Contribution à la résolution numérique des équations de Laplace et de la chaleur
The paper concerns an approximation of an eigenvalue problem for two forms on a Hilbert space . We investigate some approximation methods generated by sequences of forms and defined on a dense subspace of . The proof of convergence of the methods is based on the theory of the external approximation of eigenvalue problems. The general results are applied to Aronszajn’s method.
a recurrence relation for computing the -norms of an Hermitian matrix is derived and an expression giving approximately the number of eigenvalues which in absolute value are equal to the spectral radius is determined. Using the -norms for the approximation of the spectral radius of an Hermitian matrix an a priori and a posteriori bounds for the error are obtained. Some properties of the a posteriori bound are discussed.
We extend Rump's verified method (S. Oishi, K. Tanabe, T. Ogita, S. M. Rump (2007)) for computing the inverse of extremely ill-conditioned square matrices to computing the Moore-Penrose inverse of extremely ill-conditioned rectangular matrices with full column (row) rank. We establish the convergence of our numerical verified method for computing the Moore-Penrose inverse. We also discuss the rank-deficient case and test some ill-conditioned examples. We provide our Matlab codes for computing the...
The convergence of the Accelerated Overrelaxation (AOR) method is discussed. It is shown that the intervals of convergence for the parameters and are not always of the following form: .
We extend the analysis of the recently proposed nonlinear EIS scheme applied to the partial eigenvalue problem. We address the case where the Rayleigh quotient iteration is used as the smoother on the fine-level. Unlike in our previous theoretical results, where the smoother given by the linear inverse power method is assumed, we prove nonlinear speed-up when the approximation becomes close to the exact solution. The speed-up is cubic. Unlike existent convergence estimates for the Rayleigh quotient...