Least-squares spectral methods for ODE eigenvalue problems

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 strengt...

Повний опис

Бібліографічні деталі
Автори: Hashemi, B, Nakatsukasa, Y
Формат: Journal article
Мова:English
Опубліковано: Society for Industrial and Applied Mathematics 2022
Опис
Резюме: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.