“School of Mathematics”

Back to Papers Home
Back to Papers of School of Mathematics

Paper   IPM / M / 17086
School of Mathematics
  Title:   Least-squares spectral methods for ODE eigenvalue problems
  Author(s):  Behnam Hashemi (Joint with Y. Nakatsukasa)
  Status:   Published
  Journal: SIAM Journal on Scientific Computing
  Vol.:  44
  Year:  2022
  Pages:   3244â??3264
  Supported by:  IPM
  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, 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.

Download TeX format
back to top
scroll left or right