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Analysis of the spectral symbol associated to discretization schemes of linear self-adjoint differential operators (2004.10058v1)

Published 20 Apr 2020 in math.NA and cs.NA

Abstract: Given a linear self-adjoint differential operator $\mathcal{L}$ along with a discretization scheme (like Finite Differences, Finite Elements, Galerkin Isogeometric Analysis, etc.), in many numerical applications it is crucial to understand how good the (relative) approximation of the whole spectrum of the discretized operator $\mathcal{L}{(\mathbf{n})}$ is, compared to the spectrum of the continuous operator $\mathcal{L}$. The theory of Generalized Locally Toeplitz sequences allows to compute the spectral symbol function $\omega$ associated to the discrete matrix $\mathcal{L}{(\mathbf{n})}$. We prove that the symbol $\omega$ can measure, asymptotically, the maximum spectral relative error $\mathcal{E}\geq 0$. It measures how the scheme is far from a good relative approximation of the whole spectrum of $\mathcal{L}$, and it suggests a suitable (possibly non-uniform) grid such that, if coupled to an increasing refinement of the order of accuracy of the scheme, guarantees $\mathcal{E}=0$.

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