Evaluation of Chebyshev pseudospectral methods for third order differential equations

DOI10.1023/A:1019199416310MaRDI QIDQ1385136zbMATH OpenOpenAlexFDO

Authors Yi Su, R. A. Renaut

Publication date 21 September 1998

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019199416310

zbMATH Keywords

Chebyshev collocationChebyshev pseudospectral methodsdifferentiation matrixNeumann boundary conditionsnumerical teststhird-order differential equationsvery large condition numbers

Mathematics Subject Classification ID

Higher-order parabolic equations (35K25) Numerical computation of matrix norms, conditioning, scaling (65F35) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Review text

The problem of very large condition numbers of the differentiation matrix of standard Chebyshev collocation for third-order problems with Neumann boundary conditions is addressed. The authors show by proper mapping techniques and implementation of the boundary conditions that a condition number of well below \({\mathcal O} ({\mathcal N}^4)\) can be achieved. Numerical tests are provided to verify the given analysis.

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Cited in

(7)

• Spectral approximation of third-order problems
• On the local and semilocal convergence of a parameterized multi-step Newton method
• Study of three-layer semi-discrete schemes for second order evolution equations by Chebyshev polynomials
• An iterated pseudospectral method for delay partial differential equations
• A fast numerical method to price American options under the Bates model
• A mapped polynomial method for high-accuracy approximations on arbitrary grids
• Boundary control of generalized Korteweg-de Vries-Burgers-Huxley equation: well-posedness, stabilization and numerical studies

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