Inverse iteration for the Monge-Ampère eigenvalue problem

DOI10.1090/PROC/15157MaRDI QIDQ5119239zbMATH OpenOpenAlexFDO

Authors Farhan Abedin, Jun Kitagawa

Publication date 3 September 2020

Published in Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.01291

zbMATH Keywords

Dirichlet problemiterative method for eigenvalue problemsMonge-Ampère eigenvalue problem

Mathematics Subject Classification ID

Monge-Ampère equations (35J96) Nonlinear eigenvalue problems and nonlinear spectral theory for PDEs (35P30)

Abstract: We present an iterative method based on repeatedly inverting the Monge-Amp`ere operator with Dirichlet boundary condition and prescribed right-hand side on a bounded, convex domain $Omegasubsetmathbb{R}^n$. We prove that the iterates $u_k$ generated by this method converge as $koinfty$ to a solution of the Monge-Amp`ere eigenvalue problem ${\displaystyle }$�egin{cases} ext{det} D^2u = lambda_{MA} (-u)^n & quad ext{in } Omega,\ u = 0 & quad ext{on } partial Omega. end{cases}${\displaystyle }$ Since the solutions of this problem are unique up to a positive multiplicative constant, the normalized iterates $hat{u}_k:=frac{u}_k||u_k|{|}_{L^{infty}(Omega)}$ converge to the eigenfunction of unit height. In addition, we show that $limlimit{s}_{koinfty}R(u_k)=limlimit{s}_{koinfty}R(hat{u}_k)=lambd{a}_{MA}$, where the Rayleigh quotient $R(u)$ is defined as ${\displaystyle }$R(u) := frac{int_{Omega} (-u) ext{det} D^2u}{int_{Omega} (-u)^{n+1}}.${\displaystyle }$ Our method converges for a wide class of initial choices $u_0$ that can be constructed explicitly, and does not rely on prior knowledge of the Monge-Amp`ere eigenvalue $lambd{a}_{MA}$.

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Cited in

(8)

• Monge-Ampère iteration
• A spectral characterization and an approximation scheme for the Hessian eigenvalue
• On the numerical solution of nonlinear eigenvalue problems for the Monge-Ampère operator
• Inverse iteration for the Laplace eigenvalue problem with Robin and mixed boundary conditions
• A convergent inexact Abedin-Kitagawa iteration method for Monge-Ampère eigenvalue problems
• An iterative approach to the complex Monge-Ampère eigenvalue problem
• An efficient operator-splitting method for the eigenvalue problem of the Monge-Ampère equation
• Global Lipschitz and Sobolev estimates for the Monge-Ampère eigenfunctions of general bounded convex domains

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