Approximation of differential eigenvalue problems
convergenceeigenfunctioneigenvalue problemfinite element methodnumerical exampleordinary differential equationquadratureSobolev spaceweak solution
Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
The author considers a generalised eigenvalue problem with a self-adjoint ordinary differential operator, where the given coefficient functions are assumed to be bounded, positive and analytic. The weak form of the problem defines a solution in a Sobolev space, where two bilinear forms are involved. A finite element method, which uses piecewise polynomial functions on the one-dimensional interval, yields an approximation of the weak solution. Moreover, the resulting integrals are approximated by a general quadrature formula on each element. The author proves the convergence of the method for the eigenvalues as well as the eigenfunctions. The order of convergence depends on the degree of the applied polynomials and the accuracy of the quadrature rule for polynomials. Finally, a test example is solved numerically, where the observed orders of convergence agree to the results of the convergence analysis.
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