A fast algorithm for spectral differentiation

DOI10.1016/0021-9991(92)90182-XMaRDI QIDQ1184647zbMATH OpenFDO

Authors Alex Solomonoff

Publication date 28 June 1992

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(92)90182-X

zbMATH Keywords

fast algorithmmatrix multiplicationmatrix vector multiplicationspectral differentiation

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Review text

If \(u\) is a function and \(u'=(u'(x_ 0),\dots,u'(x_ n))\) is the vector of approximate derivatives, then \(u'\) can be obtained by matrix multiplication, i.e. \(u'=Du\), where \(D\) is called a derivative matrix. A matrix vector multiplication takes \(O(n^ 2)\) operations. In this paper an algorithm is proposed to reduce twice the necessary number of operations. This algorithm uses some regularity properties of the matrix \(D\).

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Cites work

• scientific article; zbMATH DE number 193036 (Why is no real title available?)
• Stability Analysis of Finite Difference, Pseudospectral and Fourier–Galerkin Approximations for Time-Dependent Problems

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(18)

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• Integral operators and delay differential equations
• Higher order pseudospectral differentiation matrices
• An FFT method for the numerical differentiation
• Hybrid compact-WENO finite difference scheme with conjugate Fourier shock detection algorithm for hyperbolic conservation laws
• scientific article; zbMATH DE number 4176327 (Why is no real title available?)
• A new class of highly accurate differentiation schemes based on the prolate spheroidal wave functions
• Second-Order Spectral Differentiation Matrices
• Jacobian spectral collocation method for spatio-temporal coupled Fokker-Planck equation with variable-order fractional derivative
• Matrix-free methods for finite-strain elasticity: automatic code generation with no performance overhead
• Differentiation-based and integration-based Chebyshev methods for resolvent analysis of channel flow
• Computable error bounds for approximate periodic solutions of autonomous delay differential equations
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