A hierarchical method for obtaining eigenvalue enclosures

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Abstract: We propose a method for obtaining rigorous and accurate upper and lower bounds on the eigenvalues of ordinary and partial differential operators in bounded regions of Euclidean space. It uses a boundary condition homotopy method starting from a decomposition of the region into several simpler regions for which the eigenvalues can already be computed accurately. Several numerical examples are presented.


The author introduces a new method for obtaining guaranteed enclosures of the eigenvalues of a variety of selfadjoint differential and difference operators with discrete spectrum. First, the method is described for the Sturm-Liouville operator \(H\) acting in \(L^2(\alpha,\beta)\) of the form \[ Hf(x):=-{d\over{dx}}[a(x){{df}\over{dx}}]+V(x)f(x) \] subject to Neumann boundary conditions. The method is based upon decoupling the interval \((\alpha,\beta)\) into \(2^N\) subintervals \((\alpha_j,\alpha_{j+1})\). The subintervals should be such that the restrictions of H onto \(L^2(\alpha_j,\alpha_{j+1})\) are close to constant coefficient operators. The several stages algorithm is proposed for obtaining enclosures of eigenvalues of \(H\). If the algorithm does finish, then the eigenvalue enclosures obtained are correct. Extensions of the method to selfadjoint systems of Sturm-Liouville operators and to higher-order differential operators are also described. Moreover, the author shows how the method may be applied with modifications to discrete Laplacians on graphs and to the Laplacian in \(N\) dimensions in bounded regions with piecewise smooth boundaries.











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