Partial Differential Equations - Modelling and ... - ResearchGate

Partial Differential Equations - Modelling and ... - ResearchGate Partial Differential Equations - Modelling and ... - ResearchGate

24.02.2014 Views

228 R. Glowinski and D.C. Sorensen If these discrete boundary conditions are used to eliminate the unknowns u I+1j ,u 0j ,u iI+1 and u i0 , we obtain the following discrete eigenproblem (in R N , N = I 2 ): If 2 ≤ i, j ≤ I − 1, 2[(Rρ −1 + cos θ j ) −1 + Rρ −1 + cos θ j cos(h/2)]u ij − (Rρ −1 + cos θ j ) −1 (u i+1j + u i−1j ) − (Rρ −1 + cos(θ j + h/2))u ij+1 − (Rρ −1 + cos(θ j − h/2))u ij−1 = λρ 2 (Rρ −1 + cos θ j )h 2 u ij . (5) If i =1and2≤ j ≤ I − 1, 2[(Rρ −1 + cos θ j ) −1 + Rρ −1 + cos θ j cos(h/2)]u 1j − (Rρ −1 + cos θ j ) −1 (u 2j + u Ij ) − (Rρ −1 + cos(θ j + h/2))u 1j+1 − (Rρ −1 + cos(θ j − h/2))u 1j−1 = λρ 2 (Rρ −1 + cos θ j )h 2 u 1j . (6) If i = j =1, 2[(Rρ −1 + cos h) −1 + Rρ −1 + cos h cos(h/2)]u 11 − (Rρ −1 + cos h) −1 (u 21 + u I1 ) − (Rρ −1 +cos(3h/2))u 12 − (Rρ −1 + cos(h/2))u 1I = λρ 2 (Rρ −1 + cos h)h 2 u 11 . (7) If i =1andj = I, 2[(Rρ −1 +1) −1 + Rρ −1 + cos(h/2)]u 1I − (Rρ −1 +1) −1 (u 2I + u II ) − (Rρ −1 + cos(h/2))u 11 − (Rρ −1 + cos(h/2))u 1I−1 = λρ 2 (Rρ −1 +1)h 2 u 1I . (8) If i = I and 2 ≤ j ≤ I − 1, 2[(Rρ −1 + cos θ j ) −1 + Rρ −1 + cos θ j cos(h/2)]u Ij − (Rρ −1 + cos θ j ) −1 (u 1j + u I−1j ) − (Rρ −1 + cos(θ j + h/2))u Ij+1 − (Rρ −1 + cos(θ j − h/2))u Ij−1 = λρ 2 (Rρ −1 + cos θ j )h 2 u Ij . (9) If i = I and j =1, 2[(Rρ −1 + cos h) −1 + Rρ −1 + cos h cos(h/2)]u I1 − (Rρ −1 + cos h) −1 (u 11 + u I−11 ) − (Rρ −1 +cos(3h/2))u I2 − (Rρ −1 + cos(h/2))u II = λρ 2 (Rρ −1 + cos h)h 2 u I1 . (10)

Eigenvalues of the Laplace–Beltrami Operator on the Surface of a Torus 229 If i = I and j = I, 2[(Rρ −1 +1) −1 + Rρ −1 + cos(h/2)]u II − (Rρ −1 +1) −1 (u 1I + u I−1I ) − (Rρ −1 + cos(h/2))u I1 − (Rρ −1 + cos(h/2))u II−1 = λρ 2 (Rρ −1 +1)h 2 u II . (11) If 2 ≤ i ≤ I − 1andj =1, 2[(Rρ −1 + cos(h)) −1 + Rρ −1 + cos(h) cos(h/2)]u i1 − (Rρ −1 + cos(h)) −1 (u i+11 + u i−11 ) − (Rρ −1 +cos(3h/2))u i2 − (Rρ −1 + cos(h/2))u iI = λρ 2 (Rρ −1 + cos(h))h 2 u i1 . (12) If 2 ≤ i ≤ I − 1andj = I, 2[(Rρ −1 +1) −1 + Rρ −1 + cos(h/2)]u iI − (Rρ −1 +1) −1 (u i+1I + u i−1I ) − (Rρ −1 + cos(h/2))u i1 − (Rρ −1 + cos(h/2))u iI−1 = λρ 2 (Rρ −1 +1)h 2 u iI . (13) If 2 ≤ i, j ≤ I − 1, 2[(Rρ −1 + cos θ j ) −1 + Rρ −1 + cos θ j cos(h/2)]u ij − (Rρ −1 + cos θ j ) −1 (u i+1j + u i−1j ) − (Rρ −1 + cos(θ j + h/2))u ij+1 − (Rρ −1 + cos(θ j − h/2))u ij−1 = λρ 2 (Rρ −1 + cos θ j )h 2 u ij . (14) These finite difference formulas generate an approximation to the problem (3) in the form of a symmetric generalized eigenvalue problem Ax = λDx, (15) with A sparse and symmetric positive semi-definite and with D positive definite and diagonal (independent of the ordering of the variables). We used Matlab to solve the problem (15) to obtain approximations to eigenvalues and corresponding eigenfunctions of (2). 5 Numerical Experiments The Matlab function eigs which is based upon ARPACK [Sor92, LSY98] was used to perform the numerical calculation of eigenvalues and corresponding eigenvectors. In all cases, we computed the 15 lowest (algebraically smallest) eigenvalues of the generalized eigenvalue problem (15) using the shift-invert option with shift σ = −.0001. Since the eigenvalues are real and non-negative, the eigenvalues closest to the origin are enhanced with this transformation and thus easily computed with a Krylov method.

Eigenvalues of the Laplace–Beltrami Operator on the Surface of a Torus 229<br />

If i = I <strong>and</strong> j = I,<br />

2[(Rρ −1 +1) −1 + Rρ −1 + cos(h/2)]u II<br />

− (Rρ −1 +1) −1 (u 1I + u I−1I ) − (Rρ −1 + cos(h/2))u I1<br />

− (Rρ −1 + cos(h/2))u II−1 = λρ 2 (Rρ −1 +1)h 2 u II . (11)<br />

If 2 ≤ i ≤ I − 1<strong>and</strong>j =1,<br />

2[(Rρ −1 + cos(h)) −1 + Rρ −1 + cos(h) cos(h/2)]u i1<br />

− (Rρ −1 + cos(h)) −1 (u i+11 + u i−11 ) − (Rρ −1 +cos(3h/2))u i2<br />

− (Rρ −1 + cos(h/2))u iI = λρ 2 (Rρ −1 + cos(h))h 2 u i1 . (12)<br />

If 2 ≤ i ≤ I − 1<strong>and</strong>j = I,<br />

2[(Rρ −1 +1) −1 + Rρ −1 + cos(h/2)]u iI<br />

− (Rρ −1 +1) −1 (u i+1I + u i−1I ) − (Rρ −1 + cos(h/2))u i1<br />

− (Rρ −1 + cos(h/2))u iI−1 = λρ 2 (Rρ −1 +1)h 2 u iI . (13)<br />

If 2 ≤ i, j ≤ I − 1,<br />

2[(Rρ −1 + cos θ j ) −1 + Rρ −1 + cos θ j cos(h/2)]u ij<br />

− (Rρ −1 + cos θ j ) −1 (u i+1j + u i−1j ) − (Rρ −1 + cos(θ j + h/2))u ij+1<br />

− (Rρ −1 + cos(θ j − h/2))u ij−1 = λρ 2 (Rρ −1 + cos θ j )h 2 u ij . (14)<br />

These finite difference formulas generate an approximation to the problem<br />

(3) in the form of a symmetric generalized eigenvalue problem<br />

Ax = λDx, (15)<br />

with A sparse <strong>and</strong> symmetric positive semi-definite <strong>and</strong> with D positive definite<br />

<strong>and</strong> diagonal (independent of the ordering of the variables). We used<br />

Matlab to solve the problem (15) to obtain approximations to eigenvalues<br />

<strong>and</strong> corresponding eigenfunctions of (2).<br />

5 Numerical Experiments<br />

The Matlab function eigs which is based upon ARPACK [Sor92, LSY98] was<br />

used to perform the numerical calculation of eigenvalues <strong>and</strong> corresponding<br />

eigenvectors. In all cases, we computed the 15 lowest (algebraically smallest)<br />

eigenvalues of the generalized eigenvalue problem (15) using the shift-invert<br />

option with shift σ = −.0001. Since the eigenvalues are real <strong>and</strong> non-negative,<br />

the eigenvalues closest to the origin are enhanced with this transformation<br />

<strong>and</strong> thus easily computed with a Krylov method.

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