Spectral Methods for Parameterized Matrix Equations

DOI10.1137/090755965zbMATH Open1228.65063OpenAlexW3101807881MaRDI QIDQ3079765FDOQ3079765

Authors P. Constantine, David F. Gleich, Gianluca Iaccarino 

Publication date 2 March 2011

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2040

zbMATH Keywords

spectral methodsparameterized systemsinterpolatory pseudo-spectral methodpolynomial approximation methodsresidual-minimizing Galerkin methodsystem of parameter dependent linear equations

Mathematics Subject Classification ID

Abstract: We apply polynomial approximation methods -- known in the numerical PDEs context as spectral methods -- to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right hand side depend on a parameter. We derive both an interpolatory pseudospectral method and a residual-minimizing Galerkin method, and we show how each can be interpreted as solving a truncated infinite system of equations; the difference between the two methods lies in where the truncation occurs. Using classical theory, we derive asymptotic error estimates related to the region of analyticity of the solution, and we present a practical residual error estimate. We verify the results with two numerical examples.

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Cited in

(23)

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Uses Software

• ARPACK
• DAKOTA

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