Analysis of Error Localization of Chebyshev Spectral Approximations
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Abstract: Chebyshev spectral methods are widely used in numerical computations. When the underlying function has a singularity, it has been observed by L. N. Trefethen in 2011 that its Chebyshev interpolants exhibit an error localization property, that is, their errors in a neighborhood of the singularity are obviously larger than elsewhere. In this paper, we first present a pointwise error analysis for Chebyshev projections of functions with a singularity and prove that the rate of convergence of Chebyshev projections of degree at each point away from the singularity is one power of faster than that of at the singularity. This gives a rigorous justification for the error localization of Chebyshev projections. We then extend the framework of our analysis to Chebyshev interpolants, Chebyshev spectral differentiations and Legendre projections and justify their error localization using similar arguments. As a result, we find that Chebyshev spectral differentiations converge faster than their best counterparts except in a neighborhood of the singularity and, in the particular case where the singularity is located in the interior of interval, they converge even faster than their best counterparts in the maximum norm.
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