Perturbed preconditioned inverse iteration for operator eigenvalue problems with applications to adaptive wavelet discretization

DOI10.1007/S10444-009-9141-8MaRDI QIDQ618775zbMATH OpenOpenAlexFDO

Authors Thorsten Rohwedder, Reinhold Schneider, Andreas Zeiser

Publication date 17 January 2011

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.0517

zbMATH Keywords

adaptive space refinementadaptive wavelet discretizationapproximate operatorsBesov regularityconvergenceeigenfunctionselliptic eigenvalue equationsL-shaped domainnumerical examplePoisson eigenvalue problempreconditioned inverse iterationssmallest eigenvalue

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical methods for wavelets (65T60)

Abstract: In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric proof based on the preconditioned inverse iteration (PINVIT) for matrices [Knyazev and Neymeyr, (2009)] is extended to the case of operators. We show that convergence is retained up to any tolerance if one only uses approximate applications of operators which leads to the perturbed preconditioned inverse iteration (PPINVIT). We then analyze the Besov regularity of the eigenfunctions of the Poisson eigenvalue problem on a polygonal domain, showing the advantage of an adaptive solver to uniform refinement when using a stable wavelet base. A numerical example for PPINVIT, applied to the model problem on the L-shaped domain, is shown to reproduce the predicted behaviour.

Review text

The paper is concerned with the study of an abstract iteration scheme for calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. The main goal of the authors is to prove the convergence of a perturbed preconditioned inverse iteration for solving operator eigenvalue problems and to apply the abstract iteration to wavelet discretization for to analyze the Besov regularity of the eigenfunctions of the Poisson eigenvalue problem on a polygonal domain. A numerical example is applied to the case of a planar Poisson eigenvalue problem, calculating the eigenfunctions and providing numerical results for the L-shaped domain.

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Cited in

(8)

• An adaptive nonconforming finite element algorithm for Laplace eigenvalue problem
• Smoothed-adaptive perturbed inverse iteration for elliptic eigenvalue problems
• Particle number conservation and block structures in matrix product states
• On the approximation of electronic wavefunctions by anisotropic Gauss and Gauss-Hermite functions
• Efficient application of nonlinear stationary operators in adaptive wavelet methods -- the isotropic case
• An adaptive algorithm based on the shifted inverse iteration for the Steklov eigenvalue problem
• A mixed precision LOBPCG algorithm
• Adaptive eigenvalue computation: Complexity estimates

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