Solving Hamiltonian systems arising from ODE eigenproblems

DOI10.1023/A:1019171110743MaRDI QIDQ1971111zbMATH OpenFDO

Authors Carsten R. Maple, Marco Marletta

Publication date 7 September 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1019171110743

zbMATH Keywords

algorithmeigenproblemseigenvalueseigenvectorsfourth-order equationlinear Hamiltonian problemsnumerical resultsordinary differential equationperformanceSturm-Liouville equationtheta method

Mathematics Subject Classification ID

Sturm-Liouville theory (34B24) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Complexity and performance of numerical algorithms (65Y20)

Review text

This paper gives a new algorithm for solving linear Hamiltonian problems arising from ordinary differential equation (ODE) eigenproblems. By transforming to a more stable problem (the \(\Theta\) form) and solving in the form \(\Theta= \exp(iH)\), the algorithm then solves two differential equation systems for the eigenvalues and eigenvectors of the Hermitian matrix \(H\). Numerical results are given for a fourth-order equation and the Sturm-Liouville equation along with a theoretical justification for the performance of this approach.

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Cited in

(5)

• Eigenvalue problem for a coupled channel Schrödinger equation with application to the description of deformed nuclear systems
• Solving ODEs arising from non-selfadjoint Hamiltonian eigenproblems
• Numerical solution of eigenvalue problems for Hamiltonian systems
• A generalization of the method for solving the eigenvalue problem for Hamiltonian systems
• Computing the Maslov index for large systems

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