An Efficient Spectral Method for Ordinary Differential Equations With Rational Function Coefficients

An Efficient Spectral Method for Ordinary Differential Equations With Rational Function Coefficients

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Publisher's Synopsis

We present some relations that allow the efficient approximate inversion of linear differential operators with rational function coefficients. We employ expansions in terms of a large class of orthogonal polynomial families, including all the classical orthogonal polynomials. These families obey a simple three-term recurrence relation for differentiation, which implies that on an appropriately restricted domain the differentiation operator has a unique banded inverse. The inverse is an integration operator for the family, and it is simply the tridiagonal coefficient matrix for the recurrence. Since in these families convolution operators (i.e. matrix representations of multiplication by a function) are banded for polynomials, we are able to obtain a banded representation for linear differential operators with rational coefficients. This leads to a method of solution of initial or boundary value problems that, besides having an operation count that scales linearly with the order of truncation N, is computationally well conditioned. Among the applications considered is the use of rational maps for the resolution of sharp interior layers. Coutsias, Evangelos A. and Torres, David and Hagstrom, Thomas Glenn Research Center DE-FG03-92ER-25128; NSF DMS-91-08072; NSF DMS-93-04406; NCC3-233; RTOP 505-90-5K

Book information

ISBN: 9781729158906
Publisher: Independently Published
Imprint: Independently Published
Pub date:
Number of pages: 32
Weight: 102g
Height: 280mm
Width: 216mm
Spine width: 2mm