Spectrum of the Jacobi Tau Approximation for the Second Derivative Operator

DOI10.1137/060665907MaRDI QIDQ3614179zbMATH OpenOpenAlexFDO

Authors Marios Charalambides, Fabian Waleffe

Publication date 16 March 2009

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607640

zbMATH Keywords

Chebyshev tau methoddiffusion equationGalerkin methodsGegenbauer polynomialsGegenbauer tau methodJacobi polynomialsJacobi tau methodLegendre tau methodpositive pairsspectral methodsstable polynomialszeros of polynomials

Mathematics Subject Classification ID

Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Heat equation (35K05) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: It is proved that the eigenvalues of the Jacobi Tau method for the second derivative operator with Dirichlet boundary conditions are real, negative and distinct for a range of the Jacobi parameters. Special emphasis is placed on the symmetric case of the Gegenbauer Tau method where the range of parameters included in the theorems can be extended and characteristic polynomials given by successive order approximations interlace. This includes the common Chebyshev and Legendre, Tau and Galerkin methods. The characteristic polynomials for the Gegenbauer Tau method are shown to obey three term recurrences plus a constant term which vanishes for the Legendre Tau and Galerkin cases. These recurrences are equivalent to a tridiagonal plus one row matrix structure. The spectral integration formulation of the Gegenbauer Tau method is shown to lead directly to that fundamental and well-conditioned tridiagonal plus one row matrix structure. A Matlab code is provided.

Recommendations

• The spectrum of the Gegenbauer collocation approximation for the second derivative operator
• Gegenbauer tau methods with and without spurious eigenvalues
• Second order Jacobi approximation with applications to fourth-order differential equations
• Tau method approximation of differential eigenvalue problems where the spectral parameter enters nonlinearly
• Jacobi spectral Galerkin method for the integrated forms of second-order differential equations

Cited in

(14)

• On conjectures by Csordas, Charalambides and Waleffe
• A general stability theorem with applications
• The distribution of zeros of a class of Jacobi polynomials
• On shifted Jacobi spectral method for high-order multi-point boundary value problems
• Spectral approximations of unbounded operators of the type ``normal plus compact
• Spectral integration of linear boundary value problems
• The spectrum of the Gegenbauer collocation approximation for the second derivative operator
• A new property of a class of Koornwinder Laguerre polynomials
• Gegenbauer tau methods with and without spurious eigenvalues
• The EPS method: A new method for constructing pseudospectral derivative operators
• Optimal error estimates of the Legendre tau method for second-order differential equations
• An optimal complexity spectral solver for the Poisson equation
• Stability of the Gegenbauer Galerkin method for a family of fourth order problems
• On symmetrizing the ultraspherical spectral method for self-adjoint problems

This page was built for publication: Spectrum of the Jacobi Tau Approximation for the Second Derivative Operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3614179)