Least-squares spectral methods for ODE eigenvalue problems

Journal article

We develop spectral methods for ODEs and operator eigenvalue problems that are based on a least-squares formulation of the problem. The key tool is a method for rectangular generalized eigenvalue problems, which we extend to quasimatrices and objects combining quasimatrices and matrices. The strength of the approach is its flexibility that lies in the quasimatrix formulation allowing the basis functions to be chosen arbitrarily, a good choice (e.g., those obtained by solving nearby problems) leading to rapid convergence, and often giving high accuracy. We also show how our algorithm can easily be modified to solve problems with eigenvalue-dependent boundary conditions, and discuss reformulations as an integral equation, which often improves the accuracy.

Authors: Hashemi, B; Nakatsukasa, Y

• Publication status: Published
• Peer review status: Peer reviewed
• Publisher: Society for Industrial and Applied Mathematics
• Journal: SIAM Journal on Scientific Computing
• Volume: 44
• Issue: 5
• Pages: 3244–A3264
• Publication date: 2022-10-11
• Acceptance date: 2022-08-03
• DOI: 10.1137/21M1445934
• EISSN: 1095-7197
• ISSN: 1064-8275
• Language: English
• Keywords: FFR