Solving a non-smooth eigenvalue problem using operator-splitting methods

Authors:
K. Majava;R. Glowinski;T. Kärkkäinen
Affiliations:
Department of Mathematical Information Technology, University of Jyväskylä, Finland;Department of Mathematics, University of Houston, Houston, TX, USA;Department of Mathematical Information Technology, University of Jyväskylä, Finland
Venue:
International Journal of Computer Mathematics - Splitting Methods for Differential Equations
Year:
2007

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Abstract

In this paper, we study the solution of a certain non-smooth eigenvalue problem, using operator-splitting methods to solve an equivalent, constrained minimization problem. We present the Marchuk-Yanenko and Peaceman-Rachford schemes for solving the problem and compare their performance numerically on some model problems. The Peaceman-Rachford scheme turns out to be superior to the Marchuk-Yanenko scheme in terms of accuracy and computational efficiency.