The discrete orthogonal polynomial least squares method for approximation and solving partial differential equations

Anne Gelb, Rodrigo Platte, William Steven Rosenthal

Research output: Contribution to journalArticle

14 Citations (Scopus)

Abstract

We investigate numerical approximations based on polynomials that are orthogonal with respect to a weighted discrete inner product and develop an algorithm for solving time dependent differential equations. We focus on the family of super Gaussian weight functions and derive a criterion for the choice of parameters that provides good accuracy and stability for the time evolution of partial differential equations. Our results show that this approach circumvents the problems related to the Runge phenomenon on equally spaced nodes and provides high accuracy in space. For time stability, small corrections near the ends of the interval are computed using local polynomial interpolation. Several numerical experiments illustrate the performance of the method.

Original languageEnglish (US)
Pages (from-to)734-758
Number of pages25
JournalCommunications in Computational Physics
Volume3
Issue number3
StatePublished - Mar 2008

Fingerprint

least squares method
partial differential equations
polynomials
approximation
interpolation
differential equations
intervals
products

Keywords

  • Discrete least-squares
  • High order numerical methods
  • Orthogonal polynomials
  • Spectral methods
  • Uniform grid

ASJC Scopus subject areas

  • Physics and Astronomy (miscellaneous)

Cite this

The discrete orthogonal polynomial least squares method for approximation and solving partial differential equations. / Gelb, Anne; Platte, Rodrigo; Rosenthal, William Steven.

In: Communications in Computational Physics, Vol. 3, No. 3, 03.2008, p. 734-758.

Research output: Contribution to journalArticle

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