Verified partial eigenvalue computations using contour integrals for Hermitian generalized eigenproblems

We propose a verified computation method for partial eigenvalues of a Hermitian generalized eigenproblem. The block Sakurai-Sugiura Hankel method, a contour integral-type eigensolver, can reduce a given eigenproblem into a generalized eigenproblem of block Hankel matrices whose entries consist of complex moments. In this study, we evaluate all errors in computing the complex moments. We derive a truncation error bound of the quadrature. Then, we take numerical errors of the quadrature into account and rigorously enclose the entries of the block Hankel matrices. Each quadrature point gives rise to a linear system, and its structure enables us to develop an efficient technique to verify the approximate solution. Numerical experiments show that the proposed method outperforms a standard method and infer that the proposed method is potentially efficient in parallel.Comment: 15 pages, 4 figures, 1 tabl

Complex moment-based methods for differential eigenvalue problems

This paper considers computing partial eigenpairs of differential eigenvalue problems (DEPs) such that eigenvalues are in a certain region on the complex plane. Recently, based on a "solve-then-discretize" paradigm, an operator analogue of the FEAST method has been proposed for DEPs without discretization of the coefficient operators. Compared to conventional "discretize-then-solve" approaches that discretize the operators and solve the resulting matrix problem, the operator analogue of FEAST exhibits much higher accuracy; however, it involves solving a large number of ordinary differential equations (ODEs). In this paper, to reduce the computational costs, we propose operation analogues of Sakurai-Sugiura-type complex moment-based eigensolvers for DEPs using higher-order complex moments and analyze the error bound of the proposed methods. We show that the number of ODEs to be solved can be reduced by a factor of the degree of complex moments without degrading accuracy, which is verified by numerical results. Numerical results demonstrate that the proposed methods are over five times faster compared with the operator analogue of FEAST for several DEPs while maintaining almost the same high accuracy. This study is expected to promote the "solve-then-discretize" paradigm for solving DEPs and contribute to faster and more accurate solutions in real-world applications.Comment: 26 pages, 9 figure

非線形放物型方程式に対する解の精度保証付き数値計算理論の研究

科学研究費助成事業 研究成果報告書：若手研究(B)2015-2017課題番号 : 15K1759

Verified computations for hyperbolic 3-manifolds

For a given cusped 3-manifold M admitting an ideal triangulation, we describe a method to rigorously prove that either M or a filling of M admits a complete hyperbolic structure via verified computer calculations. Central to our method are an implementation of interval arithmetic and Krawczyk's Test. These techniques represent an improvement over existing algorithms as they are faster, while accounting for error accumulation in a more direct and user friendly way.Mathematic