On the approximation of the principal eigenvalue for a class of nonlinear elliptic operators
Numerical Analysis
2016-02-18 v2 Analysis of PDEs
Abstract
We present a finite difference method to compute the principal eigenvalue and the corresponding eigenfunction for a large class of second order elliptic operators including notably linear operators in nondivergence form and fully nonlinear operators. The principal eigenvalue is computed by solving a finite-dimensional nonlinear min-max optimization problem. We prove the convergence of the method and we discuss its implementation. Some examples where the exact solution is explicitly known show the effectiveness of the method.
Keywords
Cite
@article{arxiv.1506.08270,
title = {On the approximation of the principal eigenvalue for a class of nonlinear elliptic operators},
author = {Isabeau Birindelli and Fabio Camilli and Italo Capuzzo Dolcetta},
journal= {arXiv preprint arXiv:1506.08270},
year = {2016}
}