An accurate solution of parabolic equations by expansion in ultraspherical polynomials (Q918647)

To numerically obtain the solution of the heat equation in one space variable \(u_ t(x,t)=pu_{xx}(x,t),\) \(-1<x<1,\) \(t>0\) with boundary conditions of third kind \(\alpha_ 1u(1,t)+\beta_ 1u_ x(1,t)=\gamma_ 1(t),\alpha_ 2u(-1,t)+\beta_ 2u_ x(-1,t)=\gamma_ 2(t),\) \(t>0\) and \(u(x,0)=f(x),\) \(-1<x<1\) an ultraspherical expansion technique is applied. Provided the solution and their space derivatives occurring in the partial differential equation have an expansion in a series of ultraspherical polynomials \(C_ n^{(\lambda)}\), \(\lambda >- ,\) \(n\in {\mathbb{N}}_ 0\) the coefficient functions \(a_ n:[0,\infty)\to {\mathbb{R}},\) \(n\in {\mathbb{N}}_ 0\) of the expansion \(\sum^{\infty}_{n=0}a_ n(t)C_ n^{(\lambda)}(x)\) are then determined by an infinite system of ordinary differential equations, which is reduced to a finite system by neglecting of the coefficient functions \(a_ n\) for \(n>N.\) The presented method may be considered as a generalization of that of \textit{P. M. Dew} and \textit{R. E. Scraton} [J. Inst. Math. Appl. 9, 299-309 (1972; Zbl 0237.65072)]. Numerical experiments show that more accurate results may be obtained by taking \(\lambda\) to be small and negative. The extension of the method to the polar-type equation \(u_ t(x,t)=pu_{xx}(x,t)+kx^{-1}u_ x(x,t),\) \(-1<x<1,\) \(t>0\) has also been considered.