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We consider the solution of the large-scale nonsymmetric algebraic Riccati equation XCX − XD − AX + B = 0, with M ≡ [D,−C;−B,A] ∈ R(n1+n2)×(n1+n2) being a nonsingular M-matrix. In addition, A and D are sparselike, with the products A−1u, A−⊤u, D−1v, and D−⊤v computable in O(n) complexity (with n = max{n1, n2}), for some vectors u and v, and B, C are low ranked. The structure-preserving doubling algorithms (SDA) by Guo, Lin, and Xu [Numer. Math., 103 (2006), pp. 392–412] is adapted, with the appropriate applications of the Sherman–Morrison– Woodbury formula and the sparse-plus-low-rank representations of various iterates. The resulting large-scale doubling algorithm has an O(n) computational complexity and memory requirement per iteration and converges essentially quadratically. A detailed error analysis, on the effects of truncation of iterates with an explicit forward error bound for the approximate solution from the SDA, and some numerical results will be presented.

Thetransmissioneigenvalueproblem,besidesitscriticalroleininversescattering problems, deserves special interest of its own due to the fact that the corresponding differen- tial operator is neither elliptic nor self-adjoint. In this paper, we provide a spectral analysis and propose a novel iterative algorithm for the computation of a few positive real eigen- values and the corresponding eigenfunctions of the transmission eigenvalue problem. Based on approximation using continuous finite elements, we first derive an associated symmetric quadratic eigenvalue problem (QEP) for the transmission eigenvalue problem to eliminate the nonphysical zero eigenvalues while preserve all nonzero ones. In addition, the derived QEP enables us to consider more refined discretization to overcome the limitation on the number of degrees of freedom. We then transform the QEP to a parameterized symmet- ric definite generalized eigenvalue problem (GEP) and develop a secant-type iteration for solving the resulting GEPs. Moreover, we carry out spectral analysis for various existence intervals of desired positive real eigenvalues, since a few lowest positive real transmission eigenvalues are of practical interest in the estimation and the reconstruction of the index of refraction. Numerical experiments show that the proposed method can find those desired smallest positive real transmission eigenvalues accurately, efficiently, and robustly.

In this paper, a structure-preserving algorithm is developed for the computation of a semi-stabilizing solution of a Generalized Algebraic Riccati Equation (GARE). The semi-stabilizing solution of GAREs has been used to characterize the solvability of the (J, J ′ )-spectral factorization problem in control theory for general rational matrices which may have poles and zeros on the extended imaginary axis. The main difficulty in solving such a GARE lies in the fact that its associated Hamiltonian/skew-Hamiltonian pencil has eigenvalues on the extended imaginary axis. Consequently, it is not clear which eigenspace of the associated Hamiltonian/skew-Hamiltonian pencil can characterize the desired semi-stabilizing solution. That is, it is not clear which eigenvectors and principal vectors corresponding to the eigenvalues on the extended imaginary axis should be contained in the eigenspace that we wish to compute. Hence, the well-known generalized eigenspace approach for the classical algebraic Riccati equations cannot be employed directly. The proposed algorithm consists of a structure-preserving doubling algorithm (SDA) and a postprocessing procedure to determine the desired eigenvectors and principal vectors corresponding to the purely imaginary and infinite eigenvalues. Under mild assumptions, linear convergence of rate 1/2 for the SDA is proved. Numerical experiments illustrate that the proposed algorithm performs efficiently and reliably.

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The standard Yee's scheme for the Maxwell eigenvalue problems places the discrete electric field variable at the midpoints of the edges of the grid cells. It performs well when the permittivity is a scalar field. However, when the permittivity is a Hermitian full tensor filed it would generate un-physical complex eigenvalues or frequencies. In this paper, we propose a finite element method which can be interpreted as a modified Yee's scheme to overcome this difficulty. This interpretation enables us to create a fast FFT eigensolver that can compute very effectively the band structure of the anisotropic photonic crystal with SC and FCC lattices. Furthermore, we overcome the usual large null space associated with the Maxwell eigenvalue problem by deriving a null-space free discrete eigenvalue problem which involves a crucial Hermitian positive definite linear system to be solved in each of the iteration steps. It is demonstrated that the CG method without preconditioning converges in 37 iterations even when the dimension of the matrix is as large as $5,184,000$.

This article focuses on numerically studying the eigenstructure behavior of generalized eigenvalue problems (GEPs) arising in three dimensional (3D) source-free Maxwell's equations with magnetoelectric coupling effects which model 3D reciprocal chiral media. It is challenging to solve such a large-scale GEP efficiently. We combine the null-space free method with the inexact shift-invert residual Arnoldi method and MINRES linear solver to solve the GEP with a matrix dimension as large as 5,308,416. The eigenstructure is heavily determined by the chirality parameter $\gamma$. We show that all the eigenvalues are real and finite for a small chirality $\gamma$. For a critical value $\gamma = \gamma^*$, the GEP has $2 \times 2$ Jordan blocks at infinity eigenvalues. Numerical results demonstrate that when $\gamma$ increases from $\gamma^*$, the $2 \times 2$ Jordan block will first split into a complex conjugate eigenpair, then rapidly collide with the real axis and bifurcate into positive (resonance) and negative eigenvalues with modulus smaller than the other existing positive eigenvalues. The resonance band also exhibits an anticrossing interaction. Moreover, the electric and magnetic fields of the resonance modes are localized inside the structure, with only a slight amount of field leaking into the background (dielectric) material.

We consider the solution of large-scale Lyapunov and Stein equations. For Stein equations, the well-known Smith method will be adapted, with A_k = A^{2^k} not explicitly computed but in the recursive form A_k = A^{2^k}, and the fast growing but diminishing components in the approximate solutions truncated. Lyapunov equations will be first treated with the Cayley transform before the Smith method is applied. For algebraic equations with numerically low-ranked solutions of dimension <i>n</i>, the resulting algorithms are of an efficient <i>O</i>(<i>n</i>) computational complexity and memory requirement per iteration and converge essentially quadratically. An application in the estimation of a lower bound of the condition number for continuous-time algebraic Riccati equations is presented, as well as some numerical results.

In this paper, we study the decomposition of the Nehari manifold via the combination of concave and convex nonlinearities. Furthermore, we use this result and the LjusternikSchnirelmann category to prove that the existence of multiple positive solutions for a Dirichlet problem involving critical Sobolev exponent.

In this paper, we study the existence of homoclinic solutions for a class of fourth order differential equations. By using variational methods, the existence and the non-existence of nontrivial homoclinic solutions are obtained, depending on a parameter.