Skip to main content
Log in

Numerical solution of ordinary and partial functional-differential eigenvalue problems with the Tau Method

Numerische Lösung von Eigenwertproblemen für gewöhnliche und partielle Funktional-Differential-gleichungen mit Hilfe der Tau-Methode

  • Published:
Computing Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Collatz, L.: Eigenwertaufgaben mit technischen Anwendungen, 2nd edition, Akademische Verlagsgesellschaft, Geest & Portig K.-G., Leipzig, 1963.

    Google Scholar 

  2. Collatz, L.: The Numerical Treatment of Differential Equations, 3rd edition. Berlin: Springer-Verlag 1960.

    Google Scholar 

  3. 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).

    Article  Google Scholar 

  4. 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).

    Article  Google Scholar 

  5. Graham, A.: Kronecker Products and Matrix Calculus with Applications. Chichester: Ellis Horwood Ltd. 1981.

    Google Scholar 

  6. 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.

    Google Scholar 

  7. 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).

    Article  Google Scholar 

  8. 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.

    Google Scholar 

  9. Namasivayam, S., Ortiz, E. L.: Best approximation and the numerical solution of partial differential equations with the Tau Method. Portugaliae Mathematica40, 97–119 (1985).

    Google Scholar 

  10. 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.

    Google Scholar 

  11. Ortiz, E. L., The Tau Method. SIAM J. Numer. Anal.6, 480–492 (1969).

    Article  Google Scholar 

  12. 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).

    Article  Google Scholar 

  13. 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).

    Article  Google Scholar 

  14. Ortiz, E. L., Samara, H.: An operational approach to the Tau Method for the numerical solution of nonlinear differential equations. Computing27, 15–25 (1981).

    Article  Google Scholar 

  15. Ortiz, E. L., Samara, H.: Numerical solution of differential eigenvalue problems with an operational approach to the Tau Method. Computing31, 95–103 (1983).

    Google Scholar 

  16. 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.

    Google Scholar 

  17. 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).

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints 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

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02259093

AMS Subject Classifications

Key words

Navigation