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arXiv · 2109.05384

Least-squares spectral methods for ODE eigenvalue problems

Behnam Hashemi·Yuji Nakatsukasa
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Abstract

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 (e.g. those obtained by solving nearby problems), 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.

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Behnam Hashemi, Yuji Nakatsukasa. 2021-09-11. Least-squares spectral methods for ODE eigenvalue problems. https://doi.org/10.1137/21m1445934

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