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DOE OSTI2025

Theory and numerics of subspace approximation of eigenvalue problems

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to mitigate the computational burden associated with high-fidelity systems. Furthermore, we provide general error estimates under non-simple eigenvalue conditions, establishing some theoretical foundations for understanding the convergence behavior of subspace approximations. Numerical examples, including problems with one-dimensional to three-dimensional spatial domain and one-dimensional to two-dimensional parameter domain, are presented to demonstrate the efficacy of reduced basis method in handling parametric variations in boundary conditions and coefficient fields to achieve significant computational savings while maintaining high accuracy, making them promising tools for practical applications in large-scale eigenvalue computations.

Eigenvalue problems↗

NASA NTRS1973

Recent advances in numerical analysis of structural eigenvalue problems

A wide range of eigenvalue problems encountered in practical structural engineering analyses is defined, in which the structures are assumed to be discretized by any suitable technique such as the finite-element method. A review of the usual numerical procedures for the solution of such eigenvalue problems is presented and is followed by an extensive account of recently developed eigenproblem solution procedures. Particular emphasis is placed on the new numerical algorithms and associated computer programs based on the Sturm sequence method. Eigenvalue algorithms developed for efficient solution of natural frequency and buckling problems of structures are presented, as well as some eigenvalue procedures formulated in connection with the solution of quadratic matrix equations associated with free vibration analysis of structures. A new algorithm is described for natural frequency analysis of damped structural systems.

Gupta, K. K.↗

NASA NTRS1974

Multiple eigenvalues of sound-absorbing circular and annular ducts

Eigenvalue equations of the form D(lambda) = 0 are studied for acoustic modes in circular and annular ducts without flow. The ducts have locally reacting walls with arbitrary wall admittance. It is shown that circular ducts may have double eigenvalues, or wall admittances where both D(lambda) and D prime (lambda) are zero. These double eigenvalues are formed by the coalescence of the lowest-order eigenfunction with some higher-order eigenfunction. The eigenfunctions, or acoustic modes, associated with the double eigenvalues are found to be orthogonal to themselves so that the standard expansion formula for the acoustic field, which is obtained from a separation-of-variables analysis, is invalid. An alternate expansion formula for the acoustic field is derived. This alternate formula shows that the coalesced acoustic mode is linearly amplified by the transmission distance and exponentially attenuated at the expected rate. The expansion formula also reveals a new eigenfunction, or acoustic mode, which is exponentially attenuated at the same rate as the coalesced eigenfunction.

Zorumski, W. E.↗

NASA NTRS1975

On eigenvectors of multiple eigenvalues obtained in NASTRAN

In the case of nonmultiple eigenvalues, each of the three real eigenvalue extraction methods available in NASTRAN will, for a given type of normalization, give essentially the same eigenvectors, but this is not so in the case of multiple eigenvalues. This discrepancy is explained and illustrated by considering the example of a NASTRAN demonstration problem that has both multiple and nonmultiple eigenvalues.

Pamidi, P. R.↗

NASA NTRS1977

Numerical determination of the fundamental eigenvalue for the Laplace operator on a spherical domain

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (i.e., the membrane eignevalue problem for the vibration equation) on the unit spherical surface are developed. Two types of spherical surface domains are considered: the interior of a spherical triangle, and the exterior of a great circle arc extending for less than pi radians (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is employed. The fundamental eigenvalue is approximated by iteration utilizing the power method and point successive overrelaxation. Some numerical results are given and compared, in certain special cases, with analytical solutions to the eigenvalue problem. The significance of the numerical eigenvalue results is discussed in terms of the singularities in the solution of three-dimensional boundary-value problems near a polyhedral corner of the domain.

Walden, H.↗

NASA NTRS1983

An eigenvalue method for solving transient heat conduction problems

The eigenvalue method, which has been used by researchers in structure mechanics, is applied to problems in heat conduction. Its formulation is decribed in terms of an examination of transient heat conduction in a square slab. Taking advantage of the availability of the exact solution, we compare the accuracy and other numerical properties of the eigenvalue method with those of existing numerical schemes. The comparsion shows that, overall, the eigenvalue method appears to be fairly attractive. Furthermore, only a few dominant eigenvalues and their corresponding eigenvectors need to be computed and retained to yield reasonably high accuracy. Greater savings are attained in the computation time for a transient problem with long time duration and a large computational domain.

Shih, T. M.↗

NASA NTRS1985

On the design derivatives of eigenvalues and eigenvectors for distributed parameter systems

In this paper, analytic expressions are obtained for the design derivatives of eigenvalues and eigenfunctions of self-adjoint linear distributed parameter systems. Explicit treatment of boundary conditions is avoided by casting the eigenvalue equation into integral form. Results are expressed in terms of the linear operators defining the eigenvalue problem, and are therefore quite general. Sufficiency conditions appropriate to structural optimization of eigenvalues are obtained.

Reiss, R.↗

NASA NTRS1986

Sensitivity analysis and approximation methods for general eigenvalue problems

Optimization of dynamic systems involving complex non-hermitian matrices is often computationally expensive. Major contributors to the computational expense are the sensitivity analysis and reanalysis of a modified design. The present work seeks to alleviate this computational burden by identifying efficient sensitivity analysis and approximate reanalysis methods. For the algebraic eigenvalue problem involving non-hermitian matrices, algorithms for sensitivity analysis and approximate reanalysis are classified, compared and evaluated for efficiency and accuracy. Proper eigenvector normalization is discussed. An improved method for calculating derivatives of eigenvectors is proposed based on a more rational normalization condition and taking advantage of matrix sparsity. Important numerical aspects of this method are also discussed. To alleviate the problem of reanalysis, various approximation methods for eigenvalues are proposed and evaluated. Linear and quadratic approximations are based directly on the Taylor series. Several approximation methods are developed based on the generalized Rayleigh quotient for the eigenvalue problem. Approximation methods based on trace theorem give high accuracy without needing any derivatives. Operation counts for the computation of the approximations are given. General recommendations are made for the selection of appropriate approximation technique as a function of the matrix size, number of design variables, number of eigenvalues of interest and the number of design points at which approximation is sought.

Murthy, D. V.↗

NASA NTRS1989

Solution and sensitivity analysis of a complex transcendental eigenproblem with pairs of real eigenvalues

This paper considers complex transcendental eigenvalue problems where one is interested in pairs of eigenvalues that are restricted to take real values only. Such eigenvalue problems arise in dynamic stability analysis of nonconservative physical systems, i.e., flutter analysis of aeroelastic systems. Some available solution methods are discussed and a new method is presented. Two computational approaches are described for analytical evaluation of the sensitivities of these eigenvalues when they are dependent on other parameters. The algorithms presented are illustrated through examples.

Murthy, Durbha V.↗

NASA NTRS1989

Eigenvector derivatives of repeated eigenvalues using singular value decomposition

An explicit formula is obtained for the first-order eigenvector derivative that corresponds to the eigenvector of a repeated eigenvalue, in the case of the nonself-adjoint eigenvalue problem. This method applies to the class of nondefective problems whose first eigenvalue derivatives of the repeated eigenvalues are distinct. A singular-value decomposition approach is used to compute four requisite bases for eigenspaces, as well as to keep track of the dimensions of state variables and the conditioning of the state equations.

Lim, Kyong B.↗

NASA NTRS1989

Elimination of spurious eigenvalues in the Chebyshev tau spectral method

Spectral methods have been used to great advantage in hydrodynamic stability calculations; the concepts are described in Orszag's seminal application of the Chebyshev tau method to the Orr-Sommerfeld equation for plane Poiseuille flow in 1971. Orszag discusses both the Chebyshev Galerkin and the Chebyshev tau methods, but presents results for the tau method, which is easier to implement than the Galerkin method. The tau method has the disadvantage that two unstable eigenvalues are produced that are artifacts of the discretization. An extremely simple modification to the Chebyshev tau method is presented which eliminates the spurious eigenvalues. First a simplified model of the Orr-Sommerfeld equation discussed by Gottlieb and Orszag was studied. Then the Chebyshev tau method is considered, which has two spurious eigenvalues, and then a modification which eliminates them is described. Finally, results for the Orr-Sommerfeld equation are considered where the modified tau method also eliminates the spurious eigenvalues. The simplicity of the modification makes it a convenient alternative to other approaches to the problem.

Mcfadden, G. B.↗

NASA NTRS1989

An Eigenvalue Analysis of finite-difference approximations for hyperbolic IBVPs

The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L(sub 2) stability on a finite domain.

Warming, Robert F.↗

NASA NTRS1989

Solution and sensitivity analysis of a complex transcendental eigenproblem with pairs of real eigenvalues

Murthy, D. V.↗

NASA NTRS1990

An eigenvalue analysis of finite-difference approximations for hyperbolic IBVPs

Warming, Robert F.↗

NASA NTRS1992

Improved procedures for eigenvalue approximation and sensitivities for active structures

The equations of motion of actively controlled structures are usually reduced to first order form, a procedure which obscures symmetries that are present in the second order form of these equations. The loss of symmetry requires the calculation of both left and right eigenvectors for obtaining derivatives of the stability eigenvalues of the system. The paper shows that, for some control laws, only right eigenvectors are required if derivatives are obtained from the second order form of the equations of motion. The paper also examines reduced basis approximations for the eigenvalues and their derivatives. It is shown that including Ritz vectors representing the effect of local actuation forces in the reduced basis improves the accuracy of the eigenvalues and eigenvalue derivatives. Two active truss examples are used for demonstrating the improved accuracy.

Ponslet, Eric↗

NASA NTRS1992

Eigenvalue error analysis of viscously damped structures using a Ritz reduction method

The efficient solution of the eigenvalue problem that results from inserting passive dampers with variable stiffness and damping coefficients into a structure is addressed. Eigenanalysis of reduced models obtained by retaining a number of normal modes augmented with Ritz vectors corresponding to the static solutions resulting from the load patterns introduced by the dampers has been empirically shown to yield excellent approximations to the full eigenvalue problem. An analysis of this technique in the case of a single damper is presented. A priori and a posteriori error estimates are generated and tested on numerical examples. Comparison theorems with modally truncated models and a Markov parameter matching reduced-order model are derived. These theorems corroborate the heuristic that residual flexibility methods improve low-frequency approximation of the system. The analysis leads to other techniques for eigenvalue approximation. Approximate closed-form solutions are derived that include a refinement to eigenvalue derivative methods for approximation. An efficient Newton scheme is also developed. A numerical example is presented demonstrating the effectiveness of each of these methods.

Chu, Cheng-Chih↗

NASA NTRS1994

The algebraic multigrid projection for eigenvalue problems; backrotations and multigrid fixed points

The periods of the theorem for the algebraic multigrid projection (MGP) for eigenvalue problems, and of the multigrid fixed point theorem for multigrid cycles combining MGP with backrotations, are presented. The MGP and the backrotations are central eigenvector separation techniques for multigrid eigenvalue algorithms. They allow computation on coarse levels of eigenvalues of a given eigenvalue problem, and are efficient tools in the computation of eigenvectors.

Costiner, Sorin↗

NASA NTRS1995

Efficient eigenvalue assignment by state and output feedback with applications for large space structures

The erection and deployment of large flexible structures having thousands of degrees of freedom requires controllers based on new techniques of eigenvalue assignment that are computationally stable and more efficient. Scientists at NASA Langley Research Center have developed a novel and efficient algorithm for the eigenvalue assignment of large, time-invariant systems using full-state and output feedback. The objectives of this research were to improve upon the output feedback version of this algorithm, to produce a toolbox of MATLAB functions based on the efficient eigenvalue assignment algorithm, and to experimentally verify the algorithm and software by implementing controllers designed using the MATLAB toolbox on the phase 2 configuration of NASA Langley's controls-structures interaction evolutionary model, a laboratory model used to study space structures. Results from laboratory tests and computer simulations show that effective controllers can be designed using software based on the efficient eigenvalue assignment algorithm.

Vannell, Eric C.↗