JOURNAL OF MATHEMATICAL PHYSICS 50, 073505 2009

Iteration stability for simple Newtonian stellar systems

Richard H. Price,1,a Charalampos Markakis,2,b and John L. Friedman2,c
1

Center for Gravitational Wave Astronomy, 80 Fort Brown, Brownsville, Texas 78520, USA 2 Department of Physics, University of Wisconsin-Milwaukee, P.O. Box 413, Milwaukee, Wisconsin 53201, USA Received 10 March 2009; accepted 6 June 2009; published online 13 July 2009

For an equation of state in which pressure is a function only of density, the analysis of Newtonian stellar structure is simple in principle if the system is axisymmetric or consists of a corotating binary. It is then required only to solve two equations: one stating that the injection energy, , a potential, is constant throughout the stellar uid, and the other being the integral over the stellar uid to give the gravitational potential. An iterative solution of these equations generally diverges if is held xed, but converges with other choices. To understand the mathematical reasons for this, we start the iteration from an approximation that is perturbatively different from the actual solution and, for the current study, conne ourselves to spherical symmetry. A cycle of iteration is treated as a linear updating operator, and the properties of the linear operator, especially its spectrum, determine the convergence properties. We analyze updating operators both in the nite dimensional space corresponding to a nite difference representation of the problem and in the continuum, and we nd that the xed- operator is self-adjoint and generally has an eigenvalue greater than unity; in the particularly important case of a polytropic equation of state with index greater than unity, we prove that there must be such an eigenvalue. For xed central density, on the other hand, we nd that the updating operator has only a single eigenvector with zero eigenvalue and is nilpotent in nite dimension, thereby giving a convergent solution. 2009 American Institute of Physics. DOI: 10.1063/1.3166136

I. INTRODUCTION A. Background

For a star, or a binary pair of stars, modeled as a barotropic uid rotating with a known dependence of the rotation rate on the radial distance from the rotation axis, there are two Newtonian forces per unit mass acting on a uid element. The pressure gradient contributes , where is the 1 p, where is the stellar uid mass density; gravity contributes Newtonian potential. The equivalence of these forces per unit mass to the centripetal acceleration is p+ =
2

1.1

For cold stellar uid, as in a neutron star, thermal transport is unimportant and the pressure can be considered to be a function only of the density. The force equation 1.1 can then be written as

a b c

Electronic mail: rprice@phys.utb.edu. Electronic mail: markakis@uwm.edu. Electronic mail: friedman@uwm.edu. 50, 073505-1 2009 American Institute of Physics

0022-2488/2009/50 7 /073505/19/$25.00

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1 2

J. Math. Phys. 50, 073505 2009

2 2

h+

= 0,

1.2

where h, the specic enthalpy, is dened by h dp

0

1.3

The equations of stellar structure can then be taken as h+ 1 2

2 2

= ,

1.4

x =G

x xx

d 3x ,

1.5

in which the second equation is the Poisson integral for the gravitational potential . With h a x and x , and specied function of , these two equations constitute the basis for nding hence for solving the problem of stellar structure. Two essentially different iterative methods have been used to solve this nonlinear system; each was developed rst in the Newtonian context and then extended to full general relativity. A NewtonRaphson method was rst used by James1 and Stoeckly2 see also Refs. 3 and 4 . In this method the two equations 1.4 and 1.5 must be solved simultaneously, requiring the inversion of a large matrix. The second method, the so-called self-consistent eld SCF method, rst introduced in the context of rotating stars by Ostriker and Mark,5 is much simpler computationally. In this method one rst solves one of the pair 1.4 and 1.5 and then the other. In the SCF as well as the NewtonRaphson method, iteration requires xing two parameters to be held constant during the iteration. Typically one of these is the rotation law, such as the condition of uniform rotation = const. The most obvious choice for a second condition would be a xed value of the injection energy in Eq. 1.4 . For this choice, the iteration starts with a guess for a density prole x ; Eq. 1.5 can then be solved for x ; this result for x is put in Eq. 1.4 , which is solved for h x ; nally, from the form of the functional relationship between and h, a new, iterated, solution is found for x . This cycle is then repeated. It is found that with held xed, the SCF iteration does not converge. For other choices, however, the iteration does converge. For rotating stars, for example, the SCF iteration converges if the central density is held xed. To achieve convergence, Ostriker and Mark and many subsequent authors xed the total mass, while Hachisu6 xed the ratio of polar to equatorial radius. Although computational astrophysicists have found success using the SCF method, no explanation has ever been given for the relationship between the convergence of iteration and the xed conditions of the iteration. For the exact, continuum equations, the SCF iteration is equivalent to a nonlinear xed point problem in suitable function spaces. Schaudt7 see also references therein xed the central density and showed nonlinear stability of this problem in order to prove existence and uniqueness of solutions. Ostriker and Marck5 mentioned unpublished work showing stability for a particularly simple case the n = 1 polytrope to be discussed below , but we are not aware of other analytic studies of iterative stability of the SCF method of constructing stellar models. In this paper we provide a mathematical explanation for the convergence/divergence properties of the SCF iteration. Part of the motivation for doing this is the hope that improved understanding of the SCF method will lead to simpler schemes for computing the structure of rapidly rotating neutron stellar models in general relativity. However, most of the motivation is curiosity about a feature of computations that has been known but unexplained for more than 40 years. We have approached this problem by considering the iteration to start very close to a solution of Eqs. 1.4 and 1.5 . That is, we start with an initial guess for x that is perturbatively different from the exact function that would solve Eqs. 1.4 and 1.5 . The exact structure problems 1.4 , , , the differences between the true and 1.5 are then replaced by the equations for h,

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values of h , , , , and the values at the start of an iteration cycle. Higher order terms in these perturbations are dropped, resulting in linear equations for the perturbations x xx = 0. A cycle of iteration then starts with an with the rotation law xed during the iteration, and ends with an iterated perturbation . One round of iteration, thereinitial perturbation x . Whether or not this linearfore, constitutes a linear updating of the density perturbation ized iteration converges depends on the properties of the linear operator that performs the updating. It is fairly clear that convergence of the linearized problem of Eq. 1.6 is a necessary condition for convergence of the SCF iterative solution to the exact equations 1.4 and 1.5 . Our working assumption is that it is also a sufcient condition; i.e., if the linearized iteration converges, then iteration of the exact problem will also converge if the iteration is started close enough to the exact solution. Our numerical results support this assumption: exact iteration converged if and only if linearized iteration converged. The analysis of convergence then becomes a study of the properties of the linear updating operator. We nd that for xed- iteration the linear updating operator is self-adjoint and not surprisingly generally has an eigenvalue larger than unity. Less expected is the result of the study of the cases in which iteration does converge. Here it is found that the eigenbasis is not complete, but for a nite difference representation of the equations is nilpotent and can usefully be understood with a Jordan decomposition into generalized eigenvectors. The evidence for these explanations, for both rotating stars and binaries, is extensive but consists largely of numerical results. The simplicity of the spherical case, on the other hand, allows some very denitive and interesting mathematical results and physical insights, and it is that case that we present here. d 3x

h+

x =G

1.6

B. Spherically symmetric equations

In spherical symmetry the structure problem is that of determining r and r , where r is the radial distance from the center of symmetry. Since = 0 in the spherical case, the equation of hydrodynamic equilibrium reduces to h+ = . 1.7

It is convenient to consider the enthalpy h rather than the density to be the unknown structure function, so we assume that is a known invertible functional of h given by = h . 1.8

In the particular and very common case of a polytropic equation of state, p=K the enthalpy function is h=K 1+n so that h = h/K 1 + n
n 1/n 1+1/n

1.9

1.10

1.11

The Poisson equation for spherical symmetry, in terms of h, is

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r R

J. Math. Phys. 50, 073505 2009

r =4 G

1 r

hr
0

r 2dr +
r

hr

r dr

1.12

and we assume that is nite at r = 0 so that 0 is nite. With differentiation this system can be cast as the following differential equation for h r : 1 d 2 dh r = 4 Gr2 dr dr hr . 1.13

Equation 1.12 is equivalent to this differential equation with the constraint that h r be analytic at r = 0. The value r = R at which h rst vanishes determines the radius R of the stellar surface and the boundary of the domain in which Eq. 1.7 applies. The linearization of the spherical problem leads to the equations h+ 1 r
r

=
old

,
R

1.14 Pr
r old

=4 G in which

Pr
0

hr

r 2dr +

hr

r dr

1.15

P d /dh.

1.16

In Eq. 1.15 we have ignored changes in the stellar radius R because their contribution can be shown to be on the order higher than linear as long as the star is compressible near the surface. For a polytrope of index n, the contribution in Eq. 1.15 of the change R in radius can be shown to be of the order R 1+n. The bases of our analysis are Eqs. 1.14 and 1.15 , with different choices of the form of P and different choices of what is held xed during iteration.
C. Outline

Our study of the SCF solution of spherical structure was guided by and aimed at explaining the known numerical phenomena in nonspherical SCF iteration, along with our own numerical discoveries. These come almost entirely from computations on a nite difference grid with barotropic equations of state and include the following. i Iteration with xed appears always to diverge. ii For rotating stellar models, iteration with xed central density always converges. For spherical stellar models, by analyzing the mathematical properties of the linearized updating operator as opposed to studying its numerical results , we have been able to show the following: i for iteration with xed, the linearized updating operator is self-adjoint and there is a complete basis of density perturbations. This set of perturbations is not related to the likewise complete and orthogonal set of density perturbations that are eigenmodes of radial oscillations of spherical stellar models. For models with polytropic index n, we have shown that there is a single eigenvector with eigenvalue greater than n, and that all others must have eigenvalues less than n. This discovery motivated a study of models with n 1, and it was found that, indeed, for sufciently small n, the xed- operator does have all linearized eigenvalues less than unity, and iteration does converge. ii For xed central density on a nite difference grid, there is only a single eigenvector and the single eigenvalue zero. This spectrum has a very clear physical explanation. For the continuum version of the linearized updating operator for xed central density, we show that iteration must converge, and that there can be no bounded eigenvector. The single eigenvector of the discrete implementation corresponds, in the continuum, to a delta function. iii For iteration with xed density at some radius r f 0 that is less than the stellar radius R, we show that there is an innite number of eigenvectors, that these eigenvectors do not form a complete basis, and that the updating may or may not converge. In the nite difference implementation of this problem, with N grid zones in the interval 0 , R , the number of eigenvectors is equal to the number of grid zones in the interval 0 , r f .

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The remainder of this paper is organized as follows. In Sec. II we present the specialization of the spherically symmetric iteration scheme to the xed- case. We show that the linearized updating operator is self-adjoint for a suitably chosen function space and inner product . We derive a strict bound on the eigenvalues in the case of a polytropic equation of state and less useful bounds for more general equations of state. We turn, in Sec. III, to iteration with density xed at some radius r f . Finite difference results are given, which show that for r f = 0 there is only a single eigenvector with zero eigenvalue. For 0 r f R, we show that the number of eigenvectors is proportional to the choice of r f . We give a physical explanation of these numerical results and then consider the equivalent problem in the continuum. We show that for r f = 0, the iteration must converge, and we show that there can be no bounded eigenvector. We go on to show that for r f 0 the iteration problem has aspects both of the xed- problem and of the xed central density problem. The paper is summarized and conclusions are given in Sec. IV.
II. FIXED- ITERATION A. Self-adjoint linearized updating operator

If we set

= 0 in Eqs. 1.14 and 1.15 , then h = 1 r

r R

and we have hr
old

hnew r = 4 G

Pr
0

hr

old

r 2dr +
r

Pr

r dr

hold ,

2.1

where L is the linear updating operator for xed operator is found, by differentiating Eq. 2.1 , to be L1 v r =

. The inverse of this linearized updating

1 d 2 dv r . 4 Gr2P r dr dr

2.2

Any smooth function v r that results from an application of L in Eq. 2.1 will have the property at the stellar surface r = R that dv dr =
r=R

v r

.
r=R

2.3

We take this to be one of the conditions on the function space on which L and L1 operate. The second condition is that v r must be nite at the stellar center r = 0. As our inner product on this space, we choose
R

v1 v2 =
0

r2P r v1 r v2 r dr.

2.4

From which we get

v1 L1 v2 v2 L1 v1 =

1 dv2 dv1 v 2r 2 v 1r 2 4 G dr dr

.
0

2.5

With the conditions that the functions v1 , v2 are well behaved at r = 0 and satisfy Eq. 2.3 , the right hand side above vanishes and we conclude that L1 is self-adjoint. We use self-adjoint in the physicists sense of an operator symmetric with respect to the inner product dened above, when the operator is restricted to smooth functions. We do not characterize its domain. We shall see that L1 has no zero eigenvalues, and hence is invertible, and L , its inverse, is self-adjoint. We note here that for nonspherical models it is equally simple to prove that the xed- updating operator is self-adjoint.

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J. Math. Phys. 50, 073505 2009

B. Polytropes and eigenvalue bounds

We now specialize to the polytropic equations of state. In this case, the function in Eq. 1.11 is used in Eq. 1.13 . To simplify notation, we follow common convention8 and introduce dimensionless variables h , h0 r 4 G h0 h0 = r 4 G h0 h0 K 1 + n
n/2

2.6

in which h0 is the unperturbed value of h at the stellar center r = 0. In terms of these variables the nonlinear equation of structure Eq. 1.13 becomes the LaneEmden equation8 1 d 2 d
2d

2.7

For xed- perturbations about a solution of Eq. 1.12 , the eigenvalue problem L v = v for Eq. 2.1 is equivalent to solving the inverse problem L1 v = 1 / v for the differential operator L1 in Eq. 2.2 . With P d / dh = nhn1 / K 1 + n n, and with the dimensionless radial variable this becomes 1 d 2 d
2 dv

n h h0

n1

v.

2.8
v for the

We next introduce the notation f for the LaneEmden equation, and F perturbation equation, and we rewrite these equations, respectively, as f d2 f 2 = d d 2F n f = d 2
n1

f,
n1

2.9

F.

2.10

In the rst of these, f is to be considered an unknown function to be found on 0 max by solving the equation subject to the normalization f = + O 3 . In the second equation, f / is considered to be a known function of , and the eigenequation is to be solved subject to the normalization F = + O 3 and dF/d
= max =

0,

2.11

which is equivalent to Eq. 2.3 . n1 G treated as a known function, we can view both Eqs. With a solution for f / n1 2.9 and 2.10 as particular cases of the equation d2 = kG d 2 with +O
3

2.12

with normalization = + O 3 . For this equation we know that if k = 1, then vanishes at = max and is positive for . In Fig. 1, solutions of Eq. 2.12 are given in which G max corresponds to the particular case n = 2. The curve 0 shows the solution for k = 1, i.e., the solution corresponding to the equilibrium prole of the star. The gure also shows eigenfunctions, solutions corresponding to condition 2.11 . Shown are the eigenfunctions 1 for the lowest eigenvalue, 2 for the next higher eigenvalue, and 3 for the next. It seems intuitively clear that the eigenvalue k for 1 must be less than unity since Eqs. 2.11 and 2.12 require that 1 be less curved than 0. Similarly, the eigenvalue for 2 and all other eigenfunctions must be larger than unity. We now prove that this must be so. Lemma 1: In a smooth solution of Eq. (2.12), the zeros and extrema must alternate.

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073505-7

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2

J. Math. Phys. 50, 073505 2009

1.5

1
0

0.5

-0.5

max

-1

2
,

FIG. 1. Color online Various solutions of

= G

for n = 2.

Proof: Consider two extrema of a solution. There must be a point between those two extrema at which d2 / d 2 = 0. However, Eq. 2.12 requires that = 0 at that point. Between any two zeros, of course, there must be an extremum Lemma 2: If A and B are two smooth solutions of Eq. (2.12), with kA kB, then an a on which A interval 0 B 0. Proof: Suppose for some a 0, A a. We then consider B 0 on the interval 0
B

A ,

= kA

kB

for 0

a.

2.13

By assumption, the right hand side is everywhere positive. However, the function B A starts with value zero at = 0 and with a zero derivative. It follows from Eq. 2.13 that B A must be a, which contradicts our assumption that A a. positive for B 0 for 0 of Eq. (2.12), the location of the rst zero of (the Lemma 3: For a smooth solution smallest nonzero value of for which = 0 ) decreases as k increases. Proof: Let A and B be two solutions of Eq. 2.12 with kA kB as in Lemma 2. Let A be the rst zero of A. By Lemma 2 we have that B is positive for A, thus B, the rst zero of B must be larger than A. We now turn to eigensolutions of Eq. 2.12 , solutions that satisfy the condition d d = 0.
= max

2.14

Lemma 4: There is an eigensolution with no zeros between = 0 and = max. Proof: For k = 0 the solution of Eq. 2.12 has d / d = max = 1, and for k = 1 the solution has a zero at = max and has d / d = max negative as pictured for 0 in Fig. 1 or zero. In the latter case, the k = 1 solution is itself an eigensolution with no zeros. Let us suppose in the former case that d / d = max is negative. Then the value of d / d = max changes from unity to a negative number as k changes from 0 to 1. Since d / d = max must be a continuous function of k, there must be a value of k for which d / d = max = 0. Theorem: There is one and only one eigensolution with k 1. Proof: For k = 1 the solution has a zero at = max and no smaller zeros. By Lemma 3,

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J. Math. Phys. 50, 073505 2009

therefore, solutions eigensolutions or otherwise with k 1 cannot have zeros. Suppose that there are two eigensolutions 1 , 2 with eigenvalues k1 , k2 both less than or equal to zero. Clearly, k1 k2, so the two solutions would have to satisfy 0max 1 2d = 0. However, if neither has a zero, then the product 1 2 has only one sign on the interval 0 to max and the orthogonality integral cannot vanish. Thus there cannot be more than a single eigensolution with k 1. In Lemma 4 we have shown that there must be at least one such eigensolution. For models with n 1, this tells us that there is one and only one eigenvalue of the updating operator that is larger than the polytropic index n. In particular, the Theorem has the following corollary. Corollary: For spherical polytropes with n 1, there are smooth functions h for which the xed- iteration given by Eq. 2.1 does not converge in L2 0 , max . Proof: Convergence is the statement limm Lm h = 0 for all smooth h on 0 , max . By the Theorem, this is false for n 1 because h can be chosen to be the eigensolution with k n. The theorem suggests, but does not guarantee, that there will only be a single updating eigenvalue that is larger than unity. This, however, does turn out to be what we have found in numerical studies see below . Because the theorem and its corollary leave the possibility that the xed- iteration converges for some n 1 open, we investigate that case numerically. We nd that the xed- iteration diverges for n 0.016 but does, in fact, converge for 0 n 0.016. A particularly simple example of the above analysis is the case n = 1, for which the Lane Emden equation 2.7 admits an analytical solution sin

2.15

which vanishes at the surface max = . In this case the eigenvalue problem of Eq. 2.8 is a spherical Bessel differential equation 1 d 2 d
2 dv

1 = v

2.16

and is analytically tractable. The solutions regular at the origin are zeroth order spherical Bessel functions,
vk

= ak

sin

1/2 k

2.17

where k are numbers of the eigenfunctions and the ak are normalization constants. To satisfy the boundary condition 2.3 , the eigenvalues are required to have the values
k

= k
k

1 2 , 2

k = 1,2, . . . .

2.18

The resulting functions k v are plotted in Fig. 2. It is simple to check that the eigenfunctions satisfy the orthogonality condition
vk vk
0 2

vk

vk

d =0

if k

k .

2.19

For a nonpolytropic equation of state, we can arrive at somewhat weaker results for bounds on the eigenvalues. From Eq. 1.13 and the eigenproblem associated with its linearization, we have d2 f = Af , dr2

2.20

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Iteration stability

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2 sin( /2 )
1.5

(2/3) sin(3 /2)

0.5

sin( )

-0.5 0 1

(2/5) sin(5 /2)

2

max=
3

FIG. 2. Color online For n = 1 the linearized problem has simple closed-formed solutions to the problem illustrated in Fig. 1. In this case the solution of the LaneEmden equation gives max = and 0 = sin . With the eigensolutions k scaled to have = + O 3 the rst three eigenmodes are 1 = 2 sin / 2 , 2 = 2 / 3 sin 3 / 2 , and 3 = 2 / 5 sin 5 / 2 .

1 d 2F 2 = BF. dr Here f rh, F r h, and A 4 G /h, B 4 Gd /dh.

2.21

2.22

Equation 2.20 is solved and rmax is dened as the rst zero of the solution. That solution is then used in B so that Eq. 2.21 is considered to be a linear eigenproblem for F. The boundary condition on that equation is dF / dr = 0 at r = rmax. With only slight modication, the argument used in the polytropic case can be used to show that i if there is a constant c1 such that B c1A for all r 0 , rmax , then the largest must be greater than c1. ii If there is a constant c2 such that B c2A for all r 0 , rmax , then all s except the largest must be less than c2.
C. Numerical investigations

In terms of the polytropic variables of Eq. 2.6 , the updating equation 2.1 can be compactly written in the dimensionless form hnew
max

=n
0

n1

old h max ,

hold ,

2.23

which motivates the eigenvalue problem

max

L v

n
0

n1

v max ,

= v

2.24

This integral form is equivalent to the inversion of the differential equation 2.8 under the boundary condition 2.3 . The stability of the linearized iteration 2.23 depends on the spectrum

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073505-10

Price, Markakis, and Friedman

J. Math. Phys. 50, 073505 2009

of the linear operator L . The spectrum is obtained by solving Eq. 2.24 , which requires that the background unperturbed solution be known. Analytical solutions to the LaneEmden equation8 exist only for polytropic indices n using a predictor= 0 , 1 , 5; for other values of n, we have solved Eq. 2.7 numerically for corrector Adams method of adaptive stepsize and order. The eigenvalue problem of Eq. 2.24 is discretized on the grid of radial coordinates of Eq. 2.6 using N equidistant grid points in the stars interior,
i

= i

1 2

i = 1, . . . ,N,

2.25

where =
max/N

2.26

is the grid spacing. Upon discretization, Eq. 2.24 becomes

N

L
j=1

ijv j

= vi ,

2.27

where vi v i are the components of a vector v formed from the values of the eigenfunction at the grid points, and L The matrix Sij 1 / max
i, j ij = n n1 2 j

max

i, j

.
ij

2.28 has the form 2.29

is symmetric, which means that L

N

ij = k=1

SikDkj ,

where D is a diagonal matrix with positive entries. Since the diagonal elements of D are positive, the matrix D1/2, dened by D1/2D1/2 = D, is real and has inverse D1/2. The nonsingular similarity transformation D1/2L D1/2 = D1/2 SD D1/2 = D1/2SD1/2 symmetrizes L provided that L has a complete basis of real eigenvectors. Iteration will converge if and only if all the eigenvalues have magnitude less than unity. are known from a numerical solution of Eq. 2.7 , their Once the background solutions values are interpolated to the grid point 2.25 , and the numerical computation of the eigenvalues of the matrix 2.28 for various values of n 0 , 5 is straightforward. For n 5 the value of never goes to zero; that is, the stellar model it represents has innite radius. In this case, max does not exist, and the eigenvalue problem is not dened. For n = 0 the stellar uid is incompressible and we cannot impose density perturbations. For sufciently large N, these eigenvalues should approach those of the continuum operator. The results of such a computation are plotted in Fig. 3 and conrm that one and only one eigenvalue is greater than n, while all others are lower than n. To check a nonpolytropic equation of state we used = h = ah + bh2
8 3/2

2.30

which approximates white dwarf equations of state. As one might expect, for a bh0, the unperturbed solution approaches an n = 3 / 2 polytrope, while for a bh0, the unperturbed solution approaches an n = 3 polytrope. It is also known see Ref. 8, p. 430 that generic solutions for the equation of state 2.30 , with arbitrary values of bh0 / a, are bounded by the aforementioned polytropes. Upon computation, we found that the eigenspectrum of L also exhibits a similar behavior. The eigenvalues of this problem vary monotonically between the n = 3 / 2 and the n = 3 eigenvalues as bh0 / a varies from 0 to . One may thus be able to infer the nature of the

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073505-11

Iteration stability
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J. Math. Phys. 50, 073505 2009

Eigenvalue

se pa ra t

rix

2 3

3 n

Polytropic index

FIG. 3. Color online Eigenvalues for various polytropic indices n. The maximum eigenvalue 1 is separated from 2 , 3 , . . . by the separatrix = n dashed line . Black dots denote the eigenvalue 2.18 that corresponds to the modes in Fig. 2.

eigenspectrumand convergence versus divergenceby considering polytropic equations of state that in some sense bound the actual equation of state.

III. FIXED DENSITY A. Fixed central density and nite difference computations

As a specic case of conditions that lead to convergent iteration, we consider xed density at some radius. Here we start with the simplest case: xed density at the stellar center. We have studied convergence of the SCF iteration for spherically symmetric polytropic models with a wide range of indices. To check a nonpolytropic equation of state, we again used Eq. 2.30 . In all cases, we found that the iteration converged. We now analyze why this is so by considering small deviations from the solution. For spherical models with xed central density, h = + r=0 in Eqs. 1.14 and 1.15 , and we get
R

hnew r = 4 G
0

Pr

hr

old

1 max r,r

1 r 2dr r

Lcent hold .

3.1

Although the updating operator Lcent is supercially similar to L in Eq. 2.1 , the operator Lcent is not self-adjoint and, as we shall now demonstrate, its eigenspectrum is dramatically different from that of L . The properties of this updating operator become particularly transparent upon discretization. With a discretization that is a modication of that in Sec. II C, r = R/N, rj = j
1 2

r,

j = 1, . . . ,N,

3.2

the eigenvalue problem for Lcent becomes

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Price, Markakis, and Friedman

N

J. Math. Phys. 50, 073505 2009

Lcent ijv j = vi
j=1

3.3

with Lcent = 4 GP r j 1 2 1 r r. max ri,r j rj j 3.4

ij

We note that Lcent ij = 0 for ri r j or, equivalently, i j. This means that the matrix Lcent RN N is strictly lower triangular, that is, a lower triangular matrix with zeros on the diagonal. It follows that det Lcent I =
N

= 0,

3.5

so that the only eigenvalue can be zero. Below the diagonal, no element is zero, and each column has a different length of nonzero entries. Note that neither r = 0 nor r = R is included in the grid, so P r j is always nonzero. It follows that there are N 1 linearly independent columns, and hence that the rank of the matrix is N 1, and therefore that there is only a single zero eigenvector. It is easily seen that, modulo scaling, this eigenvector is
v j1 =
jN

3.6

since this satises Eq. 3.3 , with vanishing eigenvalue,

N N 1

Lcent ijv j =
j=1 j=1

Lcent

ij jN

= Lcent

iN

= 0.

3.7

The convergence of the linearized iteration is obvious from the strictly lower triangular nature of Lcent ij: when this matrix is applied to any column vector, the result is a column with leading entry zero. A second application gives zero for the rst two elements of the column, etc. Not only is iteration with Lcent ij convergent, it reduces any initial perturbation to zero after N iterations, that is: Theorem: With the discretization (3.4), the matrix Lcent ij is nilpotent of the order of N. This theorem suggests why the SCF method of solving may be so successful. Remark: Equations 3.2 and 3.4 use the midpoint rule of integration. For other quadrature rules of the form Lcent = 4 GP r j 1 2 1 r wj , max ri,r j rj j 3.8

ij

where w j are the weights of the quadrature and r j are the associated abscissas, the matrix Lcent ij is again strictly lower triangular, implying that the above theorem still holds. For this more general class of discretizations, Lcent ij is again nilpotent. Though a complete eigenbasis does not exist, one can construct a basis of generalized eigenvectors; by putting the matrix for Lcent in Jordan canonical form,9,10 an approach that will be useful for nonspherical models. In this block-diagonal form, the subspace corresponding to each block contains a single eigenvector. In our spherically symmetric case there is only a single eigenvector in the whole space, so the Jordan canonical form consists of a single block. The basis vectors in the canonical form, v k with k = 1 , . . . , N, are the Jordan generalized eigenvectors, and satisfy Lcent I v k = Lcentv k = v k1
1

3.9

for k = 2 , . . . , N, along with the equation for the true eigenvector Lcentv = 0. The matrices for Lcent and v k in this basis have the forms

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073505-13

Iteration stability

J. Math. Phys. 50, 073505 2009

Lcent

ij

i,j1

vk

jk .

3.10

From Eq. 3.9 , it is clear that the application N times of Lcent gives zero for any of the basis vectors, and hence for any vector. This again shows that the operator is nilpotent of index N. The spectrum of Lcent admits a beautifully simple physical interpretation. The rst generalized eigenvector, the true eigenvector, corresponds to h 0 only in the outermost shell. In an iteration cycle, we rst solve for the potential inside this outermost shell and nd that the only change is . Since the central density, and hence the that the potential is uniformly changed by a constant, central enthalpy, is kept xed, we adjust in Eq. 1.14 so that h = 0 at the origin. However is the same everywhere in the stellar interior, so by setting h to zero at the origin, we set it to zero everywhere. Thus an initial perturbation only in the outermost shell is made to vanish in one cycle of iteration. This is the physical picture of the mathematical fact Lcentv 1 = 0. The second generalized eigenvector v 2 in the notation of Eq. 3.9 , consists of only the two outermost grid zones having h 0. This means that all zones interior to the outermost zone will , while the outermost zone will have a different value of . By a minor have the same change variation in the previous argument, we can see that one cycle of iteration will eliminate the density perturbation except in the outermost shell, in other words, will convert v 2 to v 1 . The extension of this viewpoint explains all the generalized eigenvectors with v 3 having h 0 only in the outermost three zones and so forth. Note: For all the generalized eigenvectors except the true eigenvector, we could set the density in the outer shell to zero; since density only in that shell is the zero eigenvector, changing it does not affect the action of the updating operator.
B. Fixed central density and the continuum

The motivation for this paper is primarily the convergence of numerical methods, so the considerations above for nite difference computations sufce in practice for xed central density iteration. As a matter of principle, however, it is interesting to consider the continuum equivalent of the nite difference problem of Sec. III A. We start by rewriting Eq. 3.1 in a notation for nding the p + 1 iterant from the pth,
R

h p+1 r = 4 G
0 r

Pr

1 max r,r r r

1 r r

h p r dr

=4 G
0

P r r 1

h p r dr .

3.11

0 The factor in square brackets in the integral is non-negative. We let hmax be the maximum on the interval 0 , R of the initial deviation h r 0 from the solution and Pmax the maximum of P r on 0 , R . We then have r

h1 r

0 4 G hmaxPmax 0

r 1

r r2 0 dr = 4 GPmax h . 3! max r

3.12

This inequality and Eq. 3.11 then gives us h2 r and hp r 4 GPmax p

0 r2p hmax 2p + 1 !

4 GPmax 2

r4 0 h 5! max

3.13

4 GPmaxR2 p

0 hmax . 2p + 1 !

3.14

However, C p / 2p + 1 ! 0 as p for any nite C, hence the iteration dened by Eq. 3.11 converges. Unlike the discrete case, the continuum operator is not nilpotent since the results of

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073505-14

Price, Markakis, and Friedman

J. Math. Phys. 50, 073505 2009

operating on a function a nite number of times does not give zero. The name quasinilpotent, however, is sometimes applied to an operator such as Lcent for which the spectrum consists only of zero. We can also inquire about the eigenvector problem for the continuum
r

4 G
0

P r r 1

r r

v r dr

Lcent v = v .

3.15

0, then the same argument used to arrive at Eq. 3.14 If we assume that v r is bounded and tells us that when Lcent is applied p times to v we get
v

4 GPmaxR2

vmax , 2p + 1 !

3.16

which vanishes as p , showing that no bounded eigenfunction with 0 can exist. We next show that no bounded eigenfunction with = 0 can exist. Since P r r 1 r / r is non-negative in the integrand of Eq. 3.15 , v r must change sign in the integral. Let us assume that after r = 0, the eigenfunction v r has its smallest zero at r = a. For denitiveness, we take v to be positive on 0 , a . From Eq. 3.15 , we have
a

v a =4 G
0

r 1

r P r v r dr a

3.17

In the integrand, the factor P r 1 r / a is non-negative and not identically zero, and by hypothesis v is non-negative and not identically zero. It follows that v a cannot be zero. Since this contradicts our assumption about a zero at a, we conclude that v r cannot have a zero in 0 , R , and hence a bounded eigenfunction cannot exist. If we relax the condition that the eigenfunction must be bounded, and allow distributional solutions, we immediately see that the delta function v = r R is an eigensolution since it satises
r

Lcent

rR =4 G
0

r 1 P r r

r R dr

= 0.

3.18

This eigensolution, of course, is the continuum equivalent of the outer shell only eigenvector of the discrete problem. It is interesting to consider the analog in the continuum of the Jordan canonical form.11 This would require a denition of the functions that constitute our Banach space on which the operator Lcent operates. Without going into such detail, we can make some interesting observations about a Jordan-like decomposition for Lcent. To start with, we note that in an N dimensional context, the Jordan basis for a single zero eigenvalue Jordan block can be constructed starting with the 1 eigenvector v 1 and proceeding with an inverse Lcent operator. This inverse, of course, is not unique, but we can choose it always to give a result orthogonal to v 1 . With this inverse, we construct
1 v 2 = Lcent v 1 , 1 1 v 3 = Lcent v 2 , . . . , v N = Lcent v N1 .

3.19

If we attempt to follow this pattern in the continuum, we can use the inverse of Lcent to be
1 Lcent f =

1 d 2d f . r 4 GP r r2 dr dr

3.20

With v 1 = r R , the analogous sequence of distributions is given by

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073505-15

Iteration stability
1 v 2 = Lcent v 1 ,

J. Math. Phys. 50, 073505 2009

1 1 v 3 = Lcent v 2 , . . . , v k+1 = Lcent v k .

3.21

Such a sequencetechnical objections asidewould give a basis with the property in Eq. 3.9 . The technical objection, of course, is that the eigenfunction is a delta function so that our sequence would consist of more and more singular generalized functions. Worse, this sequence in no way resembles the nite dimensional Jordan basis in which each subsequent basis vector is an outer shell that is thicker than the previous basis vector. A more interesting sequence consists of the functions
v 0 = 1, v 1 = Lcent v 0 , v 2 = Lcent v 1 , v 3 = Lcent v 2 ,

... .

3.22

This sequence formally satises the Jordan basis criterion in Eq. 3.9 for k = 0 , 1 , 2 , . . .. The limit of this sequence, v should in some sense represent the single eigenfunction. That is, v k should approach the delta function at the stellar surface as k . We let a simple example sufce to show that this is the case. For the n = 1 polytropic equation of state we have from Eqs. 1.11 and 1.16 that P = 1 / 2K so that the procedure of Eq. 3.22 gives
v 0 = 1, v 1 =

2 G r2 , 3! K

v 2 =

2 G K

2 4

r , 5!

v p =

2 G K

r2p . 2p + 1 ! 3.23

The above generalized eigenfunctions, constructed via Eq. 3.22 , can, in fact, be shown to agree numerically with the discrete generalized eigenvectors constructed via 3.9 when the zeroth vector v 0 used in the discrete construction has all elements equal to unity and when the number of points on the discrete grid 3.2 is large. In intuitive accord with the nite dimensional case and with the physical picture, as p , the generalized eigenfunction approaches12 a density prole with support at the outer boundary.

C. Fixed intermediate density and nite difference computations

We now consider the case of spherical models with density xed at distance r f center. With h r f = 0 in Eqs. 1.14 and 1.15 we arrive at
R

R from the

hnew r = 4 G
0

Pr

h r old 2 r dr max r,r

Pr
0

h r old 2 r dr max r f ,r
1 f2

Lr f hold . 3.24

We discretize as in Eq. 3.2 , and for convenience we choose r f = integer N. In place of Eq. 3.4 we now have Lr f = 4 GP r j 1 1 max ri,r j max r f ,r j

r, where f is a positive

ij

r2 r. j

3.25

We notice that this matrix has the structure Lr f = SD 0 M T , 3.26

where i SD is a f 1 f 1 square matrix consisting of a symmetric matrix right multiplied by a diagonal matrix; ii T is a strictly lower triangular N f + 1 N f + 1 square matrix; and iii M is a N f + 1 f 1 matrix. To discuss eigensolutions, we write column eigenvectors in the form

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073505-16

Price, Markakis, and Friedman

J. Math. Phys. 50, 073505 2009

v=

u , w

3.27

where u is a column of length f 1 and w is a column of length N f + 1 so that SD 0 M T SDu u = . Mu + Tw w 3.28

For vectors with u = 0, the eigenproblem reduces to Tw = w. 3.29

Since T is strictly lower triangular we have, from the discussion in Sec. III A, that the only eigenvalue is zero and that there is only a single eigenvector. The rest of the N f + 1 dimensional space on which T operates is spanned by generalized eigenvectors, as in Sec. III A. We next consider solutions of the f 1 f 1 problem SDu = u. 3.30

We have seen in Sec. II C that the eigenvectors for this problem are complete in the f 1 f 1 subspace, hence there exist f 1 eigenvectors in the f 1 f 1 sector with, in general, distinct eigenvalues. Let u k , with k = 1 , 2 , . . . , f 1 represent the set of these column vectors of length f 1, and let k represent the corresponding eigenvalues. N f + 1 matrix equation The next step is to dene w k to be the solution of the N f + 1 T
kI

w k = Mw k ,

k = 1,2, . . . , f 1,

3.31

with I as the unit matrix. If we assume that SD has no zero eigenvectors which is true for all models numerically checked , then T kI is invertible since the only eigenvalue of T is zero. This guarantees that solutions of Eq. 3.31 exist for all N f + 1 values of k. The column vectors combining u k and w k are then N f + 1 eigenvectors since SD 0 M T uk wk = SDu k Mu k + Tw k =
ku kw k k

3.32

These f 1 eigenvectors, along with the single zero eigenvalue eigenvector, are the total set of eigenvectors of Lr f . It is clear from previous discussions that convergence of the iteration will depend on whether any of the nonzero eigenvalues has a magnitude greater than unity.
D. Fixed intermediate density and continuum models

For additional insight into the numerically relevant nite difference models of the previous section, we now consider the continuum perturbation problem with =
rf .

3.33

It is convenient to view this in terms of the differential operator that is the inverse of the updating operator. As in Eq. 2.2 , we have L1 v = rf and the eigenequation is L1 v = 1/ v . rf 3.35 1 d 2 dv r , 2 4 Gr P r dr dr 3.34

The conditions on v r at r 0 are as before, but now the other condition on the eigensolution is that v r f = 0. For the inner product

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073505-17

Iteration stability
rf

J. Math. Phys. 50, 073505 2009

v1 v2 =
0

r2P r v1 r v2 r dr,

3.36

this constitutes a SturmLiouville problem, and hence L1 has a complete eigenbasis. More sperf cically, it has an eigenbasis that is complete in the mean with respect to the above inner product on the interval 0 , r f . However, the interval relevant to the stellar interior is 0 , R , and there is no reason that the eigensolutions will be complete in any meaningful sense on 0 , R . The continuum eigenvectors for the interval 0 , r f correspond to the eigenvectors u k of the f 1 dimensional subspace in the discrete implementation of the problem. Just as the solutions to Eq. 3.34 have no special signicance for r f r R, the column eigenvectors v k of the discrete problem, in Eq. 3.32 , have no special signicance for the bottom N f + 1 elements of the column. For r f r R, the continuum problem has similarities to the r f = 0 xed central density problem discussed in Secs. III A and III B. In particular, r R is an eigenfunction or generalized function with zero eigenvalue, andas in Secs. III A and III Bthe generalized eigenvectors of the Jordan decomposition have analogs in the continuum. The physical picture of the zero eigenvector applies just as in Secs. III A and III B. By specializing to the n = 1 case, we may once again benet from a simple closed-form example. With the notation of Eq. 2.6 , the operator 3.24 becomes Lr f v +
f

v
0

1 max ,
v

1 max 1
f, 2

=
0

1 max ,

1
f

1 max ,

d .

3.37

For this operator, is an eigenvector in the vector space of distribution functions on R with zero eigenvalue, and the solutions v k to Lr f v k = given by
vk
kv k

3.38

sin

1/2 k

1/2 k

= k / f,

k = 1,2,3 . . . ,

3.39

are eigenvectors. This suggests that, for an n = 1 polytrope, the iteration 3.24 converges all . More importantly, this also suggests eigenvalues are lower than unity for any choice of f that the convergence rate is maximized all eigenvalues vanish when the density is xed at the center, f = 0. However, the existence of a repeated zero eigenvalue in the discrete problem sugthe above eigenvectors are not complete on 0 , . Generalized eigengests that unless f = vectors that span the zero eigenvalue subspace can be straightforwardly constructed using the procedure of Eq. 3.22 with Lcent replaced by Lr f .
IV. SUMMARY AND CONCLUSIONS

We have investigated the properties of the updating operator for linearized iteration of the two equations that govern Newtonian neutron star structure and have focused on spherically symmetric models. We have considered two constraints on the iteration: i the injection energy is held xed and ii density is held xed at a specied radius. In the case of xed- iteration, we have found that both the nite dimensional problem for nite difference discretization and the continuum problem are self-adjoint and convergence is determined by the spectrum of its eigenvalues. For polytropic equations of state, numerical work had always led to divergence of iteration. We have shown, in fact, that there is a rigorous bound on the largest eigenvalue of the updating operator: it must be greater than the polytropic index n. Since all numerical experiments had been carried out with n 1, this meant that there had to be an

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073505-18

Price, Markakis, and Friedman

J. Math. Phys. 50, 073505 2009

updating eigenvalue greater than unity, and hence that iteration would diverge. This did suggest, however, that for polytropic equations of state with very small, but nonzero, values of n, convergence might be possible. Numerical experiments showed that, in fact, this is the case, thereby verifying the applicability of the analysis. The updating operator for xed central density was shown to have a very different nature than that for xed- . In the nite dimensional case corresponding to a nite difference representation of the equations, there is only a single eigenvector with eigenvalue zero and the updating operator is nilpotent. The continuum version of the xed central density problem is connected to the nite difference problem in a less obvious way than in the xed- case. We have shown, however, that iteration converges for the continuum. It is also possible to construct a sequence of functions that are continuum analogs of the generalized eigenbasis of the Jordan decomposition of the nite dimensional problem. For density xed at some radius r f other than the center, the updating operator, not surprisingly, has mixed properties. The space on which the updating operator acts can be separated into two sectors, one corresponding to radius r f on which the updating operator acts more-or-less like the updating operator in the xed- case; and the other sector, for radius r f on which the updating operator acts more-or-less like the operator for xed central density. Although only the nite difference analyses are directly applicable to numerical iteration, the connection to the continuum is not only useful but also has a practical importance: it suggests that the properties of the updating operator are not idiosyncrasies of nite differences. It thus adds condence that, for example, the use of a Gaussian method for the integral will converge or diverge just as the nite difference case would. The analyses presented here have been limited to spherical symmetry. However, further work, mostly numerical, will be reported elsewhere, which shows that many of the general conclusions reported here also apply to rotating stars and to binaries. In particular, the xed- updating operator is always self-adjoint and generally has an eigenvalue greater than unity, and rotating stars with xed rotation speed and xed central density lead to a nilpotent updating operator. Although the main motivation for the work undertaken here has been a mathematical understanding of iteration properties, the results have potentially useful applications. In particular, the convergence of a nilpotent updating operator like the xed central density operator is very different from that of a self-adjoint updating operator like the xed- operator for a polytropic equation of state with a small polytropic index . The nilpotent operator will reach a solution at machine precision within a nite number of iterations, while convergent iteration in general may approach the correct solution gradually and slowly. It may also be useful to understand the nature of the iteration when a test must be made whether or not the process is converging. For convergent iteration with a self-adjoint updating operator, a simple measure of the difference in subsequent solutions can be used, employing the same metric for which the operator is self-adjoint. With an updating operator like that for xed central density, convergence may give an early appearance of divergence. If the initial perturbation is a distribution concentrated near the outer edge of the stellar model, each iteration will move the perturbation inward, reducing it only after many steps. Too simple a test for convergence might misinterpret this iteration as nonconvergent.
ACKNOWLEDGMENTS

We gratefully acknowledge support for this work under NSF Grant Nos. PHY-0554367 and PHY-0503366, NASA Grant No. NNG05GB99G, by the Greek State Scholarships Foundation, and by the Center for Gravitational Wave Astronomy. We thank Alan Farrell for supplying some computational results.
1 2

R. James, Astrophys. J. 140, 552 1964 . R. Stoeckly, Astrophys. J. 142, 208 1965 . 3 Y. Eriguchi and E. Mller, Astron. Astrophys. 146, 260 1985 . 4 Y. Eriguchi and E. Mller, Astron. Astrophys. 147, 161 1985 . 5 J. P. Ostriker and J. W.-K. Mark, Astrophys. J. 151, 1075 1968 . 6 I. Hachisu, Astrophys. J., Suppl. Ser. 61, 479 1986 .

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073505-19
7 8

Iteration stability

J. Math. Phys. 50, 073505 2009

U. M. Schaudt, Ann. Henri Poincare 1, 945 2000 . S. Chandrasekhar, An Introduction to the Study of Stellar Structure The University of Chicago Press, Chicago, IL, 1939 . 9 A. V. Fillipov, S. K. Feiner, and J. F. Hughes, Vestn. Mosk. Univ., Ser. 1: Mat., Mekh. 26, 18 1974 . 10 G. Strang, Linear Algebra and Its Applications Saunders, Philadelphia, PA, 1988 . 11 V. I. Arnold, Ordinary Differential Equations Springer, Berlin, 2006 . 12 If one normalizes v p so that Rv p r dr = 1, then the sequence v p represents a distribution, r R , with support on 0 R+ p r = R, in the sense that lim r g r dr = g R for all smooth g. 0 v
p , 0+

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