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We study random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric positive-definite matrix operator, we explore the performance of algorithms for computing its…

Numerical Analysis · Mathematics 2016-03-09 Bedřich Sousedík , Howard C. Elman

We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…

Numerical Analysis · Mathematics 2021-05-12 Henrik Eisenmann , Yuji Nakatsukasa

We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

We consider a perturbation problem for embedded eigenvalues of a self-adjoint differential operator in $L^2(\mathbb R;\mathbb R^n)$. In particular, we study the set of all small perturbations in an appropriate Banach space for which the…

Functional Analysis · Mathematics 2021-06-08 Sara Maad Sasane , Alexia Papalazarou

Let $A$ be a square matrix with a given structure (e.g. real matrix, sparsity pattern, Toeplitz structure, etc.) and assume that it is unstable, i.e. at least one of its eigenvalues lies in the complex right half-plane. The problem of…

Numerical Analysis · Mathematics 2024-02-23 Nicola Guglielmi , Stefano Sicilia

Motivated by the observation of a recent renewal of rather strong interest in the description of bound states by (semi-) relativistic equations of motion, we revisit, for the example of the Woods-Saxon interactions, the eigenvalue problem…

High Energy Physics - Phenomenology · Physics 2014-04-04 Wolfgang Lucha , Franz F. Schoberl

Eigenvalue assignment problem of a linear scalar system with a single discrete delay is analytically and exactly solved. The existence condition of the desired eigenvalue is established when the current and delay states are present in the…

Optimization and Control · Mathematics 2018-03-29 Huang-Nan Huang , Chew Chun Yong

We treat the eigenvalue problem posed by self-similar potentials, i.e. homogeneous functions under a particular affine transformation, by means of symmetry techniques. We find that the eigenfunctions of such problems are localized, even…

Quantum Physics · Physics 2017-08-01 E. Sadurní , S. Castillo

Under suitable scaling, the structure of self-gravitating polytropes is described by the standard Lane-Emden equation (LEE), which is characterised by the polytropic index $n$. Here we use the known exact solutions of the LEE at $n=0$ and…

Solar and Stellar Astrophysics · Physics 2016-11-24 Kenny L. S. Yip , T. K. Chan , P. T. Leung

We adapt a symmetric interior penalty discontinuous Galerkin method using a patch reconstructed approximation space to solve elliptic eigenvalue problems, including both second and fourth order problems in 2D and 3D. It is a direct…

Numerical Analysis · Mathematics 2019-11-26 Ruo Li , Zhiyuan Sun , Fanyi Yang

The present work deals with the rational model order reduction method based on the single-point Least-Square (LS) Pad\'e approximation technique introduced in [3]. Algorithmical aspects concerning the construction of the rational LS-Pad\'e…

Numerical Analysis · Mathematics 2018-06-08 Francesca Bonizzoni , Fabio Nobile , Ilaria Perugia , Davide Pradovera

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

This paper is concerned with the convergence analysis of an extended variation of the locally optimal preconditioned conjugate gradient method (LOBPCG) for the extreme eigenvalue of a Hermitian matrix polynomial which admits some extended…

Numerical Analysis · Mathematics 2023-03-03 Peter Benner , Xin Liang

The Bethe-Salpeter equation (BSE) is currently the state of the art in the description of neutral electron excitations in both solids and large finite systems. It is capable of accurately treating charge-transfer excitations that present…

The goal of this paper is to survey the properties of the eigenvalue relaxation for least squares binary problems. This relaxation is a convex program which is obtained as the Lagrangian dual of the original problem with an implicit compact…

Methodology · Statistics 2009-02-10 Stephane Chretien , Franck Corset

In symmetric block eigenvalue algorithms, such as the subspace iteration algorithm and the locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm, a large block size is often employed to achieve robustness and rapid…

Numerical Analysis · Mathematics 2025-04-24 Yuqi Liu , Yuxin Ma , Meiyue Shao

An algorithm named EigenWave is described to compute eigenvalues and eigenvectors of elliptic boundary value problems. The algorithm, based on the recently developed WaveHoltz scheme, solves a related time-dependent wave equation as part of…

Numerical Analysis · Mathematics 2025-07-25 Daniel Appelo , Jeffrey W. Banks , William D. Henshaw , Ngan Le , Donald W. Schwendeman

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

Recently, we used the Sinc collocation method with the double exponential transformation to compute eigenvalues for singular Sturm-Liouville problems. In this work, we show that the computation complexity of the eigenvalues of such a…

Numerical Analysis · Mathematics 2016-03-23 Philippe Gaudreau , Hassan Safouhi

In this paper, we consider low-rank approximations for the solutions to the stochastic Helmholtz equation with random coefficients. A Stochastic Galerkin finite element method is used for the discretization of the Helmholtz problem.…

Numerical Analysis · Mathematics 2023-02-17 Adem Kaya , Melina A. Freitag