Generation of pseudospectral differentiation matrices I

Research output: Contribution to journalArticle

74 Citations (Scopus)

Abstract

We present a simple method for computing n × n pseudospectral differentiation matrices of order p in script type O:(pn2) operations for the case of quasi-polynomial approximation. The algorithm is based on Fornberg's finite difference algorithm and is numerically stable. A Fortran implementation is included. A necessary and sufficient condition for Dp = D1 p is also given.

Original languageEnglish (US)
Pages (from-to)1640-1657
Number of pages18
JournalSIAM Journal on Numerical Analysis
Volume34
Issue number4
StatePublished - 1997

Fingerprint

Polynomial approximation
Polynomial Approximation
Finite Difference
Necessary Conditions
Computing
Sufficient Conditions

Keywords

  • Collocation polynomials
  • Pseudospectral methods

ASJC Scopus subject areas

  • Mathematics(all)
  • Applied Mathematics
  • Computational Mathematics

Cite this

Generation of pseudospectral differentiation matrices I. / Welfert, Bruno.

In: SIAM Journal on Numerical Analysis, Vol. 34, No. 4, 1997, p. 1640-1657.

Research output: Contribution to journalArticle

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