Branch Mathematics and Statistics Faculty and Staff Publications
AN EFFICIENT SPECTRAL METHOD FOR ORDINARY DIFFERENTIAL EQUATIONS WITH RATIONAL FUNCTION COEFFICIENTS
Document Type
Article
Publication Date
4-1-1996
Abstract
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 3-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.
Publisher
American Mathematical Society
Publication Title
Mathematics of Computation
ISSN
0025-5718
Volume
65
Issue
214
First Page
611
Last Page
635
Language (ISO)
English
Sponsorship
American Mathematical Society
Keywords
Spectral methods, orthogonal polynomials, boundary value problems
Recommended Citation
Mathematics of Computation, 65(214): 611-635
Comments
Article author is part of the Main Campus Math Department.