Estimation of the rate of convergence of a variant of the method of intermediate problems
ESTIMATIONOF THE RATE OF CONVERGENCE OF A VARIANT OF THE METHOD OF INTERMEDIATE PROBLEMS* L.T. POZNYAK Leningrad (Received 16 May 19671
IT is well-kn...
ESTIMATIONOF THE RATE OF CONVERGENCE OF A VARIANT OF THE METHOD OF INTERMEDIATE PROBLEMS* L.T. POZNYAK Leningrad (Received 16 May 19671
IT is well-known (see, for example, tll>, that Ritz’s method gives upper bounds for the eigenvalues of a selfadjoint positive definite operator with a discrete spectrum. In some cases lower limits for the eigenvalues of such an operator can be obtained by the intermediate problem method k-61. The joint application of both methods enables the eigenvalues sought to be confined within arbitrarily narrow intervals so that guaranteed results are obtained. This paper investig~es the rate of convergence of a version of the method of intermediate problems. This version was fast proposed by Aronszajn f31, but we will confine ourselves to a later treatment of it given in 153. A brief description of this version, necessary for an understanding of the subsequent reasoning, is given in section 1. More detailed information can be obtained in
[51. An estimate of the rate of convergence is obtained in Section 2. In the derivation of this estimate we have ~vestig~ some methods which are applied in [7, 81 in the investigation of the convergence of projection methods. 1. Aronszajn’s
variant. in the method of intermediate problems
The reasoning which follows is based on a separable Hilbert space H with scalar product (u, u) and norm 11u 11= (u, u?. If T is some operator in H, its domain of definition and domain of values will be denoted by D(T) and R(T) respectively.
* 2%. vychisl. Mat. mat. Fiz. 8, 5, 1117-1126,
246
1968.
Variant of the method of intermediate
problems
247
We also agree to consider the eigenvalues of each selfadjoint operator with discrete spectrum encountered later to be numbered in increasing order taking account of multiplicity. We now pass to a description of the variant of the method of intermediate problems proposed by Aronszajn. In H we consider the problem Au = hu
(f-1)
of the determination of the eigenvalues hi (i = 1, 2, . . . ) of the selfadjoint positive definite operator A with discrete spectrum. We will denote by ui the eigenelement of the operator A belonging to Xi. We suppose that the operator A can be represented as the sum of two operators A=
Ao+&
(1.2)
where A, is a selfadjoint positive definite operator similar to A (that is D(A,) = D(A) ), with known eigenvalues X i0 (i = 1, 2, . . . ), and B is a symmetric positive definite operator Pa, u) > /3ll41*,
0 < /3 = const,
u ED(B),
(1.3)
such that D(B) =D(Ao)
(1.4)
and (Bu, a) G b(Aou, u),
u E D(Ao),
0 < b = const.
It is then obvious that A, < A and the eigenvalues hi0 (i = 1, 2, . the eigenvalues hi (i = 1, 2,
(1.5) ) underbound
. . . )
ki0
G
li
(i =
1, 2,...).
(1.6)
With these conditions the method of intermediate problems enables us to obtain from, generally speaking, crude lower limits (1.6), arbitrarily close lower limits, by the construction of a sequence A, (i =,l, 2, . . . ) of selfadjoint
248
L. T. Poznyak
operators, satisfying the inequalities (n= 1, Z,...);