Fast computation of orthogonal systems with a skew-symmetric differentiation matrix

DOI10.1002/CPA.21973MaRDI QIDQ4994477zbMATH OpenOpenAlexFDO

Authors Arieh Iserles, Marcus Webb

Publication date 18 June 2021

Published in Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.05583

Mathematics Subject Classification ID

Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)

Abstract: Orthogonal systems in $mathrm{L}_2(mathbbR)$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation matrix is skew-symmetric, tridiagonal and irreducible, have been recently fully characterised. In this paper we go a step further, imposing the extra requirement of fast computation: specifically, that the first $N$ coefficients {of the expansion} can be computed to high accuracy in $mathcalO(Nlo{g}_{2}N)$ operations. We consider two settings, one approximating a function $f$ directly in $(-infty,infty)$ and the other approximating $[f(x)+f(-x)]/2$ and $[f(x)-f(-x)]/2$ separately in $[0,infty)$. In each setting we prove that there is a single family, parametrised by $$, of orthogonal systems with a skew-symmetric, tridiagonal, irreducible differentiation matrix and whose coefficients can be computed as Jacobi polynomial coefficients of a modified function. The four special cases where $$ are of particular interest, since coefficients can be computed using fast sine and cosine transforms. Banded, Toeplitz-plus-Hankel multiplication operators are also possible for representing variable coefficients in a spectral method. In Fourier space these orthogonal systems are related to an apparently new generalisation of the Carlitz polynomials.

Recommendations

• Orthogonal systems with a skew-symmetric differentiation matrix
• A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix
• scientific article; zbMATH DE number 3907734
• Fast algorithms for spectral differentiation matrices
• Fast associated classical orthogonal polynomial transforms

Cited in

(7)

• Orthogonal systems with a skew-symmetric differentiation matrix
• A differential analogue of Favard's theorem
• A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix
• Approximation of wave packets on the real line
• Sobolev‐orthogonal systems with tridiagonal skew‐Hermitian differentiation matrices
• A framework for stable spectral methods in d-dimensional unit balls
• Stable spectral methods for time-dependent problems and the preservation of structure

This page was built for publication: Fast computation of orthogonal systems with a skew-symmetric differentiation matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4994477)