Convergence and round-off errors in a two-dimensional eigenvalue problem using spectral methods and Arnoldi-Chebyshev algorithm

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Publication:2372937

DOI10.1016/J.CAM.2006.05.009zbMATH Open1246.76119arXivphysics/0604219OpenAlexW2117636168MaRDI QIDQ2372937FDOQ2372937


Authors: M. Rieutord, T. Braconnier, Valérie Frayssé, L. Valdettaro Edit this on Wikidata


Publication date: 17 July 2007

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: An efficient way of solving 2D stability problems in fluid mechanics is to use, after discretization of the equations that cast the problem in the form of a generalized eigenvalue problem, the incomplete Arnoldi-Chebyshev method. This method preserves the banded structure sparsity of matrices of the algebraic eigenvalue problem and thus decreases memory use and CPU-time consumption. The errors that affect computed eigenvalues and eigenvectors are due to the truncation in the discretization and to finite precision in the computation of the discretized problem. In this paper we analyze those two errors and the interplay between them. We use as a test case the two-dimensional eigenvalue problem yielded by the computation of inertial modes in a spherical shell. This problem contains many difficulties that make it a very good test case. It turns out that that single modes (especially most-damped modes i.e. with high spatial frequency) can be very sensitive to round-off errors, even when apparently good spectral convergence is achieved. The influence of round-off errors is analyzed using the spectral portrait technique and by comparison of double precision and extended precision computations. Through the analysis we give practical recipes to control the truncation and round-off errors on eigenvalues and eigenvectors.


Full work available at URL: https://arxiv.org/abs/physics/0604219




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