Abstract
We apply a recent new formulation of the Tau Method to reduce the numerical treatment of eigenvalue problems for ordinary and partialfunctional-differential equations to that of generalized algebraic eigenvalue problems. We find accurate numerical results through the use of a simple algorithm which we discuss in applications to several concrete examples. Extrapolation is used to refine the results already obtained.
Zusammenfassung
Mit Hilfe einer neuen Formulierung der Tau-Methode werden Eigenwertprobleme für gewöhnliche und partielle Funktional-Differentialgleichungen auf verallgemeinerte algebraische Eigenwertprobleme reduziert. Ein einfacher Algorithmus liefert genaue numerische Ergebnisse, die wir an Hand einiger konkreter Beispiele diskutieren. Zur weiteren Verbesserung der Ergebnisse wird Extrapolation verwendet.
Similar content being viewed by others
References
Collatz, L.: Eigenwertaufgaben mit technischen Anwendungen, 2nd edition, Akademische Verlagsgesellschaft, Geest & Portig K.-G., Leipzig, 1963.
Collatz, L.: The Numerical Treatment of Differential Equations, 3rd edition. Berlin: Springer-Verlag 1960.
El Misiery, A. E. M., Ortiz, E. L.: Numerical solution of regular and singular boundary value problems with the Tau-Lines Method. Communs. Appl. Numer. Methods1, 281–285 (1985).
El Misiery, A. E. M., Ortiz, E. L.: Tau-Lines: a new hybrid approach to the numerical treatment of crack problems based on the Tau Method. Comput. Meths. Appl. Mech. Engrg.56, 265–282 (1986).
Graham, A.: Kronecker Products and Matrix Calculus with Applications. Chichester: Ellis Horwood Ltd. 1981.
Liu, K. M., Ortiz, E. L.: Approximation of eigenvalues defined by ordinary differential equations with the Tau Method, in: Matrix Pencils (Kågström, B., Ruhe, A., eds.), pp. 90–102. Berlin: Springer-Verlag 1983.
Liu, K. M., Ortiz, E. L.: Numerical solution of eigenvalue problems for partial differential equations with the Tau-Lines Method. Comp. and Maths. with Appls.12B, 1153–1168 (1986).
Liu, K. M., Ortiz, E. L., Pun, K. S.: Numerical solution of Steklov's partial differential equation eigenvalue problem with the Tau Method, in: Boundary and Interior Layers, Computational and Asymptotic Methods (Miller, J. J. H., ed.), pp. 244–249, Dublin: Boole Press 1984.
Namasivayam, S., Ortiz, E. L.: Best approximation and the numerical solution of partial differential equations with the Tau Method. Portugaliae Mathematica40, 97–119 (1985).
Namasivayam, S., Ortiz, E. L.: A hierarchy of truncation error estimates for the numerical solution of a system of ordinary differential equations with techniques based on the Tau Method. In: Numerical Treatment of Differential Equations (Strehmel, K., ed.), pp. 113–121. Leipzig: Teubner 1988.
Ortiz, E. L., The Tau Method. SIAM J. Numer. Anal.6, 480–492 (1969).
Pham Ngoc Dinh, A., Ortiz, E. L.: On the convergence of the Tau Method for nonlinear differential equations of Riccati's type. Nonlinear Analysis9, 53–60 (1985).
Pham Ngoc Dinh, A., Ortiz, E. L.: Linear recursive schemes associated with some nonlinear partial differential equations in one dimension and the Tau Method. SIAM J. Math. Anal.18, 452–464 (1987).
Ortiz, E. L., Samara, H.: An operational approach to the Tau Method for the numerical solution of nonlinear differential equations. Computing27, 15–25 (1981).
Ortiz, E. L., Samara, H.: Numerical solution of differential eigenvalue problems with an operational approach to the Tau Method. Computing31, 95–103 (1983).
Ortiz, E. L.: On the numerical solution of nonlinear and functional-differential equations with the Tau Method, in: Numerical Treatment of Differential Equations in Applications (Ansorge, R., Tornig, W., eds.), pp. 127–139. Berlin: Springer-Verlag 1978.
Liu, K. M., Ortiz, E. L.: Tau Method approximate solution of high-order differential eigenvalue problems defined in the complex plane, with an application to Orr-Sommerfeld stability equation. Communs. Appl. Numer. Methods3, 187–194 (1987).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Liu, K.M., Ortiz, E.L. Numerical solution of ordinary and partial functional-differential eigenvalue problems with the Tau Method. Computing 41, 205–217 (1989). https://doi.org/10.1007/BF02259093
Received:
Revised:
Accepted:
Issue Date:
DOI: https://doi.org/10.1007/BF02259093