Download Implementing Spectral Methods for Partial Differential by David A. Kopriva PDF

By David A. Kopriva

This booklet bargains a scientific and self-contained method of remedy partial differential equations numerically utilizing unmarried and multidomain spectral equipment. It comprises distinct algorithms in pseudocode for the applying of spectral approximations to either one and dimensional PDEs of mathematical physics describing potentials, delivery, and wave propagation. David Kopriva, a widely known researcher within the box with huge useful event, indicates how just a couple of primary algorithms shape the development blocks of any spectral code, even for issues of complicated geometries. The ebook addresses computational and purposes scientists, because it emphasizes the sensible derivation and implementation of spectral tools over summary arithmetic. it really is divided into elements: First comes a primer on spectral approximation and the elemental algorithms, together with FFT algorithms, Gauss quadrature algorithms, and the way to approximate derivatives. the second one half indicates the way to use these algorithms to resolve regular and time established PDEs in a single and area dimensions. workouts and questions on the finish of every bankruptcy inspire the reader to scan with the algorithms.

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Extra info for Implementing Spectral Methods for Partial Differential Equations: Algorithms for Scientists and Engineers

Example text

1 Spectral Approximation 29 Although the approximation theory for polynomial truncation is rather technical, we get a good sense of the spectral convergence by looking at a couple of examples as we did with the Fourier approximations in Sect. 3. 32) are not of much interest here since they are polynomials and are represented exactly as long as N ≥ 2. 1)). The first has a jump discontinuity at the origin. The second has a slope discontinuity there. The last is infinitely smooth. 108) f (x)Lk (x)dx.

125) so that they can be used on an arbitrary, yet finite interval. Chapter 2 Algorithms for Periodic Functions In this chapter we show how to compute the Discrete Fourier Transform using a Fast Fourier Transform (FFT) algorithm, including not-so special case situations such as when the data to be transformed are real. In those situations, we speed up the transforms by about a factor of two by exploiting symmetries in the data and the coefficients. We end this chapter by showing how to approximate the derivatives of periodic functions, which are the fundamental approximations that we need to solve partial differential equations with periodic boundary conditions.

As we pointed out in the preamble, expansions in orthogonal polynomials such as Legendre or Bessel functions are useful to solve some types of boundary value problems analytically. Now we study polynomials that we can use to develop spectral approximations to PDEs. The starting point for polynomial spectral methods is to construct an orthogonal basis for square integrable functions, specifically L2w (a, b), in which to expand the functions that we want to approximate. One convenient way to generate these bases is to use the Sturm-Liouville theorem, which concerns the eigenfunctions, u, of the eigenvalue problem known as the Sturm-Liouville problem.

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