By John P. Boyd

Thoroughly revised textual content makes a speciality of use of spectral tips on how to resolve boundary price, eigenvalue, and time-dependent difficulties, but in addition covers Hermite, Laguerre, rational Chebyshev, sinc, and round harmonic features, in addition to cardinal features, linear eigenvalue difficulties, matrix-solving equipment, coordinate changes, round and cylindrical geometry, and extra. comprises 7 appendices and over one hundred sixty textual content figures.

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Extra resources for Chebyshev and Fourier Spectral Methods, Second Edition

Example text

Theorem 3 (SINGULARITIES of the SOLUTION to a LINEAR ODE) The solution to a linear ordinary differential equation is singular only where the coefficients of the differential equation or the inhomogeneous forcing are singular, and it may be analytic even at these points. PROOF: Given in undergraduate mathematics textbooks. An equivalent way of stating the theorem is to say that at points where all the coefficients of the differential equation and the inhomogeneous term are analytic functions, one may expand the solution as a Taylor series (Frobenius method) about that point with a non-zero radius of convergence.

It is tempting to describe the difference between the two algorithmic kingdoms as ”integration” versus ”interpolation”, but unfortunately this is a little simplistic. Many older books, such as Fox and Parker (1968), show how one can use the properties of the basis functions – recurrence relations, trigonometric identities, and such – to calculate coefficients without explicitly performing any integrations. Even though the end product is identical with that obtained by integration, it is a little confusing to label a calculation as an ”integration-type” spectral method when there is not an integral sign in sight!

The second comment is that the limits defined above are meaningless when, for example, every other coefficient is zero. Strictly speaking, the limits should be supremum limits (see glossary). It often suffices, however, to apply the ordinary limit to the non-zero coefficients. 4. 22) where an are the spectral coefficients, µ is a constant, and [ ] denotes unspecified factors that vary more slowly with n than the exponential (such as nk for some k), then the ASYMPTOTIC RATE OF GEOMETRIC CONVERGENCE is µ.

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Chebyshev and Fourier Spectral Methods, Second Edition by John P. Boyd
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