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This work is to propose an iterative method of choice to compute a stable subspace of a regular matrix pencil. This approach is to define a sequence of matrix pencils via particular left null spaces. We show that this iteration preserves a discrete-type flow depending only on the initial matrix pencil. Via this recursion relationship, we propose an accelerated iterative method to compute the stable subspace and use it to provide a theoretical result to solve the principal square root of a given matrix, both nonsingular and singular. We show that this method can not only find out the matrix square root, but also construct an iterative approach which converges to the square root with any desired order.

Peskin's Immersed Boundary (IB) method is one of the most popular numerical methods for many years and has been applied to problems in mathematical biology, fluid mechanics, material sciences, and many other areas. Peskiness IB method is associated with discrete delta functions. It is believed that the IB method is first order accurate in the $L^{\infty}$ norm. But almost no rigorous proof could be found in the literature until recently [Mori, Comm. Pure. Appl. Math: 61:2008] in which the author showed that the velocity is indeed first order accurate for the Stokes equations with a periodic boundary condition. In this paper, we show first order convergence with a $\log h$ factor of the IB method for elliptic interface problems with Dirichlet boundary conditions.

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No abstract uploaded!