Univariate modified Fourier methods for second order boundary value problems
condition numberconvergenceeigenfunction expansionFourier methodspreconditioningsecond order boundary value problemsspectral-Galerkin method
Boundary value problems for second-order elliptic equations (35J25) Completeness of eigenfunctions and eigenfunction expansions in context of PDEs (35P10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
The author develops and analyses a new spectral-Galerkin method for the numerical solution of linear, second order differential equations with homogeneous Neumann boundary conditions. The basis functions for this method are the eigenfunctions of the Laplace operator subject to these boundary conditions. Due to this property this method has a number of beneficial features, including an \(\mathcal{O}(N^{2})\) condition number and the availability of an optimal, diagonal preconditioner. This method offers a uniform convergence rate of \(\mathcal{O}(N^{-3})\), however the author shows that by the inclusion of additional \(2M\) basis functions, this figure can be increased to \(\mathcal{O}(N^{-2M-3})\) for any positive integer \(M\).
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