2013
DOI: 10.1137/120865458
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A Fast and Well-Conditioned Spectral Method

Abstract: Abstract. A spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes Ø(m 2 n) operations, where m is the number of Chebyshev points needed to resolve the coefficients of the differential operator and n is the number of Chebyshev coefficients needed to resolve the solution to the differential equation. We prove stability of the method by relating … Show more

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Cited by 205 publications
(326 citation statements)
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“…Numerical solution of the coupled nonlinear sixth-order PDEs (3) with non-periodic boundary conditions for experimentally relevant domain sizes [5][6][7]10] is computationally challenging. We developed an algorithm that achieves the required numerical accuracy by combining a well-conditioned Chebyshev-Fourier spectral method [49,50] with a third-order semi-implicit time-stepping scheme [51] and integral conditions for the vorticity field [48] (App. A).…”
Section: Simulationsmentioning
confidence: 99%
“…Numerical solution of the coupled nonlinear sixth-order PDEs (3) with non-periodic boundary conditions for experimentally relevant domain sizes [5][6][7]10] is computationally challenging. We developed an algorithm that achieves the required numerical accuracy by combining a well-conditioned Chebyshev-Fourier spectral method [49,50] with a third-order semi-implicit time-stepping scheme [51] and integral conditions for the vorticity field [48] (App. A).…”
Section: Simulationsmentioning
confidence: 99%
“…The only steps that require an N log N transform to physical space are (i) the multiplications with variable coefficients and (ii) the computation of Q r (x) via the sine transform. A banded-operator approach [67] could be used to perform the variable-coefficient multiplications (to a specified tolerance) while remaining in spectral space. Such a method would therefore avoid several of the N log N transforms, but not the sine transform associated with Q r (x), and thus the overall computational cost would remain O (N log N ).…”
Section: Algorithm 3 Main Algorithm To Solve For the Wing Kinematicsmentioning
confidence: 99%
“…While this approach is well understood, it produces dense matrices that often are ill-conditioned for variable coefficient boundary value problem. Recently, Olver and Townsend [8] developed a spectral method for linear ordinary differential equations which results in almost banded, sparse matrices that can solve linear differential equations in O(m 2 n) operations, where m and n are respectively the numbers of Chebyshev points to resolve the differential operators and the solution to the differential equation.…”
Section: Linear Solvermentioning
confidence: 99%
“…The differential operators D λ act on Chebyshev polynomials and differentiate in Gegenbauer space, and S λ are conversion operators from Chebyshev to Gegenbauer space. Full details on the calculation of these matrices can be found in the paper by Olver and Townsend [8]. Numerically implementing the homotopy analysis method using the aforementioned linear discretization gives the Gegenbauer homotopy analysis method (gham) …”
Section: C62mentioning
confidence: 99%