Nodal solutions for nonlinear eigenvalue problems

We are concerned with determining values of, for which there exist nodal solutions of the boundary value problems u" + ra(t) f(u) = 0, 0 < t < 1, u(O) = u(1) = 0. The proof of our main result is based upon bifurcation techniques.

Robustness and applicability of Markov chain Monte Carlo algorithms for eigenvalue problems

In this paper we analyse applicability and robustness of Markov chain Monte Carlo algorithms for eigenvalue problems. We restrict our consideration to real symmetric matrices. Almost Optimal Monte Carlo (MAO) algorithms for solving eigenvalue problems are formulated. Results for the structure of both - systematic and probability error are presented. It is shown that the values of both errors can be controlled independently by different algorithmic parameters. The results present how the systematic error depends on the matrix spectrum. The analysis of the probability error is presented. It shows that the close (in some sense) the matrix under consideration is to the stochastic matrix the smaller is this error. Sufficient conditions for constructing robust and interpolation Monte Carlo algorithms are obtained. For stochastic matrices an interpolation Monte Carlo algorithm is constructed. A number of numerical tests for large symmetric dense matrices are performed in order to study experimentally the dependence of the systematic error from the structure of matrix spectrum. We also study how the probability error depends on the balancing of the matrix. (c) 2007 Elsevier Inc. All rights reserved.

Spectral and variational characterizations of solutions to semilinear eigenvalue problems

Die vorliegende Arbeit befaßt sich mit einer Klasse von nichtlinearen Eigenwertproblemen mit Variationsstrukturin einem reellen Hilbertraum. Die betrachteteEigenwertgleichung ergibt sich demnach als Euler-Lagrange-Gleichung eines stetig differenzierbarenFunktionals, zusätzlich sei der nichtlineare Anteil desProblems als ungerade und definit vorausgesetzt.Die wichtigsten Ergebnisse in diesem abstrakten Rahmen sindKriterien für die Existenz spektral charakterisierterLösungen, d.h. von Lösungen, deren Eigenwert gerade miteinem vorgegeben variationellen Eigenwert eines zugehörigen linearen Problems übereinstimmt. Die Herleitung dieserKriterien basiert auf einer Untersuchung kontinuierlicher Familien selbstadjungierterEigenwertprobleme und erfordert Verallgemeinerungenspektraltheoretischer Konzepte.Neben reinen Existenzsätzen werden auch Beziehungen zwischenspektralen Charakterisierungen und denLjusternik-Schnirelman-Niveaus des Funktionals erörtert.Wir betrachten Anwendungen auf semilineareDifferentialgleichungen (sowieIntegro-Differentialgleichungen) zweiter Ordnung. Diesliefert neue Informationen über die zugehörigenLösungsmengen im Hinblick auf Knoteneigenschaften. Diehergeleiteten Methoden eignen sich besonders für eindimensionale und radialsymmetrische Probleme, während einTeil der Resultate auch ohne Symmetrieforderungen gültigist.

Positive solutions for nonlinear m-point Eigenvalue problems

In this paper, we are concerned with determining values of lambda, for which there exist positive solutions of the nonlinear eigenvalue problem [GRAPHICS] where a, b, c, d is an element of [0, infinity), xi(i) is an element of (0, 1), alpha(i), beta(i) is an element of [0 infinity) (for i is an element of {1, ..., m - 2}) are given constants, p, q is an element of C ([0, 1], (0, infinity)), h is an element of C ([0, 1], [0, infinity)), and f is an element of C ([0, infinity), [0, infinity)) satisfying some suitable conditions. Our proofs are based on Guo-Krasnoselskii fixed point theorem. (C) 2004 Elsevier Inc. All rights reserved.

On Finite Element Methods for 2nd order (semi–) periodic Eigenvalue Problems

We deal with a class of elliptic eigenvalue problems (EVPs) on a rectangle Ω ⊂ R^2 , with periodic or semi–periodic boundary conditions (BCs) on ∂Ω. First, for both types of EVPs, we pass to a proper variational formulation which is shown to fit into the general framework of abstract EVPs for symmetric, bounded, strongly coercive bilinear forms in Hilbert spaces, see, e.g., [13, §6.2]. Next, we consider finite element methods (FEMs) without and with numerical quadrature. The aim of the paper is to show that well–known error estimates, established for the finite element approximation of elliptic EVPs with classical BCs, hold for the present types of EVPs too. Some attention is also paid to the computational aspects of the resulting algebraic EVP. Finally, the analysis is illustrated by two non-trivial numerical examples, the exact eigenpairs of which can be determined.

Adaptive discontinuous Galerkin methods for eigenvalue problems arising in incompressible fluid flows

In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the hydrodynamic stability problem associated with the incompressible Navier-Stokes equations. Particular attention is given to the reliable error estimation of the eigenvalue problem in channel and pipe geometries. Here, computable a posteriori error bounds are derived based on employing the generalization of the standard Dual-Weighted-Residual approach, originally developed for the estimation of target functionals of the solution, to eigenvalue/stability problems. The underlying analysis consists of constructing both a dual eigenvalue problem and a dual problem for the original base solution. In this way, errors stemming from both the numerical approximation of the original nonlinear flow problem, as well as the underlying linear eigenvalue problem are correctly controlled. Numerical experiments highlighting the practical performance of the proposed a posteriori error indicator on adaptively refined computational meshes are presented.

Comparison of BR and QR Eigenvalue Algorithms for Power System Small Signal Stability Analysis

The BR algorithm is a novel and efficient method to find all eigenvalues of upper Hessenberg matrices and has never been applied to eigenanalysis for power system small signal stability. This paper analyzes differences between the BR and the QR algorithms with performance comparison in terms of CPU time based on stopping criteria and storage requirement. The BR algorithm utilizes accelerating strategies to improve its performance when computing eigenvalues of narrowly banded, nearly tridiagonal upper Hessenberg matrices. These strategies significantly reduce the computation time at a reasonable level of precision. Compared with the QR algorithm, the BR algorithm requires fewer iteration steps and less storage space without depriving of appropriate precision in solving eigenvalue problems of large-scale power systems. Numerical examples demonstrate the efficiency of the BR algorithm in pursuing eigenanalysis tasks of 39-, 68-, 115-, 300-, and 600-bus systems. Experiment results suggest that the BR algorithm is a more efficient algorithm for large-scale power system small signal stability eigenanalysis.

On the generalized eigenvalue problem for the Rossby wave vertical velocity in the presence of mean flow and topography

In a series of papers, Killworth and Blundell have proposed to study the effects of a background mean flow and topography on Rossby wave propagation by means of a generalized eigenvalue problem formulated in terms of the vertical velocity, obtained from a linearization of the primitive equations of motion. However, it has been known for a number of years that this eigenvalue problem contains an error, which Killworth was prevented from correcting himself by his unfortunate passing and whose correction is therefore taken up in this note. Here, the author shows in the context of quasigeostrophic (QG) theory that the error can ulti- mately be traced to the fact that the eigenvalue problem for the vertical velocity is fundamentally a non- linear one (the eigenvalue appears both in the numerator and denominator), unlike that for the pressure. The reason that this nonlinear term is lacking in the Killworth and Blundell theory comes from neglecting the depth dependence of a depth-dependent term. This nonlinear term is shown on idealized examples to alter significantly the Rossby wave dispersion relation in the high-wavenumber regime but is otherwise irrelevant in the long-wave limit, in which case the eigenvalue problems for the vertical velocity and pressure are both linear. In the general dispersive case, however, one should first solve the generalized eigenvalue problem for the pressure vertical structure and, if needed, diagnose the vertical velocity vertical structure from the latter.

Global behavior of positive solutions of nonlinear three-point boundary value problems

We investigate the structure of the positive solution set for nonlinear three-point boundary value problems of the form u('') + h(t) f(u) = 0, u(0) = 0, u(1) = lambdau(eta), where eta epsilon (0, 1) is given lambda epsilon (0, 1/n) is a parameter, f epsilon C ([0, infinity), [0, infinity)) satisfies f (s) > 0 for s > 0, and h epsilon C([0, 1], [0, infinity)) is not identically zero on any subinterval of [0, 1]. Our main results demonstrate the existence of continua of positive solutions of the above problem. (C) 2004 Elsevier Ltd. All rights reserved.

Some Computational Aspects of the Consistent Mass Finite Element Method for a (semi-)periodic Eigenvalue Problem

We consider a model eigenvalue problem (EVP) in 1D, with periodic or semi–periodic boundary conditions (BCs). The discretization of this type of EVP by consistent mass finite element methods (FEMs) leads to the generalized matrix EVP Kc = λ M c, where K and M are real, symmetric matrices, with a certain (skew–)circulant structure. In this paper we fix our attention to the use of a quadratic FE–mesh. Explicit expressions for the eigenvalues of the resulting algebraic EVP are established. This leads to an explicit form for the approximation error in terms of the mesh parameter, which confirms the theoretical error estimates, obtained in [2].

Power Secant Method applied to natural frequency extraction of Timoshenko beam structures

This work deals with an improved plane frame formulation whose exact dynamic stiffness matrix (DSM) presents, uniquely, null determinant for the natural frequencies. In comparison with the classical DSM, the formulation herein presented has some major advantages: local mode shapes are preserved in the formulation so that, for any positive frequency, the DSM will never be ill-conditioned; in the absence of poles, it is possible to employ the secant method in order to have a more computationally efficient eigenvalue extraction procedure. Applying the procedure to the more general case of Timoshenko beams, we introduce a new technique, named ""power deflation"", that makes the secant method suitable for the transcendental nonlinear eigenvalue problems based on the improved DSM. In order to avoid overflow occurrences that can hinder the secant method iterations, limiting frequencies are formulated, with scaling also applied to the eigenvalue problem. Comparisons with results available in the literature demonstrate the strength of the proposed method. Computational efficiency is compared with solutions obtained both by FEM and by the Wittrick-Williams algorithm.

Perturbation, extraction and refinement of invariant pairs for matrix polynomials

Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.

Spectral analysis of diffusions with jump boundary

In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky.