Numerical Strategies for Solving Multiparameter Spectral Problems

  • Pierluigi AmodioEmail author
  • Giuseppina Settanni
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11974)


We focus on the solution of multiparameter spectral problems, and in particular on some strategies to compute coarse approximations of selected eigenparameters depending on the number of oscillations of the associated eigenfunctions. Since the computation of the eigenparameters is crucial in codes for multiparameter problems based on finite differences, we herein present two strategies. The first one is an iterative algorithm computing solutions as limit of a set of decoupled problems (much easier to solve). The second one solves problems depending on a parameter \(\sigma \in [0,1]\), that give back the original problem only when \(\sigma =1\). We compare the strategies by using well known test problems with two and three parameters.


Multiparameter spectral problems High order methods Finite difference schemes 


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Authors and Affiliations

  1. 1.Dipartimento di MatematicaUniversità degli Studi di Bari “Aldo Moro”BariItaly

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