Sobolev‐orthogonal systems with tridiagonal skew‐Hermitian differentiation matrices

DOI10.1111/SAPM.12544MaRDI QIDQ6148570zbMATH OpenFDO

Authors Arieh Iserles, Marcus Webb

Publication date 7 February 2024

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2206.07560

zbMATH Keywords

spectral methodsorthogonal systemsSobolev orthogonalityMalmquist-Takenaka functions

Mathematics Subject Classification ID

Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Completeness of sets of functions in nontrigonometric harmonic analysis (42C30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: We introduce and develop a theory of orthogonality with respect to Sobolev inner products on the real line for sequences of functions with a tridiagonal, skew-Hermitian differentiation matrix. While a theory of such L2-orthogonal systems is well established, Sobolev orthogonality requires new concepts and their analysis. We characterise such systems completely as appropriately weighed Fourier transforms of orthogonal polynomials and present a number of illustrative examples, inclusive of a Sobolev-orthogonal system whose leading N coefficients can be computed in $mathcalO(NlogN)$ operations.

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