No Arabic abstract
This paper presents a posteriori error estimates for conforming numerical approximations of eigenvalue clusters of second-order self-adjoint elliptic linear operators with compact resolvent. Given a cluster of eigenvalues, we estimate the error in the sum of the eigenvalues, as well as the error in the eigenvectors represented through the density matrix, i.e., the orthogonal projector on the associated eigenspace. This allows us to deal with degenerate (multiple) eigenvalues within the framework. All the bounds are valid under the only assumption that the cluster is separated from the surrounding smaller and larger eigenvalues; we show how this assumption can be numerically checked. Our bounds are guaranteed and converge with the same speed as the exact errors. They can be turned into fully computable bounds as soon as an estimate on the dual norm of the residual is available, which is presented in two particular cases: the Laplace eigenvalue problem discretized with conforming finite elements, and a Schr{o}dinger operator with periodic boundary conditions of the form $--$Delta$ + V$ discretized with planewaves. For these two cases, numerical illustrations are provided on a set of test problems.
We present first-order perturbation analysis of a simple eigenvalue and the corresponding right and left eigenvectors of a general square matrix, not assumed to be Hermitian or normal. The eigenvalue result is well known to a broad scientific community. The treatment of eigenvectors is more complicated, with a perturbation theory that is not so well known outside a community of specialists. We give two different proofs of the main eigenvector perturbation theorem. The first, a block-diagonalization technique inspired by the numerical linear algebra research community and based on the implicit function theorem, has apparently not appeared in the literature in this form. The second, based on complex function theory and on eigenprojectors, as is standard in analytic perturbation theory, is a simplified version of well-known results in the literature. The second derivation uses a convenient normalization of the right and left eigenvectors defined in terms of the associated eigenprojector, but although this dates back to the 1950s, it is rarely discussed in the literature. We then show how the eigenvector perturbation theory is easily extended to handle other normalizations that are often used in practice. We also explain how to verify the perturbation results computationally. We conclude with some remarks about difficulties introduced by multiple eigenvalues and give references to work on perturbation of invariant subspaces corresponding to multiple or clustered eigenvalues. Throughout the paper we give extensive bibliographic commentary and references for further reading.
In this paper, we extend to the block case, the a posteriori bound showing superlinear convergence of Conjugate Gradients developed in [J. Comput. Applied Math., 48 (1993), pp. 327- 341], that is, we obtain similar bounds, but now for block Conjugate Gradients. We also present a series of computational experiments, illustrating the validity of the bound developed here, as well as the bound from [SIAM Review, 47 (2005), pp. 247-272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity, and how this onset depends on the eigenvalue distribution and the block size.
We examine some numerical iterative methods for computing the eigenvalues and eigenvectors of real matrices. The five methods examined here range from the simple power iteration method to the more complicated QR iteration method. The derivations, procedure, and advantages of each method are briefly discussed.
Two asymptotically exact a posteriori error estimates are proposed for eigenvalues by the nonconforming Crouzeix--Raviart and enriched Crouzeix-- Raviart elements. The main challenge in the design of such error estimators comes from the nonconformity of the finite element spaces used. Such nonconformity causes two difficulties, the first one is the construction of high accuracy gradient recovery algorithms, the second one is a computable high accuracy approximation of a consistency error term. The first difficulty was solved for both nonconforming elements in a previous paper. Two methods are proposed to solve the second difficulty in the present paper. In particular, this allows the use of high accuracy gradient recovery techniques. Further, a post-processing algorithm is designed by utilizing asymptotically exact a posteriori error estimators to construct the weights of a combination of two approximate eigenvalues. This algorithm requires to solve only one eigenvalue problem and admits high accuracy eigenvalue approximations both theoretically and numerically.
We present a general framework to compute upper and lower bounds for linear-functional outputs of the exact solutions of the Poisson equation based on reconstructions of the field variable and flux for both the primal and adjoint problems. The method is devised from a generalization of the complementary energy principle and the duality theory. Using duality theory, the computation of bounds is reduced to finding independent potential and equilibrated flux reconstructions. A generalization of this result is also introduced, allowing to derive alternative guaranteed bounds from nearly-arbitrary H(div;{Omega}) flux reconstructions (only zero-order equilibration is required). This approach is applicable to any numerical method used to compute the solution. In this work, the proposed approach is applied to derive bounds for the hybridizable discontinuous Galerkin (HDG) method. An attractive feature of the proposed approach is that superconvergence on the bound gap is achieved, yielding accurate bounds even for very coarse meshes. Numerical experiments are presented to illustrate the performance and convergence of the bounds for the HDG method in both uniform and adaptive mesh refinements.