Dirichlet eigenvalue problem for the Laplacian equations △u = -λu, x ∈Ω, u = 0, x ∈ (δ)Ω, where Ω (∩) Rn is a smooth bounded convex domain. By using the method of appropriate barrier function combined with the maximum principle, authors obtain a sharp lower bound of the difference of the first two eigenvalues for the Dirichlet eigenvalue problem. This study improves the result of S.T.Yau et al.     

Solving a nonlinear spectral problem for a matrix

This paper examines the solving of the eigenvalue problem for a matrix M () with a nonlinear occurrence of the spectral parameter. Two methods are suggested for replacing the equation dat M()=0 by a scalar equationf()=0. Here the functionf() is not written formally, but a rule for computingf() at a fixed point of the domain in which the desired roots lie is indicated. Müller's method is used to solve the equationf()=0. The eigenvalue found is refined by Newton's method based on the normalized expansion of matrix M(), and the linearly independent vectors corresponding to it are computed. An ALGOL program and test examples are presented.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 58, pp. 54–66, 1976.     

Fourth order eigenvalue approximation by extrapolation on domains with reentrant corners

Summary The eigenvalue problem of the Laplace operator is considered on a non-convex domain composed of rectangles. This model problem may be solved by the finite element method with bilinear elements on a rectangular mesh. It is known thatO(h) ²(<1) convergence can be obtained for the eigenvalues, if the mesh hasO(h) ^–2 points. A simple extrapolation scheme is presented which, on appropriately graded meshes, increases the rate of convergence toO(h) ⁴ This work was supported by the Deutsche Forschungsgemeinschaft (DFG), SFB 123 Stochatistische Mathematische Modelle, Universität Heidelberg     

Nonlinear Eigenvalue Problems of Schrödinger Type Admitting Eigenfunctions with Given Spectral Characteristics

The following work is an extension of our recent paper [10]. We still deal with nonlinear eigenvalue problems of the form in a real Hilbert space ℋ︁ with a semi‐bounded self‐adjoint operator A₀, while for every y from a dense subspace X of ℋ︁, B(y ) is a symmetric operator. The left‐hand side is assumed to be related to a certain auxiliary functional ψ, and the associated linear problems are supposed to have non‐empty discrete spectrum (y ∈ X). We reformulate and generalize the topological method presented by the authors in [10] to construct solutions of (∗︁) on a sphere S_R ≔ {y ∈ X | ∥y∥_ℋ︁ = R} whose ψ‐value is the n‐th Ljusternik‐Schnirelman level of ψ| and whose corresponding eigenvalue is the n‐th eigenvalue of the associated linear problem (∗︁∗︁), where R > 0 and n ∈ ℕ are given. In applications, the eigenfunctions thus found share any geometric property enjoyed by an n‐th eigenfunction of a linear problem of the form (∗︁∗︁). We discuss applications to elliptic partial differential equations with radial symmetry.     

Variational Principles for Eigenvalues of Self-adjoint Operator Functions

Variational principles for eigenvalues of certain functions whose values are possibly unbounded self-adjoint operators T() are proved. A generalised Rayleigh functional is used that assigns to a vector x a zero of the function T()x, x), where it is assumed that there exists at most one zero. Since there need not exist a zero for all x, an index shift may occur. Using this variational principle, eigenvalues of linear and quadratic polynomials and eigenvalues of block operator matrices in a gap of the essential spectrum are characterised. Moreover, applications are given to an elliptic eigenvalue problem with degenerate weight, Dirac operators, strings in a medium with a viscous friction, and a Sturm-Liouville problem that is rational in the eigenvalue parameter.     

Optimum first and second order extrapolations of Successive Overrelaxation type methods for certain classes of matrices

This paper deals with the iterative solution of the linear systemx=Bx+c when its Jacobi matrixB is weakly 2-cyclic consistently ordered and has a complex eigenvalue spectrum which lies on a straight-line segment. The optimization problem of the following three methods is considered and solved: i) The extrapolation of the optimum Successive Overrelaxation (SOR) ii) The second order extrapolation of a good SOR and iii) The second order extrapolation of the Gauss-Seidel method. In addition a variant of the second order methods considered, suitable for the solution of the system even ifB isnot necessarily weakly 2-cyclic consistently ordered, is proposed. Finally a reference to a theoretical comparison of the various optimum methods in the paper is made and their asymptotic convergence factors for selected eigenvalue spectra are illustrated in a Table in support of the theory developed.     

Bounds for the first Dirichlet eigenvalue attained at an infinite family of Riemannian manifolds

LetM be a compact Riemannian manifold with smooth boundary M. We get bounds for the first eigenvalue of the Dirichlet eigenvalue problem onM in terms of bounds of the sectional curvature ofM and the normal curvatures of M. We discuss the equality, which is attained precisely on certain model spaces defined by J. H. Eschenburg. We also get analog results for Kähler manifolds. We show how the same technique gives comparison theorems for the quotient volume(P)/volume(M),M being a compact Riemannian or Kähler manifold andP being a compact real hypersurface ofM.Work partially supported by a DGICYT Grant No. PB94-0972 and by the E.C. Contract CHRX-CT92-0050 GADGET II.     

Max algebra and the linear assignment problem

Max-algebra, where the classical arithmetic operations of addition and multiplication are replaced by ab:=max(a, b) and ab:=a+b offers an attractive way for modelling discrete event systems and optimization problems in production and transportation. Moreover, it shows a strong similarity to classical linear algebra: for instance, it allows a consideration of linear equation systems and the eigenvalue problem. The max-algebraic permanent of a matrix A corresponds to the maximum value of the classical linear assignment problem with cost matrix A. The analogue of van der Waerden's conjecture in max-algebra is proved. Moreover the role of the linear assignment problem in max-algebra is elaborated, in particular with respect to the uniqueness of solutions of linear equation systems, regularity of matrices and the minimal-dimensional realisation of discrete event systems. Further, the eigenvalue problem in max-algebra is discussed. It is intimately related to the best principal submatrix problem which is finally investigated: Given an integer k, 1kn, find a (k×k) principal submatrix of the given (n×n) matrix which yields among all principal submatrices of the same size the maximum (minimum) value for an assignment. For k=1,2,...,n, the maximum assignment problem values of the principal (k×k) submatrices are the coefficients of the max-algebraic characteristic polynomial of the matrix for A. This problem can be used to model job rotations.This research has been supported by the Engineering and Physical Sciences Research Council grant RRAH07961 ``Unresolved Variants of the Assignment Problem' and by the Spezialforschungsbereich F 003 ``Optimierung und Kontrolle', Projektbereich Diskrete Optimierung.Mathematics Subject Classification (2000):90C27, 15A15, 93C83     

A method for solving stochastic eigenvalue problems

We present a novel approach for calculating stochastic eigenvalues of differential and integral equations as well as for random matrices. Five examples based on very different types of problem have been analysed and detailed numerical results obtained. It would seem that the method has considerable promise. The essence of the method is to replace the stochastic eigenvalue problem λ(ξ)?(ξ)=A(ξ)?(ξ), where ξ is a set of random variables, by the introduction of an auxiliary equation in which . This changes the problem from an eigenvalue one to an initial value problem in the new pseudo-time variable t. The new linear time-dependent equation may then be solved by a polynomial chaos expansion (PCE) and the stochastic eigenvalue and its moments recovered by a limiting process. This technique has the advantage of avoiding the non-linear terms in the conventional method of stochastic eigenvalue calculation by PCE, but it does introduce an additional, ‘pseudo-time’, independent variable t. The paper illustrates the viability of this approach by application to several examples based on realistic problems.