Legendre–Gauss-type spectral collocation algorithms for nonlinear ordinary/partial differential equations

We propose new Legendre–Gauss collocation algorithms for ordinary differential equations. We also design Legendre–Gauss-type collocation algorithms for time-dependent nonlinear partial differential equations. The suggested algorithms enjoy spectral accuracy in both time and space, and can be implemented in a fast and stable manner. Numerical results exhibit the effectiveness.

[1]  Steven A. Orszag,et al.  Comparison of Pseudospectral and Spectral Approximation , 1972 .

[2]  Ben-yu Guo,et al.  Legendre-Gauss-Radau Collocation Method for Solving Initial Value Problems of First Order Ordinary Differential Equations , 2012, J. Sci. Comput..

[3]  Zhongqing Wang,et al.  A spectral collocation method for solving initial value problemsof first order ordinary differential equations , 2010 .

[4]  E. Hairer,et al.  Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems , 2010 .

[5]  K. Wright,et al.  Some relationships between implicit Runge-Kutta, collocation and Lanczosτ methods, and their stability properties , 1970 .

[6]  Zhimin Zhang,et al.  Comparison of a spectral collocation method and symplectic methods for Hamiltonian systems , 2011 .

[7]  L. Greengard,et al.  Spectral Deferred Correction Methods for Ordinary Differential Equations , 2000 .

[8]  Jie Shen,et al.  Fourierization of the Legendre--Galerkin method and a new space--time spectral method , 2007 .

[9]  P. Bar-Yoseph,et al.  Space-time spectral element method for solution of second-order hyperbolic equations , 1994 .

[10]  D. Funaro Polynomial Approximation of Differential Equations , 1992 .

[11]  Dominik Schötzau,et al.  An hp a priori error analysis of¶the DG time-stepping method for initial value problems , 2000 .

[12]  A. Bountis Dynamical Systems And Numerical Analysis , 1997, IEEE Computational Science and Engineering.

[13]  B. Guo,et al.  Spectral Methods and Their Applications , 1998 .

[14]  H. Tal-Ezer,et al.  Spectral methods in time for hyperbolic equations , 1986 .

[15]  O. Axelsson On the efficiency of a class of a-stable methods , 1974 .

[16]  Ernst Hairer,et al.  Solving Ordinary Differential Equations I: Nonstiff Problems , 2009 .

[17]  J. Lambert Numerical Methods for Ordinary Differential Systems: The Initial Value Problem , 1991 .

[18]  Ivo Babuška,et al.  The h‐p version of the finite element method for parabolic equations. Part I. The p‐version in time , 1989 .

[19]  Jian-guo Tang,et al.  Single and Multi-Interval Legendre τ-Methods in Time for Parabolic Equations , 2002, Adv. Comput. Math..

[20]  Glenn R. Ierley,et al.  Spectral methods in time for a class of parabolic partial differential equations , 1992 .

[21]  John C. Slater,et al.  Electronic Energy Bands in Metals , 1934 .

[22]  A. Prothero,et al.  On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations , 1974 .

[23]  Thomas P. Wihler,et al.  An A Priori Error Analysis of the hp-Version of the Continuous Galerkin FEM for Nonlinear Initial Value Problems , 2005, J. Sci. Comput..

[24]  T. Janik,et al.  The h‐p version of the finite element method for parabolic equations. II. The h‐p version in time , 1990 .

[25]  Xiang Xu,et al.  Accuracy Enhancement Using Spectral Postprocessing for Differential Equations and Integral Equations , 2008 .

[26]  R. K. Mohanty,et al.  On the use of high order difference methods for the system of one space second order nonlinear hyperbolic equations with variable coefficients , 1996 .

[27]  Fabian Immler,et al.  Numerical Analysis of Ordinary Differential Equations , 2013 .

[28]  T. A. Zang,et al.  Spectral Methods: Fundamentals in Single Domains , 2010 .

[29]  Heping Ma,et al.  A Legendre spectral method in time for first-order hyperbolic equations , 2007 .

[30]  Owe Axelsson,et al.  A class ofA-stable methods , 1969 .

[31]  Ben-yu Guo,et al.  Legendre–Gauss collocation methods for ordinary differential equations , 2009, Adv. Comput. Math..

[32]  J. Butcher The numerical analysis of ordinary differential equations: Runge-Kutta and general linear methods , 1987 .

[33]  H. Tal-Ezer Spectral methods in time for parabolic problems , 1989 .

[34]  Pinhas Z. Bar-Yoseph,et al.  Space-time spectral element methods for one-dimensional nonlinear advection-diffusion problems , 1995 .

[35]  H. Kreiss,et al.  Comparison of accurate methods for the integration of hyperbolic equations , 1972 .

[36]  F. Chipman A-stable Runge-Kutta processes , 1971 .

[37]  A. Bayliss,et al.  Roundoff Error in Computing Derivatives Using the Chebyshev Differentiation Matrix , 1995 .

[38]  Dominik Schötzau,et al.  Time Discretization of Parabolic Problems by the HP-Version of the Discontinuous Galerkin Finite Element Method , 2000, SIAM J. Numer. Anal..