An Inverse Iteration Method for Eigenvalue Problems with Eigenvector Nonlinearities
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convergence factorsGross-Pitaevskii equationinverse iterationnonlinear eigenvalue problemsnumerical examplesSchrödinger equation
Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30) NLS equations (nonlinear Schrödinger equations) (35Q55) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of nonlinear eigenvalue and eigenvector problems (65H17) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)
Abstract: Consider a symmetric matrix depending on a vector and satisfying the property for any . We will here study the problem of finding such that is an eigenpair of the matrix and we propose a generalization of inverse iteration for eigenvalue problems with this type of eigenvector nonlinearity. The convergence of the proposed method is studied and several convergence properties are shown to be analogous to inverse iteration for standard eigenvalue problems, including local convergence properties. The algorithm is also shown to be equivalent to a particular discretization of an associated ordinary differential equation, if the shift is chosen in a particular way. The algorithm is adapted to a variant of the Schr"odinger equation known as the Gross-Pitaevskii equation. We use numerical simulations toillustrate the convergence properties, as well as the efficiency of the algorithm and the adaption.
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