Preconditioning rectangular spectral collocation
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Publication:6266002
arXiv1510.00195MaRDI QIDQ6266002FDOQ6266002
Authors: Kui Du 
Publication date: 1 October 2015
Abstract: Rectangular spectral collocation (RSC) methods have recently been proposed to solve linear and nonlinear differential equations with general boundary conditions and/or other constraints. The involved linear systems in RSC become extremely ill-conditioned as the number of collocation points increases. By introducing suitable Birkhoff-type interpolation problems, we present pseudospectral integration preconditioning matrices for the ill-conditioned linear systems in RSC. The condition numbers of the preconditioned linear systems are independent of the number of collocation points. Numerical examples are given.
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