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Efficient iterative algorithms for linear stability analysis of incompressible flows
Author(s) -
Howard C. Elman,
Minghao W. Rostami
Publication year - 2015
Publication title -
ima journal of numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.672
H-Index - 66
eISSN - 1464-3642
pISSN - 0272-4979
DOI - 10.1093/imanum/drv003
Subject(s) - mathematics , krylov subspace , eigenvalues and eigenvectors , solver , inverse iteration , lyapunov function , linear system , arnoldi iteration , iterative method , lyapunov equation , divide and conquer eigenvalue algorithm , generalized minimal residual method , mathematical analysis , mathematical optimization , nonlinear system , physics , quantum mechanics
Linear stability analysis of a dynamical system entails finding the rightmost eigenvalue for a series of eigenvalue problems. For large-scale systems, it is known that conventional iterative eigenvalue solvers are not reliable for computing this eigenvalue. A more robust method recently developed in Elman & Wu (2013, Lyapunov inverse iteration for computing a few rightmost eigenvalues of large gen...

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