A two-grid discretization scheme for eigenvalue problems

Xu, Jinchao; Zhou, Aihui

doi:10.1090/S0025-5718-99-01180-1

A two-grid discretization scheme for eigenvalue problems
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Math. Comp. 70 (2001), 17-25 Request permission

Abstract:

A two-grid discretization scheme is proposed for solving eigenvalue problems, including both partial differential equations and integral equations. With this new scheme, the solution of an eigenvalue problem on a fine grid is reduced to the solution of an eigenvalue problem on a much coarser grid, and the solution of a linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy.

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