Finding the lowest eigenvalue, Rayleigh-Ritz method, Calculus

In summary, the Rayleigh-Ritz method is a numerical method that approximates the lowest eigenvalue of a given matrix by finding a linear combination of basis functions that minimizes the Rayleigh quotient. This is achieved by constructing a trial solution and solving linear equations. The lowest eigenvalue is important for understanding system behavior and solving various engineering and scientific problems. Calculus is used to minimize the Rayleigh quotient, and the method has applications in physics, engineering, and mathematics, including finite element analysis.
  • #1
omyojj
37
0
I have a Sturm-Liouville system

[tex] \frac{d}{dx}p(x)\frac{du}{dx} - q(x)u(x)+\lambda \rho(x) u(x) = 0 [/tex]

with

[tex] p(x) = (1-x^2)^{2p} [/tex]

[tex] q(x) = k^2 [/tex]

[tex] \rho(x) = (1-x^2)^{p-1} [/tex]

(p,k^2 are positive real)
u(x) is defined on the interval (-A,A) where 0<A<=1.
Boundary condition that u(x) satisfies is u'(A)=u'(-A)=0
and I want it to be symmetric with respect to zero, i.e., u(x) = u(-x).

I don't think that this equation is solvable in a closed form for general k, p values.

However, I want to find or estimate the lowest eigenvalue λ together with a trial eigenfunction that gives good description of true solution.
So I considered a functional

[tex] K[u(x)] = \dfrac{\int_{-A}^{A} pu^{\prime 2} + qu^2 dx}{\int_{-A}^{A} \rho u^2 dx} [/tex]
or
[tex] K[u(x)] = \dfrac{\int_{-A}^{A} (1-x^2)^{2p}u^{\prime 2} - k^2u^2 dx}{\int_{-A}^{A} (1-x^2)^{p-1} u^2 dx} [/tex]

As a trial function I took

[tex] u(x;\alpha) = 1 - \frac{\alpha}{2}\left( x^2 - \frac{x^4}{2A^2} \right) [/tex]

as an approximation to fourth-order in x.

Note that u(x;a) satisfies the boundary conditions.

According to variational principle, the absolute minimum of K is the lowest eigenvalue λ.

The problem is that I want to find a good trial function,

[tex] \alpha = \alpha(p, k^2) [/tex]

that gives absolute minimum(stationary) of K

My question is

1. How do you think I can find the value of α as a function of p, k that gives minimum of K[u(x)].

I think that procedures like
[tex] \frac{d}{d\alpha} K = 0 [/tex]
is needed.

2. Is it better to do it by differentiating K before performing integration?
When integrated first, Denominator and Numerator are expressed in Gaussian hypergeometric functions. (Confirmed it with the help of Wolfram alpha)
 
Last edited:
Physics news on Phys.org
  • #2


I appreciate your interest in finding the lowest eigenvalue and a good trial function for the Sturm-Liouville system you have described. However, I must mention that it is not possible to find a closed form solution for the general case of p and k values. This is because the Sturm-Liouville system is a second-order differential equation, and it is known that closed form solutions only exist for specific values of p and k.

Regarding your question about finding the value of alpha as a function of p and k, I suggest using numerical methods such as the Newton-Raphson method or the gradient descent method to find the stationary point of K. These methods involve iteratively updating the value of alpha until the derivative of K with respect to alpha becomes zero. However, it is important to note that the stationary point found using these methods may not necessarily be the absolute minimum of K, but it can serve as a good approximation.

Alternatively, you can also try using a series expansion method to find the value of alpha. This involves expanding K in a power series in terms of alpha and then solving for the coefficients that make the derivative of K with respect to alpha equal to zero. This method may give a more accurate result, but it can be computationally intensive.

As for your second question, it is generally better to differentiate K before performing integration. This is because it can simplify the integration process and may also lead to a simpler expression for the derivative. However, if the integration can be done analytically, it may not make a significant difference. I suggest trying both approaches and comparing the results to see which one gives a better estimate of the lowest eigenvalue.

In conclusion, finding a good trial function and the corresponding value of alpha for the Sturm-Liouville system is a challenging task, and it may require a combination of numerical and analytical methods. I hope this helps you in your research, and I wish you all the best in your endeavors.
 

Related to Finding the lowest eigenvalue, Rayleigh-Ritz method, Calculus

What is the Rayleigh-Ritz method?

The Rayleigh-Ritz method is a numerical method used to approximate the lowest eigenvalue of a given matrix. It involves finding a linear combination of basis functions that minimizes the Rayleigh quotient, which is a measure of how close the approximation is to the true lowest eigenvalue.

How does the Rayleigh-Ritz method work?

The Rayleigh-Ritz method involves constructing a trial solution using a set of basis functions and then minimizing the Rayleigh quotient with respect to the coefficients of the basis functions. This results in a set of linear equations that can be solved to find the approximate lowest eigenvalue.

What is the importance of finding the lowest eigenvalue?

The lowest eigenvalue of a matrix is important because it provides information about the behavior and properties of the system represented by the matrix. It can also be used to solve various engineering and scientific problems, such as determining the stability of a structure or the natural frequency of a vibrating system.

What is the role of Calculus in the Rayleigh-Ritz method?

Calculus is used in the Rayleigh-Ritz method to minimize the Rayleigh quotient. This involves taking the derivative of the quotient with respect to the coefficients of the basis functions and setting it equal to zero to find the minimum value.

What are some applications of the Rayleigh-Ritz method?

The Rayleigh-Ritz method has many applications in physics, engineering, and mathematics. It can be used to solve problems in structural mechanics, fluid dynamics, electromagnetics, and quantum mechanics, among others. It is also commonly used in finite element analysis to approximate the eigenvalues of a system.

Similar threads

  • Differential Equations
Replies
2
Views
2K
Replies
1
Views
1K
  • Differential Equations
Replies
9
Views
2K
  • Differential Equations
Replies
3
Views
2K
  • Differential Equations
Replies
3
Views
1K
  • Differential Equations
Replies
7
Views
2K
  • Differential Equations
Replies
1
Views
809
Replies
1
Views
1K
  • Differential Equations
Replies
11
Views
2K
Replies
2
Views
1K
Back
Top