We consider the phenomenon of spectral pollution arising in calculation of spectra of self-adjoint operators by projection methods. We suggest a strategy of dealing with spectral pollution by using the so-called second order relative spectra. The effectiveness of the method is illustrated by a detailed analysis of two model examples.
We discuss the problems arising when computing eigenvalues of self-adjoint operators which lie in a gap between two parts of the essential spectrum. Spectral pollution, i.e. the apparent existence of eigenvalues in numerical computations, when no such eigenvalues actually exist, is commonplace in problems arising in applied mathematics. We describe a geometrically inspired method which avoids this difficulty, and show that it yields the same results as an algorithm of Zimmermann and Mertins.
A new technique for approximating eigenvalues and eigenvectors of a self-adjoint operator is presented. The method does not incur spectral pollution, uses trial spaces from the form domain, has a self-adjoint algorithm, and exhibits superconvergence.
We consider the Galerkin method for approximating the spectrum of an operator $T+A$ where $T$ is semi-bounded self-adjoint and $A$ satisfies a relative compactness condition. We show that the method is reliable in all regions where it is reliable for the unperturbed problem - which always contains $\mathbb{C}\backslash\mathbb{R}$. The results lead to a new technique for identifying eigenvalues of $T$, and for identifying spectral pollution which arises from applying the Galerkin method directly to $T$. The new technique benefits from being applicable on the form domain.
Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a smoothing parameter for computing spectral measures of general differential, integral, and lattice operators. Explicit pointwise and $L^p$-error bounds are derived in terms of the local regularity of the measure. We provide numerical examples, including a partial differential operator, a magnetic tight-binding model of graphene, and compute one thousand eigenvalues …
Spectral inclusion and spectral pollution results are proved for sequences of linear operators of the form $T_0 + i γs_n$ on a Hilbert space, where $s_n$ is strongly convergent to the identity operator and $γ> 0$. We work in both an abstract setting and a more concrete Sturm-Liouville framework. The results provide rigorous justification for a method of computing eigenvalues in spectral gaps.
It is well known that the standard projection methods allow one to recover the whole spectrum of a bounded self-adjoint operator but they often lead to spectral pollution, i.e. to spurious eigenvalues lying in the gaps of the essential spectrum. Methods using second order relative spectra are free from this problem, but they have not been proven to approximate the whole spectrum. L. Boulton (2006, 2007) has shown that second order relative spectra approximate all isolated eigenvalues of finite multiplicity. The main result of the present paper is that second order relative spectra do not in ge…
We consider a general framework for investigating spectral pollution in the Galerkin method. We show how this phenomenon is characterised via the existence of particular Weyl sequences which are singular in a suitable sense. For a semi-bounded selfadjoint operator A we identify relative compactness conditions on a selfadjoint perturbation B ensuring that the limiting set of spectral pollution of A and B coincide. Our results show that, under perturbation, this limiting set behaves in a similar fashion as the essential spectrum.
Spectral Pollution and How to Avoid It (With Applications to Dirac and Periodic Schrödinger Operators)
CNRS and Laboratoire de Mathématiques (CNRS UMR 8088), Université de Cergy-Pontoise（法国国家科学研究中心与数学实验室（CNRS UMR 8088），塞吉蓬图瓦兹大学）；Ceremade (CNRS UMR 7534), Université Paris-Dauphine（巴黎道夫菲纳大学与决策数学实验室（CNRS UMR 7534））
A simple iterative scheme is proposed for locating the parameter values for which a 2-parameter family of real symmetric matrices has a double eigenvalue. The convergence is proved to be quadratic. An extension of the scheme to complex Hermitian matrices (with 3 parameters) and to location of triple eigenvalues (5 parameters for real symmetric matrices) is also described. Algorithm convergence is illustrated in several examples: a real symmetric family, a complex Hermitian family, a family of matrices with an "avoided crossing" (no covergence) and a 5-parameter family of real symmetric matrice…
We establish spectral enclosures and spectral approximation results for the inhomogeneous lossy Drude-Lorentz system with purely imaginary poles, in a possibly unbounded Lipschitz domain of $\mathbb{R}^3$. Under the assumption that the coefficients $θ_e$, $θ_m$ of the material are asymptotically constant at infinity, we prove that: 1) the essential spectrum can be decomposed as the union of the spectrum of a bounded operator pencil in the form $- \operatorname{div} p(ω) \nabla$ and of a second order $\operatorname{curl} \operatorname{curl}_0 - V_{e,\infty}(ω)$ pencil with constant coefficients…
The paper concerns the spectral theory for a class of non-self-adjoint block convolution operators. We mainly discuss the spectral representations of such operators. It is considered the general case of operators defined on Banach spaces. The main results are applied to periodic Jacobi matrices.
The necessary and sufficient conditions are given for a sequence of complex numbers to be the periodic (or antiperiodic) spectrum of non-self-adjoint Dirac operator.
We characterize possible spectra of rank-one perturbations B of a self-adjoint operator A with discrete spectrum and, in particular, prove that the spectrum of B may include any number of real or non-real eigenvalues of arbitrary algebraic multiplicity
In this paper we construct the spectral expansion for the non-self-adjoint differential operators generated in the space of vektor functions by the ordinary differential expression of arbitrary order with the periodic matrix coefficients by using the essential spectral singularities, singular quasimomenta and the series with parenthesis.
For a given self-adjoint operator $A$ with discrete spectrum, we completely characterize possible eigenvalues of its rank-one perturbations~$B$ and discuss the inverse problem of reconstructing $B$ from its spectrum.
We give a spectral description of the semi-classical Schrodinger operator with a piecewise linear, complex valued potential. Moreover, using these results, we show how an arbitrarily small bounded perturbation of a non-self-adjoint operator can completely change the spectrum of the operator.
In this paper we construct the spectral expansion for the differential operator generated in all real line by ordinary differential expression of arbitrary order with periodic complex-valued coefficients by introducing new concepts as essential spectral singularities and singular quasimomenta and using the series with parenthesis. Moreover, we find a criteria for which the spectral expansion coincides with the Gelfand expansion for the self-adjoint case.
We study the spectral theory of operators, generated as direct sums of self-adjoint extensions of quasi-differential minimal operators on a multi-interval set (self-adjoint vector-operators), acting in a Hilbert space. Spectral theorems for such operators are discussed, the structure of the ordered spectral representation is investigated for the case of differential coordinate operators. One of the main results is the construction of spectral resolutions. Finally, we study the matters connected with analytical decompositions of generalized eigenfunctions of such vector-operators and build a ma…
In this paper we investigate the non-self-adjoint operator H generated in all real line by the Mathieu-Hill equation with a complex-valued potential. We find a necessary and sufficient conditions on the potential for which H has no spectral singularity at infinity and it is an asymptotically spectral operator. Moreover, we give a detailed classification, stated in term of the potential, for the form of the spectral decomposition of the operator H by investigating the essential spectral singularities.
Let $u=\int_{-\infty}^{+\infty}λdE_λ$ be a self-adjoint operator in a Hilbert space $H$. Our purpose is to provide a non-standard description of the spectral family $(E_λ)$ and the generalized Gelfand eigenvectors.
We obtain uniform, with respect to t asymptotic formulas for the eigenvalues of the operators generated in (0,1) by the Mathieu-Hill equation with a complex-valued potential and by the t-periodic boundary conditions. Then using it we investigate the non-self-adjoint Mathieu-Hill operator H generated in the allreal line by the same equation and establish the necessary and sufficient conditions for the potential for which H has no spectral singularity at infinity and it is an asymptotically spectral operator.
We introduce concepts of essential numerical range for the linear operator pencil $λ\mapsto A-λB$. In contrast to the operator essential numerical range, the pencil essential numerical ranges are, in general, neither convex nor even connected. The new concepts allow us to describe the set of spectral pollution when approximating the operator pencil by projection and truncation methods. Moreover, by transforming the operator eigenvalue problem $Tx=λx$ into the pencil problem $BTx=λBx$ for suitable choices of $B$, we can obtain non-convex spectral enclosures for $T$ and, in the study of truncati…
Let $H_0$ and $H$ be self-adjoint operators in a Hilbert space. In the scattering theory framework, we describe the essential spectrum of the difference $φ(H)-φ(H_0)$ for piecewise continuous functions $φ$. This description involves the scattering matrix for the pair $H$, $H_0$.
We study the spectrum of unbounded J-self-adjoint block operator matrices. In particular, we prove enclosures for the spectrum, provide a sufficient condition for the spectrum being real and derive variational principles for certain real eigenvalues even in the presence of non-real spectrum. The latter lead to lower and upper bounds and asymptotic estimates for eigenvalues.
We give a self-contained presentation of the theory of self-adjoint extensions using the technique of boundary triples. A description of the spectra of self-adjoint extensions in terms of the corresponding Krein maps (Weyl functions) is given. Applications include quantum graphs, point interactions, hybrid spaces, singular perturbations.
We study the trace class perturbations of the half-line, discrete Laplacian and obtain a new bound for the perturbation determinant of the corresponding non-self-adjoint Jacobi operator. Based on this bound, we obtain the Lieb--Thirring inequalities for such operators. The spectral enclosure for the discrete spectrum and embedded eigenvalues are also discussed.
This text is a slightly expanded version of my 6 hour mini-course at the PDE-meeting in Évian-les-Bains in June 2009. The first part gives some old and recent results on non-self-adjoint differential operators. The second part is devoted to recent results about Weyl distribution of eigenvalues of elliptic operators with small random perturbations.
The inverse problem of spectral analysis for the non-self-adjoint matrix Sturm-Liouville operator on a finite interval is investigated. We study properties of the spectral characteristics for the considered operator, and provide necessary and sufficient conditions for the solvability of the inverse problem. Our approach is based on the constructive solution of the inverse problem by the method of spectral mappings. The characterization of the spectral data in the self-adjoint case is derived as a corollary of the main result.
We investigate the spectrum of a typical non-self-adjoint differential operator $AD=-d^2/dx^2\otimes A$ acting on $\Lp(0,1)\otimes \mathbb{C}^2$, where $A$ is a $2\times 2$ constant matrix. We impose Dirichlet and Neumann boundary conditions in the first and second coordinate respectively at both ends of $[0,1]\subset\mathbb{R}$. For $A\in \mathbb{R}^{2\times 2}$ we explore in detail the connection between the entries of $A$ and the spectrum of $AD$, we find necessary conditions to ensure similarity to a self-adjoint operator and give numerical evidence that suggests a non-trivial spectral evo…
In the first part of this manuscript a relationship between the spectrum of self-adjoint operator matrices and the spectra of their diagonal entries is found. This leads to enclosures for spectral points and in particular, enclosures for eigenvalues. We also consider graph invariant subspaces, and their corresponding angular operators. The existence of a bounded angular operator leads to basis properties of the first component of eigenvectors of operator matrices for which the corresponding eigenvalues lie in a half line. The results are applied to an example from magnetohydrodynamics.
The paper pursues three objectives. Firstly, we provide an expanded version of spectral analysis of self-adjoint Toeplitz operators, initially built by M. Rosenblum in the 1960's. We offer some improvements to Rosenblum's approach: for instance, our proof of the absolute continuity, relying on a weak version of the limiting absorption principle, is more direct. Secondly, we study in detail Toeplitz operators with finite spectral multiplicity. In particular, we introduce generalized eigenfunctions and investigate their properties. Thirdly, we develop a more detailed spectral analysis for piecew…
In the smooth scattering theory framework, we consider a pair of self-adjoint operators $H_0$, $H$ and discuss the spectral projections of these operators corresponding to the interval $(-\infty,λ)$. The purpose of the paper is to study the spectral properties of the difference $D(λ)$ of these spectral projections. We completely describe the absolutely continuous spectrum of the operator $D(λ)$ in terms of the eigenvalues of the scattering matrix $S(λ)$ for the operators $H_{0}$ and $H$. We also prove that the singular continuous spectrum of the operator $D(λ)$ is empty.
We provide a comparative treatment of some aspects of spectral theory for self-adjoint and non-self-adjoint (but J-self-adjoint) Dirac-type operators connected with the defocusing and focusing nonlinear Schrödinger equation, of relevance to nonlinear optics. In addition to a study of Dirac and Hamiltonian systems, we also introduce the concept of Weyl-Titchmarsh half-line m-coefficients (and 2 x 2 matrix-valued M-matrices) in the non-self-adjoint context and derive some of their basic properties. We conclude with an illustrative example showing that crossing spectral arcs in the non-self-adjoi…
We consider the self-adjoint Dirac operators on a finite interval with summable matrix-valued potentials and general boundary conditions. For such operators, we study the inverse problem of reconstructing the potential and the boundary conditions of the operator from its eigenvalues and suitably defined norming matrices.
This paper addresses two different but related questions regarding an unbounded symmetric tridiagonal operator: its self-adjointness and the approximation of its spectrum by the eigenvalues of its finite truncations. The sufficient conditions given in both cases improve and generalize previously known results. It turns out that, not only self-adjointness helps to study limit points of eigenvalues of truncated operators, but the analysis of such limit points is a key help to prove self-adjointness. Several examples show the advantages of these new results compared with previous ones. Besides, a…
We study finitely cyclic self-adjoint operators in a Hilbert space, i.e. self-adjoint operators that posses such a finite subset in the domain that the orbits of all its elements with respect to the operator are linearly dense in the space. One of the main goals here is to obtain the representation theorem for such operators in a form analogous to the one well-known in the cyclic self-adjoint operators case. To do this, we present here a detailed introduction to matrix measures, to the matrix measure $L^2$ spaces, and to the multiplication by scalar functions operators in such spaces. This all…
The matrix Sturm-Liouville operator on a finite interval with the boundary conditions in the general self-adjoint form and with the singular potential from the class $W_2^{-1}$ is studied. This operator generalizes Sturm-Liouville operators on geometrical graphs. We investigate structural and asymptotical properties of the spectral data (eigenvalues and weight matrices) of this operator. Furthermore, we prove the uniqueness of recovering the operator from its spectral data, by using the method of spectral mappings.
We derive necessary and sufficient conditions for a one-dimensional periodic Schrödinger (i.e., Hill) operator H=-d^2/dx^2+V in L^2(R) to be a spectral operator of scalar type. The conditions demonstrate the remarkable fact that the property of a Hill operator being a spectral operator is independent of smoothness (or even analyticity) properties of the potential V.
We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically uncomputable for similar matrices of a larger size. We also describe a stochastic family of bounded operators in infinite dimensions for almost all of which the eigenvectors generate a dense linear subspace, but the eigenvalues do not determine the spectrum. Our results imply that the spectrum of the non-self-adjoint Anderson model changes suddenly as one passes…
The inverse problem for the differential operator pencil with complex periodic potential and discontinuous coefficients on the axis is studied. Main characteristics of the fundamental solutions are investigated, the spectrum of the operator is studied. We give formulation of the inverse problem, prove a uniqueness theorem and provide a constructive procedure for the solution of the inverse problem
This text is a survey of recent results obtained by the author and collaborators on different problems for non-self-adjoint operators. The topics are: Kramers-Fokker-Planck type operators, spectral asymptotics in two dimensions and Weyl asymptotics for the eigenvalues of non-self-adjoint operators with small random perturbations. In the introduction we also review the notion of pseudo-spectrum and its relation to non-self-adjoint spectral problems.
In this paper we investigate the one-dimensional Schrodinger operator L(q) with complex-valued periodic potential q when q\inL_{1}[0,1] and q_{n}=0 for n=0,-1,-2,..., where q_{n} are the Fourier coefficients of q with respect to the system {e^{i2πnx}}. We prove that the Bloch eigenvalues are (2πn+t)^{2} for n\inZ, t\inC and find explicit formulas for the Bloch functions. Then we consider the inverse problem for this operator.
We develop the spectral and scattering theory for self-adjoint Hankel operators $H$ with piecewise continuous symbols. In this case every jump of the symbol gives rise to a band of the absolutely continuous spectrum of $H$. We construct wave operators relating simple "model" (that is, explicitly diagonalizable) Hankel operators for each jump and the given Hankel operator $H$. We show that the set of all these wave operators is asymptotically complete. This determines the absolutely continuous part of $H$. We also prove that the singular continuous spectrum of $H$ is empty and that its eigenval…
We study location of eigenvalues of one-dimensional discrete Schrödinger operators with complex $\ell^{p}$-potentials for $1\leq p\leq \infty$. In the case of $\ell^{1}$-potentials, the derived bound is shown to be optimal. For $p>1$, two different spectral bounds are obtained. The method relies on the Birman-Schwinger principle and various techniques for estimations of the norm of the Birman-Schwinger operator.
We consider the non-self-adjoint Sturm-Liouville operator on a finite interval. The inverse spectral problem is studied, which consists in recovering this operator from its eigenvalues and generalized weight numbers. We prove local solvability and stability of this inverse problem, relying on the method of spectral mappings. Possible splitting of multiple eigenvalues is taken into account.
We consider self-adjoint extensions of differential operators of the type $ (-\frac{d^2}{dr^2} + \frac{l(l+1)}{r^2})^3 $ on the real semi-axis for l=1,2 with two kinds of boundary conditions: first that nullify the value of a function and its first derivative and second that nullify the 4th (l=1) or the 3rd (l=2) derivative. We calculate the expressions for the correponding resolvents and derive spectral decompositions. These types of boundary conditions are interesting from the physical point of view, especially the second ones, which give an example of emergence of long-range action in excha…
