NAApr 16, 2008
Efficient computation of high index Sturm-Liouville eigenvalues for problems in physicsVeerle Ledoux, Marnix Van Daele, Guido Vanden Berghe
Finding the eigenvalues of a Sturm-Liouville problem can be a computationally challenging task, especially when a large set of eigenvalues is computed, or just when particularly large eigenvalues are sought. This is a consequence of the highly oscillatory behaviour of the solutions corresponding to high eigenvalues, which forces a naive integrator to take increasingly smaller steps. We will discuss some techniques that yield uniform approximation over the whole eigenvalue spectrum and can take large steps even for high eigenvalues. In particular, we will focus on methods based on coefficient approximation which replace the coefficient functions of the Sturm-Liouville problem by simpler approximations and then solve the approximating problem. The use of (modified) Magnus or Neumann integrators allows to extend the coefficient approximation idea to higher order methods.
NAJul 6, 2009
Grassmannian spectral shootingVeerle Ledoux, Simon J. A. Malham, Vera Thummler
We present a new numerical method for computing the pure-point spectrum associated with the linear stability of coherent structures. In the context of the Evans function shooting and matching approach, all the relevant information is carried by the flow projected onto the underlying Grassmann manifold. We show how to numerically construct this projected flow in a stable and robust manner. In particular, the method avoids representation singularities by, in practice, choosing the best coordinate patch representation for the flow as it evolves. The method is analytic in the spectral parameter and of complexity bounded by the order of the spectral problem cubed. For large systems it represents a competitive method to those recently developed that are based on continuous orthogonalization. We demonstrate this by comparing the two methods in three applications: Boussinesq solitary waves, autocatalytic travelling waves and Ekman boundary layer.
DSDec 1, 2008
Computing stability of multi-dimensional travelling wavesVeerle Ledoux, Simon J. A. Malham, Jitse Niesen et al.
We present a numerical method for computing the pure-point spectrum associated with the linear stability of multi-dimensional travelling fronts to parabolic nonlinear systems. Our method is based on the Evans function shooting approach. Transverse to the direction of propagation we project the spectral equations onto a finite Fourier basis. This generates a large, linear, one-dimensional system of equations for the longitudinal Fourier coefficients. We construct the stable and unstable solution subspaces associated with the longitudinal far-field zero boundary conditions, retaining only the information required for matching, by integrating the Riccati equations associated with the underlying Grassmannian manifolds. The Evans function is then the matching condition measuring the linear dependence of the stable and unstable subspaces and thus determines eigenvalues. As a model application, we study the stability of two-dimensional wrinkled front solutions to a cubic autocatalysis model system. We compare our shooting approach with the continuous orthogonalization method of Humpherys and Zumbrun. We then also compare these with standard projection methods that directly project the spectral problem onto a finite multi-dimensional basis satisfying the boundary conditions.