Error estimation for a class of differential eigenproblems

DOI10.1016/0021-9991(87)90165-3MaRDI QIDQ1096356zbMATH OpenOpenAlexFDO

Authors John D. Pryce

Publication date 1987

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(87)90165-3

zbMATH Keywords

error estimatefirst order nonlinear eigenvalue problemfirst order systemPrüfer transformationRiccati transformationstepsize controlSturm-Liouville problem

Mathematics Subject Classification ID

Nonlinear boundary value problems for ordinary differential equations (34B15) Ordinary differential operators (34L99) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)

Review text

An error estimate is derived which may be used to control the computational steps in a scalar first order nonlinear eigenvalue problem. The system considered has the form \((i)\quad \phi '=F(x,\phi,\lambda),\) \(a\leq x\leq b\), (ii) \(\phi (a)=\alpha\), \(\phi (b)=\beta\). The computational method is to choose \(\lambda\) to minimize \(f(\lambda)=| \phi (c-,\lambda)-\phi (c+,\lambda)|\) where \(\phi (c\pm,\lambda)\) are obtained by approximate integration to the right from \(x=a\) and to the left from \(x=b\), \(a<c<b\). The difference between the true and approximate eigenvalues \(| \lambda -{\bar \lambda}|\) is shown to have an error bound of the form \(\sum_{1}| \bar M(x_ i)| | e_ i|\) where \(x_ i\) are the mesh points, \(e_ i\) a local error at each step of the computation and \(\bar M(x)\) is an integrating factor associated with a linearized form of the equation for the variation \(\phi\) (x,\(\lambda)\)-\(\Phi\) (x,\({\bar \lambda}\)) where \(\phi\) (x,\(\lambda)\) is the exact solution and \(\Phi\) (x,\({\bar \lambda}\)) the computed solution. The method is applied to the Sturm-Liouville problem after reduction to a first order system of the form (i), (ii) using either the Riccati or Prüfer transformation. The author has written and tested routines which use the above error bound on Sturm-Liouville problems [IMA J. Numer. Anal. 6, 103-123 (1986; Zbl 0591.65057)].

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Cites work

• The automatic integration of ordinary differential equations

Cited in

(5)

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• Error estimation for eigenvalues of unbounded linear operators and an application to energy levels in graphene quantum dots
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