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Excuse me for a bit of an vague question, but I haven't been able to find a definite answer for this for quite some time. My question is regarding (mostly non-normal )linear operators and their discretization. If we know that the operator has part of spectrum which is continuous, and we discretize the operator and obtain the eigenvalues numerically, what do we expect to see ?

Could anyone explain the "main idea" behind how continuous spectrum will show up upon discretization of the operator itself ?

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    $\begingroup$ the spectrum remains continuous, but bounded --- see the example of the discrete Laplacian discussed here: math.stackexchange.com/questions/32699/… $\endgroup$ Commented Apr 7, 2015 at 20:29
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    $\begingroup$ We see this kind of thing in applied dynamics quite often. You see eigenvalues corresponding to the discrete part of the spectrum and then a blob of other eigenvalues corresponding to the continuous part of the spectrum. See for example Figure 5 in math.uvic.ca/faculty/aquas/papers/paper50.pdf $\endgroup$ Commented Apr 8, 2015 at 0:56
  • $\begingroup$ @justin.b Could you explain a bit more what do you mean by "discretization of a linear operator". I think you mean something much more concrete. Do you mean a differential operator? Could you demonstrate the discretization of, for example, a Schrodinger operator on a line (or Sturm-Liouville op.). Perhaps there could be some convergence relation between the "discrete" operator and the original one. Then there are theorems on a relation between their spectra. $\endgroup$
    – Twi
    Commented Apr 20, 2015 at 20:39

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Perhaps a concrete and simple example is helpful to develop intuition. Take the Laplacian $-d^2/dx^2$ on $\mathbb{R}$. The spectrum is continuous and unbounded, $E(k)=k^2$, $k\in\mathbb{R}$.

Now discretize the $x$ variable on $\mathbb{Z}$. The spectrum remains continuous, but becomes bounded, $\tilde{E}(k)=2-2\cos k$, $k\in(-\pi,\pi]$. Notice that for small $k$ the two spectra coincide, $\tilde{E}(k)=E(k)+{\rm order}(k^4)$. Small $k$ means large wave lengths, and the discretization is not noticed if the wave length is larger than the spacing of the discretization.

You ask: "when we discretize the eigenvalues numerically, what do we expect to see?" The discrete spectrum appears not because of the discretization, but because numerically you will need to consider a finite system, rather than an infinite system. So you will restrict $x$ to some finite interval $(-N,N]$ of $\mathbb{Z}$ and you will need to introduce boundary conditions at the end points. Periodic boundary conditions are convenient, then the spectrum becomes $E_n=2-2\cos(n\pi/N)$, $-N<n\leq N$. For other boundary conditions the formula is different, but the spectrum remains discrete.

This is for a self-adjoint operator with a real spectrum, but I think the same applies to a non-self-adjoint operator: numerically you find a discrete spectrum not because of the discretization, but because of the finite system.

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