Solution of a Nonlinear Eigenvalue Problem Using Signed Singular Values

Solution of a Nonlinear Eigenvalue Problem Using Signed Singular Values

Year:    2017

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 799–809

Abstract

We propose a robust numerical algorithm for solving the nonlinear eigenvalue problem $A(λ)x=0$. Our algorithm is based on the idea of finding the value of $λ$ for which $A(λ)$ is singular by computing the smallest eigenvalue or singular value of $A(λ)$ viewed as a constant matrix. To further enhance computational efficiency, we introduce and use the concept of signed singular value. Our method is applicable when $A(λ)$ is large and nonsymmetric and has strong nonlinearity. Numerical experiments on a nonlinear eigenvalue problem arising in the computation of scaling exponent in turbulent flow show robustness and effectiveness of our method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.181016.300517c

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 4 : pp. 799–809

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    11

Keywords:    Nonlinear eigenvalue problem signed singular value scaling exponent turbulent flow.