Convergence rates and explicit error bounds of Hill's method for spectra of self-adjoint differential operators

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) Error bounds for numerical methods for ordinary differential equations (65L70)

Abstract: We present the convergence rates and the explicit error bounds of Hill's method, which is a numerical method for computing the spectra of ordinary differential operators with periodic coefficients. This method approximates the operator by a finite dimensional matrix. On the assumption that the operator is selfadjoint, it is shown that, under some conditions, we can obtain the convergence rates of eigenvalues with respect to the dimension and the explicit error bounds. Numerical examples demonstrate that we can verify these conditions using Gershgorin's theorem for some real problems. Main theorems are proved using the Dunford integrals which project an eigenvector to the corresponding eigenspace.

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The paper is focused on a numerical method for calculating spectra of the ordinary differential operator \[ S_{p} = \frac{d^{p}}{dx^{p}} + \sum_{j = 0}^{p - 1}f_{j}(x)\frac{d^{j}}{dx^{j}}, \] which is referenced to as the Hill's method. The method consists in reducing the initial eigenvalue problem \[ S_{p}\phi(x) = \lambda \phi(x) \] to a finite-dimensional eigenvalue problem \[ S_{p, N}^{\mu}\phi_{N} = \lambda_{N}\phi_{N}, \] where the operator \(S_{p, N}^{\mu}\) is a finite-dimensional projection of the operator \(e^{-i\mu x}S_{p}e^{i\mu x}\). Under some assumptions, among which are those about the functions \(f_{j}(x)\) and spectra properties of \(S_{p},\) the authors prove several statements about approximation properties of the operator \(S_{p, N}^{\mu}\) as related to \(S_{p}\). In particular, the authors find sufficient conditions for the eigenvalues of \(S_{p, N}^{\mu}\) to converge exponentially to those of \(S_{p},\) as \(N\) tends to \(+\infty,\) and provide explicit estimates for the convergence rate. The included numerical examples explain the meaning of the assumptions imposed and confirm theoretical conclusions derived in the paper.

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