The automatic solution of partial differential equations using a global spectral method
From MaRDI portal
Abstract: A spectral method for solving linear partial differential equations (PDEs) with variable coefficients and general boundary conditions defined on rectangular domains is described, based on separable representations of partial differential operators and the one-dimensional ultraspherical spectral method. If a partial differential operator is of splitting rank , such as the operator associated with Poisson or Helmholtz, the corresponding PDE is solved via a generalized Sylvester matrix equation, and a bivariate polynomial approximation of the solution of degree is computed in operations. Partial differential operators of splitting rank are solved via a linear system involving a block-banded matrix in operations. Numerical examples demonstrate the applicability of our 2D spectral method to a broad class of PDEs, which includes elliptic and dispersive time-evolution equations. The resulting PDE solver is written in MATLAB and is publicly available as part of CHEBFUN. It can resolve solutions requiring over a million degrees of freedom in under seconds. An experimental implementation in the Julia language can currently perform the same solve in seconds.
Recommendations
- A fast and well-conditioned spectral method
- Fast structured direct spectral methods for differential equations with variable coefficients. I. The one-dimensional case
- A direct solver with \(O(N)\) complexity for variable coefficient elliptic PDEs discretized via a high-order composite spectral collocation method
- Fast Poisson solvers for spectral methods
- Spectral domain embedding for elliptic PDEs in complex domains
Cites work
- scientific article; zbMATH DE number 193036 (Why is no real title available?)
- scientific article; zbMATH DE number 3640828 (Why is no real title available?)
- scientific article; zbMATH DE number 1260326 (Why is no real title available?)
- scientific article; zbMATH DE number 1827070 (Why is no real title available?)
- scientific article; zbMATH DE number 870420 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- A New Dual-Petrov-Galerkin Method for Third and Higher Odd-Order Differential Equations: Application to the KDV Equation
- A direct solver for variable coefficient elliptic PDEs discretized via a composite spectral collocation method
- A direct solver with \(O(N)\) complexity for variable coefficient elliptic PDEs discretized via a high-order composite spectral collocation method
- A fast and well-conditioned spectral method
- A spectral element method for fluid dynamics: Laminar flow in a channel expansion
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- An Extension of Chebfun to Two Dimensions
- An operational approach to the Tau method for the numerical solution of non-linear differential equations
- Automatic Fréchet differentiation for the numerical solution of boundary-value problems
- Chebyshev 3-D spectral and 2-D pseudospectral solvers for the Helmholtz equation
- Chebyshev and Fourier spectral methods.
- Continuous analogues of matrix factorizations
- Domain decomposition algorithms for spectral methods
- Efficient Spectral-Galerkin Method II. Direct Solvers of Second- and Fourth-Order Equations Using Chebyshev Polynomials
- Efficient multi-dimensional solution of PDEs using Chebyshev spectral methods
- Implementing Spectral Methods for Partial Differential Equations
- Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming
- Legendre and Chebyshev dual-Petrov-Galerkin methods for hyperbolic equations
- NIST handbook of mathematical functions
- Numerical solution of partial differential equations with variable coefficients with an operational approach to the Tau method
- Numerical solution of second-order linear difference equations
- On Direct Methods for Solving Poisson’s Equations
- On Double Chebyshev Series Approximation
- On time-splitting spectral approximations for the Schrödinger equation in the semiclassical regime
- Partial differential equations. 4th ed
- Rectangular spectral collocation
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- Spectral Methods in MATLAB
- Symmetrizing grids, radial basis functions, and Chebyshev and Zernike polynomials for the \(D_4\) symmetry group; interpolation within a squircle. I
- Tensor-train decomposition
- The History of Blissard's Symbolic Method, with a Sketch of its Inventor's Life
- The Schwarz Algorithm for Spectral Methods
- The accurate solution of Poisson's equation by expansion in Chebyshev polynomials
- The chebop system for automatic solution of differential equations
Cited in
(41)- An MHD Stokes eigenvalue problem and its approximation by a spectral collocation method
- Solving time-dependent PDEs with the ultraspherical spectral method
- A fast sparse spectral method for nonlinear integro-differential Volterra equations with general kernels
- Fast and backward stable transforms between spherical harmonic expansions and bivariate Fourier series
- Bandwidth truncation for Chebyshev polynomial and ultraspherical/Chebyshev Galerkin discretizations of differential equations: restrictions and two improvements
- Space-time spectral method for the Stokes problem
- Approximation in the extended functional tensor train format
- Polar differentiation matrices for the Laplace equation in the disk under nonhomogeneous Dirichlet, Neumann and Robin boundary conditions and the biharmonic equation under nonhomogeneous Dirichlet conditions
- Continuous analogues of Krylov subspace methods for differential operators
- Computation and applications of Mathieu functions: a historical perspective
- A fast and spectrally convergent algorithm for rational-order fractional integral and differential equations
- Computing with functions in the ball
- FEAST for differential eigenvalue problems
- Radial collocation methods for the onset of convection in rotating spheres
- Rational Krylov for Stieltjes matrix functions: convergence and pole selection
- Solving partial differential problems with \textsf{Tau Toolbox}
- A sparse spectral method for Volterra integral equations using orthogonal polynomials on the triangle
- Jacobi collocation approximation for solving multi-dimensional Volterra integral equations
- Chebyshev spectral collocation method approximations of the Stokes eigenvalue problem based on penalty techniques
- When integration sparsification fails: banded Galerkin discretizations for Hermite functions, rational Chebyshev functions and sinh-mapped Fourier functions on an infinite domain, and Chebyshev methods for solutions with \(C^\infty\) endpoint singularities
- Computing the Tracy-Widom distribution for arbitrary \(\beta>0\)
- An Efficient Block Rational Krylov Solver for Sylvester Equations with Adaptive Pole Selection
- Automatic spectral collocation for integral, integro-differential, and integrally reformulated differential equations
- Chebyshev spectral collocation in space and time for the heat equation
- Computing equilibrium measures with power law kernels
- The ultraspherical spectral element method
- A static memory sparse spectral method for time-fractional PDEs
- Fast structured direct spectral methods for differential equations with variable coefficients. I. The one-dimensional case
- Fast algorithms using orthogonal polynomials
- On symmetrizing the ultraspherical spectral method for self-adjoint problems
- A fast and well-conditioned spectral method for singular integral equations
- A fast and well-conditioned spectral method
- On well-conditioned spectral collocation and spectral methods by the integral reformulation
- Lifting Sylvester equations: singular value decay for non-normal coefficients
- The joy and pain of skew symmetry
- Spectral collocation in space and time for linear PDEs
- Tensor calculus in polar coordinates using Jacobi polynomials
- Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods
- Spectral, tensor and domain decomposition methods for fractional PDEs
- A sparse spectral method on triangles
- Learning dominant wave directions for plane wave methods for high-frequency Helmholtz equations
Describes a project that uses
Uses Software
This page was built for publication: The automatic solution of partial differential equations using a global spectral method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q729214)
