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Abstract

A new algorithm, denoted by RSRR, is presented for solving large-scale nonlinear eigenvalue problems (NEPs) with a focus on improving the robustness and reliability of the solution, which is a challenging task in computational science and engineering. The proposed algorithm utilizes the Rayleigh-Ritz procedure to compute all eigenvalues and the corresponding eigenvectors lying within a given contour in the complex plane. The main novelties are the following. First and foremost, the approximate eigenspace is constructed by using the values of the resolvent at a series of sampling points on the contour, which effectively circumvented the unreliability of previous schemes that using high-order contour moments of the resolvent. Secondly, an improved Sakurai-Sugiura algorithm is proposed to solve the projected NEPs with enhancements on reliability and accuracy. The user-defined probing matrix in the original algorithm is avoided and the number of eigenvalues is determined automatically by provided strategies. Finally, by approximating the projected matrices with the Chebyshev interpolation technique, RSRR is further extended to solve NEPs in the boundary element method, which is typically difficult due to the densely populated matrices and high computational costs. The good performance of RSRR is demonstrated by a variety of benchmark examples and large-scale practical applications, with the degrees of freedom ranging from several hundred up to around one million. The algorithm is suitable for parallelization and easy to implement in conjunction with other programs and software.

Details

1009240
Title
Resolvent sampling based Rayleigh-Ritz method for large-scale nonlinear eigenvalue problems
Publication title
arXiv.org; Ithaca
Publication year
2016
Publication date
May 11, 2016
Section
Mathematics
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2016-07-27
Milestone dates
2015-10-26 (Submission v1); 2015-11-11 (Submission v2); 2016-05-11 (Submission v3)
Publication history
 
 
   First posting date
27 Jul 2016
ProQuest document ID
2080221180
Document URL
https://www.proquest.com/working-papers/resolvent-sampling-based-rayleigh-ritz-method/docview/2080221180/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2016. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2022-12-07
Database
ProQuest One Academic