A preconditioned implementation of pseudospectral methods on arbitrary grids. (Q1415259)
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English | A preconditioned implementation of pseudospectral methods on arbitrary grids. |
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A preconditioned implementation of pseudospectral methods on arbitrary grids. (English)
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3 December 2003
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Pseudospectral methods basing on an expansion of ultra-spherical polynomials are considered to approximate the solutions of boundary value problems for ordinary and partial differential equations. To overcome the bad conditional properties of those methods, a preconditioner that uses the \textit{differentiation matrices} only indirectly is developed. This leads to a method with a condition number of \(O(n)\), where \(n\) describes the degree of the polynomials. Four examples that verify the theoretical results are presented.
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pseudospectral method
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preconditioner
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arbitrary grid
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eigenvalue spectrum
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numerical examples
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boundary value problems
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condition number
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