A Minimum Principle for the Smallest Eigenvalue for Second Order Linear Elliptic Equations with Natural Boundary Conditions.
PURDUE UNIV LAFAYETTE IND DEPT OF MATHEMATICS
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This paper gives a new characterization of the smallest eigenvalue for second order linear elliptic partial differential equations, not necessarily self-adjoint, with both natural and Dirichlet boundary conditions, and also give a new alternative numerical method for calculating both the smallest eigenvalue and corresponding eigenvector in the case of natural boundary conditions. The smallest eigenvalue, if appropriate sign changes are made, determines the stability of equilibrium solutions to certain second order nonlinear partial differential equations. The corresponding eigenvector enables one to determine the first approximation of the solution of the nonlinear equation to variations of the initial conditions from the equilibrium solution. These nonlinear equations are important in the applications. For these reasons it is important to have these characterizations of the smallest eigenvalue and eigenvector. Our method converts the determination of the eigenvalue and eigenvector to determining the solution of a stationary stochastic control problem. This latter problem is solved and from it a numerical scheme arises naturally. This method appears to have applications in solving other problems.
- Statistics and Probability