Robust Eigenvalue Computation

Lead Research Organisation: Heriot-Watt University
Department Name: S of Mathematical and Computer Sciences

Abstract

The eigenvalues of linear operators manifest themselves almost everywhere in our everyday life. The colour of light we see is related to eigenvalues of models describing atoms and molecules. The tones and overtones of musical instruments we hear are determined by the eigenvalues of mathematical models describing strings and drums. The resonances produced by cars running over bridges are predicted by the eigenvalue analysis of beams and suspension cables. This proposal consists of four parts all connected by the central topic of computation of eigenvalues of linear operators. The eigenvalues of linear operators can be found analytically only for a few simple models, hence the importance of procedures for approximating them in practical applications. The projection method is by far the most successful robust tool for computing one-sided bounds of eigenvalues of so-called self-adjoint operators. It is based on the Rayleigh-Ritz variational principle whose roots can be traced back over a century. This principle is robust in the sense that only minimal a priori information about the mathematical problem is required in order to obtain trustworthy information about the eigenvalues. In 1928 Kellner and Hylleraas used this approach to compute bounds on the ionisation energy of the helium atom. In the early days of quantum theory, the agreement of about 0.01% (now regarded as crude ) between the model calculations and the experimentally measured ionisation energy, represented important evidence supporting the validity of quantum mechanics. Remarkably, all these calculations were made long before the invention of the first digital computers. A realisation of the projection method via the finite element method underlies most of the modern computational packages, commercial or otherwise.The problem of obtaining robust bounds on eigenvalues complementary to those provided by the Rayleigh-Ritz principle, hence producing an enclosure, was begun with the work of Temple, Lehmann and Kato. This problem has a long and complicated history, and it belongs to a very active area of mathematical research. The problem is closely connected with a remarkable numerical phenomenon known to specialists as spectral pollution. The later has received a substantial amount of attention in the last 15 years. The main goal of the first part of this proposal is to investigate robust procedures for calculating intervals of enclosure for eigenvalues of self-adjoint operators. We will mainly focus in two methods which have recently been identified as successful for avoiding spectral pollution: the second order method and the Fn-method. A most successful strategy for eigenvalue computation is to combine different numerical tools. The second part of the proposal aims at applying a combined strategy for calculating the critical magnetic field strength required for spontaneous electron-positron pair creation in a model of hydrogenic atoms. These are atoms with only one electron. It has been conjectured that this field strength is huge and can only be encountered in extreme objects such as magnetars (neutron stars with an intense magnetic field).When an operator is non-self-adjoint, the Rayleigh-Ritz principle cannot be applied and the numerical estimation of its eigenvalues is usually a highly non-trivial task. The third and fourth part of the project address the problem of computation of eigenvalues in this regime. In the third parts, we will consider extensions of a well-known theorem by H. Weyl to the projection method. In the fourth part we will investigate a geometrical approach to eigenvalue computation which can be regarded as an extension of the Fn-method.

Planned Impact

As it is standard in mathematical sciences, two main outcomes of the research proposed will be the publication of journal papers and the dissemination via knowledge-transfer activities such as lecture talks and direct interaction with colleagues. They will have a direct impact on the following national and international groups of academics. - The group of mathematical analysis and spectral theory concentrated around London, Reading and Cardiff. Parts I-IV. - The numerical linear algebra group concentrated around Manchester. Parts I-II. - The group around the laboratory Ceremade at Universite Paris Dauphine in France. Part II. - The group connected to Prof Bottcher, Prof Silbermann and Dr Lindner at the Chemnitz University of Technology. Part III-IV - The group around Prof Plum at the Universitat Karlsruhe. Parts I-II. - The EPSRC-funded network MOPNET with a co-ordinating node in Cardiff. Parts I-IV. - Edinburgh's Maxwell Institute for Mathematical Sciences, in particular the two multi-million pounds EPSRC-funded centres CANPDE and NAIS. Parts I-IV. - The Isaac Newton Institute for Mathematical Sciences, in particular the programme in Spectral Theory of Relativistic Operators planned for 2012. Part II. The research proposed will also have a positive impact on the track record of the research assistant to be hired for one year and on my own research track record. This will boost the track record of Heriot-Watt University and the Maxwell Institute for Mathematical Sciences. The algorithms developed in part II and IV of the project will be incorporated into a larger Comsol Multiphysics library which will certainly have a positive impact on the community of users of Comsol Multiphysics. This involves a broad range of academics and non-academics. Parts III and IV of the project will have an impact in the area of non-linear partial differential equations and their numerical treatment. This will in turns have a positive impact on two multimillion pounds EPSRC-funded centres: the CANPDE and the NAIS, both based in Edinburgh.

Publications

10 25 50
publication icon
Barrenechea G (2014) Finite Element Eigenvalue Enclosures for the Maxwell Operator in SIAM Journal on Scientific Computing

publication icon
Barrenechea GR (2017) Local two-sided bounds for eigenvalues of self-adjoint operators. in Numerische mathematik

publication icon
Boulton L (2015) Basis properties of the p, q-sine functions. in Proceedings. Mathematical, physical, and engineering sciences

publication icon
Boulton L (2016) Spectral pollution and eigenvalue bounds in Applied Numerical Mathematics

publication icon
Boulton L (2016) On the convergence of the quadratic method in IMA Journal of Numerical Analysis

publication icon
Boulton L (2012) Generalized Weyl theorems and spectral pollution in the Galerkin method in Journal of Spectral Theory

publication icon
Boulton L (2012) On the Stability of a Forward-Backward Heat Equation in Integral Equations and Operator Theory

publication icon
Boulton L (2015) Sharp eigenvalue enclosures for the perturbed angular Kerr-Newman Dirac operator in Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences

publication icon
Boulton L (2012) Eigenvalue enclosures and convergence for the linearized MHD operator in BIT Numerical Mathematics

 
Description We have developed robust procedures for computing the eigenvalues of selfadjoint operators in the spectral pollution regime. Some of these procedures were implemented in Comsol Multiphysics, FreeFem++ and Octave.
Exploitation Route All the computer codes developed during this research project are publicly available.
Sectors Education,Electronics,Energy,Other

 
Description ICMS Workshop: Mathematical aspects of the physics with non-self-adjoint operators
Amount £20,000 (GBP)
Organisation Engineering and Physical Sciences Research Council (EPSRC) 
Sector Public
Country United Kingdom
Start 03/2013 
End 03/2013
 
Description Finite element computation of eigenvalue enclosures and approximating eigenfunctions for the Maxwell operator 
Organisation University of Franche-Comté
Country France 
Sector Academic/University 
PI Contribution As a consequence of one of the research visits by the PI, he began research alongside with G. Barrenechea and N. Boussaid on the finite element computation of eigenvalue enclosures and approximating eigenfunctions for the Maxwell operator on a bounded domain filled with a possibly anisotropic medium subject to ideal conductivity conditions on the boundary. The origins of the employed strategy can be traced back to the works of Zimmermann (1995) and Mertins and Davies (1998), and it is guaranteed to be free from spectral pollution. At present we are preparing a manuscript which contains a general framework allowing finding lower and upper bounds for eigenvalues, determining their multiplicity and approximating eigenfunctions with a computable residual. We have also found the precise rate of convergence of the method. This rate turns out to be optimal, when the technique is applied on trial spaces of nodal finite elements. We have also conducted various computational experiments performed on benchmark models. The UFC supported a visit for the PI of three months (April - June, 2012). The PI delivered a lecture course during this visit. G Barrenechea (Strathclyde University) will visit UFC in March 2013. He will also deliver a lecture course during this visit.
Collaborator Contribution All the research outcomes were authored by the PI, Nabile Boussaid (UFC) and Gabriel Barrenechea (Strathclyde University). The two partners contributed in equal manner as the PI toward the successful completion of the research outcomes.
Impact Two papers published as reported in the relevant section.
Start Year 2012