A Well-Conditioned Collocation Method Using a Pseudospectral Integration Matrix

DOI10.1137/130922409zbMath1297.65086arXiv1305.2041MaRDI QIDQ2878936

Xiaodan Zhao, Michael Daniel Samson, Li-Lian Wang

Publication date: 5 September 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.2041

zbMATH Keywords

collocation method; numerical examples; condition number; Birkhoff interpolation; pseudospectral differentiation matrix; integration preconditioning; pseudospectral integration matrix

Mathematics Subject Classification ID

65N35: Spectral, collocation and related methods for boundary value problems involving PDEs

35J25: Boundary value problems for second-order elliptic equations

65L60: Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations

65L10: Numerical solution of boundary value problems involving ordinary differential equations

34B05: Linear boundary value problems for ordinary differential equations

65F08: Preconditioners for iterative methods

Related Items

An explicit spectral collocation method using nonpolynomial basis functions for the time‐dependent Schrödinger equation, An integration preconditioning method for solving option pricing problems, Fractional Pseudospectral Schemes with Equivalence for Fractional Differential Equations, A universal Birkhoff pseudospectral method for solving boundary value problems, On \(hp\)-convergence of prolate spheroidal wave functions and a new well-conditioned prolate-collocation scheme, Optimal spectral schemes based on generalized prolate spheroidal wave functions of order \(-1\), A new collocation scheme using non-polynomial basis functions, Legendre spectral collocation in space and time for PDEs, A new computational method based on fractional Lagrange functions to solve multi-term fractional differential equations, Barycentric prolate interpolation and pseudospectral differentiation, New results on pseudospectral methods for optimal control, Well conditioned pseudospectral schemes with tunable basis for fractional delay differential equations, Preconditioning of spectral methods via Birkhoff interpolation, On the global interpolation of motion, A Legendre spectral quadrature tau method for the multi-term time-fractional diffusion equations, An accurate spectral method for the transverse magnetic mode of Maxwell equations in Cole-Cole dispersive media, Structural analysis of matrix integration operators in polynomial bases, Preconditioned Legendre spectral Galerkin methods for the non-separable elliptic equation, Multidomain pseudospectral integration preconditioning matrices for the advection and the diffusion operators, Fast computation of the spectral differentiation by the fast multipole method, An MHD Stokes eigenvalue problem and its approximation by a spectral collocation method, From stepwise integrations and low-rank updates to a pseudospectral solution operator matrix for the Helmholtz operator \(\frac{d}{dx} a(x) \frac{d}{dx} + c(x)\), Chebyshev spectral collocation method approximations of the Stokes eigenvalue problem based on penalty techniques, A new spectral method using nonstandard singular basis functions for time-fractional differential equations, Inverse matrices for pseudospectral differentiation operators in polar coordinates by stepwise integrations and low-rank updates, Well-conditioned fractional collocation methods using fractional Birkhoff interpolation basis, Differentiation matrices in polynomial bases, A class of Birkhoff-Lagrange-collocation methods for high order boundary value problems, Space-time Legendre-Gauss-Lobatto collocation method for two-dimensional generalized sine-Gordon equation, On Well-Conditioned Spectral Collocation and Spectral Methods by the Integral Reformulation, Optimal Fractional Integration Preconditioning and Error Analysis of Fractional Collocation Method Using Nodal Generalized Jacobi Functions, Fast Structured Direct Spectral Methods for Differential Equations with Variable Coefficients, I. The One-Dimensional Case

Uses Software