Literature DB >> 16592231

On a variational formula for the principal eigenvalue for operators with maximum principle.

M D Donsker1, S R Varadhan.   

Abstract

In this paper a variational formula is obtained for the principal eigenvalue for operators with maximum principle. This variational formula does not require the operators to be self-adjoint. But if they are self-adjoint this formula reduces to the classical Rayleigh-Ritz formula.

Year:  1975        PMID: 16592231      PMCID: PMC432403          DOI: 10.1073/pnas.72.3.780

Source DB:  PubMed          Journal:  Proc Natl Acad Sci U S A        ISSN: 0027-8424            Impact factor:   11.205


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