Finite Element Analysis. Barna Szabó
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and hence
Importantly, it can be shown that any function
(1.142)
where
The Rayleigh15 quotient is defined by
(1.144)
Eigenvalues are usually numbered in ascending order. Following that convention,
(1.145)
that is, the smallest eigenvalue is the minimum of the Rayleigh quotient and the corresponding eigenfunction is the minimizer of
(1.146)
where
(1.147)
When the eigenvalues are computed numerically then the minimum of the Rayleigh quotient is sought on the finite‐dimensional space
The following example illustrates that in a sequence of numerically computed eigenvalues only the lower eigenvalues will be approximated well. It is possible, however, at least in principle, to obtain good approximation for any eigenvalue by suitably enlarging the space
Example 1.15 Let us consider the eigenvalue problem
This equation models (among other things) the free vibration (natural frequencies and mode shapes) of a string of length
(1.149)
where ai, bi are coefficients determined from the initial conditions and
(1.150)
satisfies eq. (1.148).
If we approximate the eigenfunctions using uniform mesh,