Galerkin eigenvector approximations

DOI10.1090/S0025-5718-00-01181-9MaRDI QIDQ4501033zbMATH OpenFDO

Authors Christopher Beattie

Publication date 3 September 2000

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9805028

zbMATH Keywords

convergenceeigenvalueeigenvectoreigenvector asymptoticsfinite element methodsGalerkin approximationHilbert spacelinear operatorPetrov-Galerkin methodssepspectral methods

Mathematics Subject Classification ID

Eigenvalue problems for linear operators (47A75) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to equations with linear operators (65J10) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: How close are Galerkin eigenvectors to the best approximation available out of the trial subspace ? Under a variety of conditions the Galerkin method gives an approximate eigenvector that approaches asymptotically the projection of the exact eigenvector onto the trial subspace -- and this occurs more rapidly than the underlying rate of convergence of the approximate eigenvectors. Both orthogonal-Galerkin and Petrov-Galerkin methods are considered here with a special emphasis on nonselfadjoint problems. Consequences for the numerical treatment of elliptic PDEs discretized either with finite element methods or with spectral methods are discussed and an application to Krylov subspace methods for large scale matrix eigenvalue problems is presented. New lower bounds to the $sep$ of a pair of operators are developed as well.

Review text

Eigenvalue problems \(Av=\lambda v\) are considered where the closed linear operator \(A\) is defined via a quadratic form in a Hilbert space setting. The following question is treated. How close is the Galerkin approximation to the best approximation available out of the trial space? Under some mild conditions it is shown that the Galerkin method gives an approximate eigenvector that approaches asymptotically the projection of the exact eigenvector onto the trial subspace -- and this occurs more rapidly when compared with the underlying rate of convergence of the approximate eigenvectors. Both orthogonal-Galerkin and Petrov-Galerkin methods are considered here with special emphasis on nonselfadjoint problems, thus extending earlier studies by \textit{F. Chatelin} [Spectral approximation of linear operators (1983; Zbl 0517.65036)], \textit{I. Babuška} and \textit{J. E. Osborn} [Math. Comput. 52, No. 186, 275-297 (1989; Zbl 0675.65108)] and \textit{A. V. Knyazev} [ibid. 66, No. 210, 985-995 (1997; Zbl 0870.65045)]. Consequences for the numerical treatment of elliptic partial differential equations discretized either with finite element methods or with spectral methods are discussed. New lower bounds for the sep of a pair of operators are established as well.

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(20)

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