Boundary value problems for elliptic partial differential
operators can be solved very efficiently by using multigrid
solvers or multigrid preconditioned iterations. In the past 25
years such iterations have gained an enormous importance and
deep theoretical results have been derived. In contrast to this,
the analysis for eigenvalue problems for the same elliptic
operators has not reached an equivalent state of development.
The paper deals with just these eigenvalue problems for self-adjoint
and coercive elliptic partial differential operators. Most of
the interest for this paper may be explained as follows: the
present paper shows how to use well-known methods for solving
boundary value problems to solve the corresponding eigenvalue
problems. The new analysis has made clear that essentially the
same convergence behavior can be expected for the eigenvalue
iteration. That means, e.g., that grid-independent convergence
rates for multigrid preconditioned eigensolvers are possible.
This direct link between solvers for the boundary value problem
and solvers for the eigenvalue problem is a crucial point of the
paper. Around it, sharp convergence estimates have been derived
by taking advantage of a geometric interpretation of the
iterative eigensolver.
Does
it describe a new discovery or new methodology that's useful to
others?
A practically and theoretically interesting aspect of the
paper is that it reveals a close relation between solvers for
the boundary value problems and those for the eigenvalue
problems for self-adjoint and coercive elliptic partial
differential operators. On the one hand, existing program code
for solving boundary value problems (multigrid iterations and
multigrid preconditioners) can easily be used to solve the
corresponding eigenvalue problems. On the other hand, the
convergence analysis of preconditioned eigensolvers is mainly
built on a new geometric interpretation. Moreover, an error
propagation equation for an iterative eigensolver has been
suggested. This approach may open new ways of understanding and
analyzing comparable and improved iterative solvers for
eigenvalue problems.
Could
you summarize the significance of your paper in layman's terms?
Eigenvalue problems appear in several applications, both
theoretical and practical. For instance, the vibrations of a
turbine or the aero-elastic vibrations of a bridge can be
described by eigenvalues (i.e. the frequencies of vibration) and
eigenvectors (i.e. modes of vibration). The precise computation
of such eigenvalues/vectors for large mechanical structures
requires immense computer power and specially designed
algorithms. The paper analyzes an iterative method for these
eigenvalue problems and shows that efficient techniques, which
are well known for linear systems of equations (boundary value
problems), can be used in a very similar way to solve eigenvalue
problems.
How
did you become involved in this research?
The paper is the first part of a series of three papers
containing results of my habilitation thesis which I finished in
Tuebingen in September 2001. Initially, I started the work on
eigenvalue problems in a project of the Sonderforschungsbereich
382 (Collaborative
Research Centre of the Deutsche Forschungsgemeinschaft).
Klaus Neymeyr
Professor of Numerical Mathematics
Fachbereich Mathematik
Universitaet Rostock
Rostock, Germany