Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint

We consider minimization of a quadratic objective function subject to a sign-indefinite quadratic equality constraint. We derive necessary and sufficient conditions for the existence of solutions to the constrained minimization problem. These conditions involve a generalized eigenvalue of the matrix pencil consisting of a symmetric positive-semidefinite matrix and a symmetric indefinite matrix. A complete characterization of the solution set to the constrained minimization problem in terms of the eigenspace of the matrix pencil is provided.     

Affine homogeneity of indefinite real hypersurfaces in the space ℂ3

We develop a constructive approach to the problem of describing affinely homogeneous real hypersurfaces in 3-dimensional complex space having nondegenerate sign-indefinite Levi form. We construct the affine invariants of a nondegenerate indefinite hypersurface in terms of second-order jets of its defining function and introduce the notion of the affine canonical equation of this surface. Three main types of canonical equations are considered. For each of these types, we construct a family of Lie algebras related to affinely homogeneous surfaces of a particular type. As a result, a family (depending on two real parameters) of affinely different homogeneous submanifolds of 3-dimensional complex space is presented (as matrix algebras).     

A spectral projection method for transmission eigenvalues

We consider a nonlinear integral eigenvalue problem, which is a reformulation of the transmission eigenvalue problem arising in the inverse scattering theory. The boundary element method is employed for discretization, which leads to a generalized matrix eigenvalue problem. We propose a novel method based on the spectral projection. The method probes a given region on the complex plane using contour integrals and decides whether the region contains eigenvalue(s) or not. It is particularly suitable to test whether zero is an eigenvalue of the generalized eigenvalue problem, which in turn implies that the associated wavenumber is a transmission eigenvalue. Effectiveness and efficiency of the new method are demonstrated by numerical examples.     

On linearizations of the quadratic two-parameter eigenvalue problem

We present several transformations that can be used to solve the quadratic two-parameter eigenvalue problem (QMEP), by formulating an associated linear multiparameter eigenvalue problem. Two of these transformations are generalizations of the well-known linearization of the quadratic eigenvalue problem and linearize the QMEP as a singular two-parameter eigenvalue problem. The third replaces all nonlinear terms by new variables and adds new equations for their relations. The QMEP is thus transformed into a nonsingular five-parameter eigenvalue problem. The advantage of these transformations is that they enable one to solve the QMEP using existing numerical methods for multiparameter eigenvalue problems. We also consider several special cases of the QMEP, where some matrix coefficients are zero     

Existence of an extremal ground state energy of a nanostructured quantum dot

This paper is concerned with two rearrangement optimization problems. These problems are motivated by two eigenvalue problems which depend nonlinearly on the eigenvalues. We consider a rational and a quadratic eigenvalue problem with Dirichlet’s boundary condition and investigate two related optimization problems where the goal function is the corresponding first eigenvalue. The first eigenvalue in the rational eigenvalue problem represents the ground state energy of a nanostructured quantum dot. In both the problems, the admissible set is a rearrangement class of a given function.     

基于形状优化框架下的Steklov特征值问题研究

<正>1引言特征值问题在应用数学分支和工程中,尤其是在最优设计问题中,有很多的应用,所以特征值问题的最优化已经有了较为深入的研究,见在我们的研究当中,最优设计问题常常以一种指定载荷的设计下、能量的极小化问题的形式出现.在大多数关于最优设计的文章里面,我们更重视在一个固定载荷下条件下结构的最     

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.     

复Monge－Ampere方程的特征值问题

讨论了复空间中强拟凸域上的复Ｍｏｎｇｅ－Ａｍｐｅｒｅ方程的特征值问题，证明了特征值问题解的存在唯一性，并给出了这个特征值与一类复空间中复Ｌａｐｌａｃｅ算子的第一特征值的关系，最后利用特征值及特征函数的存在性讨论了一类复Ｍｏｎｇｅ－Ａｍｐｅｒｅ方程的解的存在性及其分歧．     

Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters ω and we are interested in the minimal eigenvalue of a matrix pencil ( A , B ) with A , B symmetric and B positive definite. If ω can be interpreted as the realization of random variables, one may be interested in statistical moments of the minimal eigenvalue. In order to obtain statistical moments, we need a fast evaluation of the eigenvalue as a function of ω . Because this is costly for large matrices, we are looking for a small parameterized eigenvalue problem whose minimal eigenvalue makes a small error with the minimal eigenvalue of the large eigenvalue problem. The advantage, in comparison with a global polynomial approximation (on which, e.g., the polynomial chaos approximation relies), is that we do not suffer from the possible nonsmoothness of the minimal eigenvalue. The small‐scale eigenvalue problem is obtained by projection of the large‐scale problem. Our main contribution is that, for constructing the subspace, we use multiple eigenvectors and derivatives of eigenvectors. We provide theoretical results and document numerical experiments regarding the beneficial effect of adding multiple eigenvectors and derivatives.     

Bifurcation calculus by the extended functional method

We justify variational principles of a new type corresponding to bifurcations of solutions for families of equations given in variational form. To illustrate the method, we consider elliptic equations with sign-indefinite nonlinearities and prove the existence of pairwise creation-annihilation bifurcations of their positive solutions. The corresponding bifurcation points are expressed via explicitly specified variational principles.     

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.     

Perturbation method for solving the nonlinear eigenvalue problem arising from fatigue crack growth problem in a damaged medium

An analytical solution of the nonlinear eigenvalue problem arising from the fatigue crack growth problem in a damaged medium in coupled formulation is obtained. The perturbation technique for solving the nonlinear eigenvalue problem is used. The method allows to find the analytical formula expressing the eigenvalue as the function of parameters of the damage evolution law. It is shown that the eigenvalues of the nonlinear eigenvalue problem are fully determined by the exponents of the damage evolution law. In the paper the third-order (four-term) asymptotic expansions of the angular functions determining the stress and continuity fields in the neighborhood of the crack tip are given. The asymptotic expansions of the angular functions permit to find the closed-form solution for the problem considered.     

A Multilevel Correction Method for Steklov Eigenvalue Problem by Nonconforming Finite Element Methods

In this paper, a multilevel correction scheme is proposed to solve the Steklov eigenvalue problem by nonconforming finite element methods. With this new scheme, the accuracy of eigenpair approximations can be improved after each correction step which only needs to solve a source problem on finer finite element space and an Steklov eigenvalue problem on the coarsest finite element space. This correction scheme can increase the overall efficiency of solving eigenvalue problems by the nonconforming finite element method. Furthermore, as same as the direct eigenvalue solving by nonconforming finite element methods, this multilevel correction method can also produce the lower-bound approximations of the eigenvalues.     

The eigenvalue problem for solitary waves of a boussinesq equation,via a generalization of the rouché theorem

We consider the study of an eigenvalue problem obtained by linearizing about solitary wave solutions of a Boussinesq equation. Instead of using the technique of Evans functions as done by Pego and Weinstein in [R. Pego and M. Weinstein, Convective Linear Stability of Solitary Waves for Boussinesq equation. AMS, 99, 311–375] for this particular problem, we perform Fourier analysis to characterize solutions of the eigenvalue problem in terms of a multiplier operator and use the strong relationship between the eigenvalue problem for the linearized Boussinesq equation and the eigenvalue problem associated with the linearization about solitary wave solutions of a special form of the KdV equation. By using a generalization of the Rouché Theorem and the asymptotic behavior of the Fourier symbol corresponding to the eigenvalues problem for the Boussinesq equation and the Fourier symbol corresponding to the eigenvalues problem for the KdV equation, we show nonexistence of eigenvalues with respect to weighted space in a planar region containing the right-half plane.     

On eigenvalue problems with Robin type boundary conditions having indefinite coefficients

A Robin type boundary condition with a sign-changing coefficient is treated. First, the associated linear elliptic eigenvalue problem is studied, where the existence of a principal eigenvalue is discussed by the use of a variational approach. Second, the associated semilinear elliptic boundary value problem of logistic type is studied and the one parameter-dependent structure of positive solutions is investigated, where results obtained are due to the construction of suitable super- and subsolutions by using the principal positive eigenfunctions of the linear eigenvalue problem.     

On the quadratic two-parameter eigenvalue problem and its linearization

We introduce the quadratic two-parameter eigenvalue problem and linearize it as a singular two-parameter eigenvalue problem. This, together with an example from model updating, shows the need for numerical methods for singular two-parameter eigenvalue problems and for a better understanding of such problems.There are various numerical methods for two-parameter eigenvalue problems, but only few for nonsingular ones. We present a method that can be applied to singular two-parameter eigenvalue problems including the linearization of the quadratic two-parameter eigenvalue problem. It is based on the staircase algorithm for the extraction of the common regular part of two singular matrix pencils.     

A correspondence between the AKNS hierarchy and the JM hierarchy

Reference [1] presented a gauge transformation between thex parts of the AKNS eigenvalue problem and those of the JM (Jaulent-Miodek) eigenvalue problem. In this paper we discuss the correspondence between thet parts of the AKNS eigenvalue problem and thet parts of the JM eigenvalue prohlem under the gauge transformation, and give a correspondence between the AKNS hierarchy and the JM hierarchy and also three types of Darboux transformation for the JM hierarchy.Project supported by the Science Fund of the Ministry of Education.     

The Eigenvalue Problem for a One-Dimensional Differential Operator with a Variable Coefficient and Nonlocal Integral Conditions*

We consider conditions for the existence of the eigenvalue λ = 0 in the eigenvalue problem for a differential operator with a variable coefficient and integral conditions. We analyze how these conditions depend on such properties of the coefficient p(x) as monotonicity and symmetry and observe some other properties of the spectrum of the eigenvalue problem. Particularly, we show by a numerical experiment that the fundamental theorem on the increase of the eigenvalues in the case of increasing coefficient p(x) is not valid for the eigenvalue problem with nonlocal conditions.     

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.     

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.