Least-squares spectral methods for ODE eigenvalue problems

DOI10.1137/21M1445934MaRDI QIDQ6377430arXivFDO

Authors Behnam Hashemi, Yuji Nakatsukasa

Publication date 11 September 2021

Published in arXiv

Full work available at URL https://doi.org/10.1137/21M1445934

Mathematics Subject Classification ID

Eigenvalue problems for linear operators (47A75) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

arXiv classification

cs.NAmath.NA

Abstract: We develop spectral methods for ODEs and operator eigenvalue problems that are based on a least-squares formulation of the problem. The key tool is a method for rectangular generalized eigenvalue problems, which we extend to quasimatrices and objects combining quasimatrices and matrices. The strength of the approach is its flexibility that lies in the quasimatrix formulation allowing the basis functions to be chosen arbitrarily (e.g. those obtained by solving nearby problems), and often giving high accuracy. We also show how our algorithm can easily be modified to solve problems with eigenvalue-dependent boundary conditions, and discuss reformulations as an integral equation, which often improves the accuracy.

Cited in

(1)

• A spectral-element method for computing many eigenvalues and their asymptotics of the Schrödinger operator with Robin boundary condition

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