Preprint des Projektes: SFB 701: Spektrale Strukturen und Topologische Methoden in der Mathematik - Projekt B3

Numerische Analyse äquivarianter Evolutionsgleichungen

08-028 Wolf-Jürgen Beyn, Vera Thümmler.
Continuation of invariant subspaces for parameterized quadratic eigenvalue problems

We consider quadratic eigenvalue problems with large and sparse matrices depending on a parameter. Problems of this type occur, for example, in the stability analysis of spatially discretized and parameterized nonlinear wave equations. The aim of the paper is to present and analyze a continuation method for invariant subspaces that belong to a group of eigenvalues the number of which is much smaller than the dimension of the system. The continuation method is of predictor-corrector type similar to the approach for the linear eigenvalue problem in [5], but we avoid linearizing the problem which will double the dimension and change the sparsity pattern. The matrix equations that occur in the predictor and the corrector step are solved by a bordered version of the Bartels-Stewart algorithm. Furthermore, we set up an update procedure that handles the transition from real to complex conjugate eigenvalues which occur when eigenvalues from inside the continued cluster collide with eigenvalues from outside. The method is demonstrated on several numerical examples: a homotopy between random matrices, a fluid conveying pipe problem, and a traveling wave of a damped wave equation.