![]() |
![]() |
ETNA - Electronic Transactions on Numerical Analysis
|
![]() |
Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
![]() |
|
DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
|
ETNA - Electronic Transactions on Numerical Analysis, pp. 295-319, 2020/06/19
Spectral methods can solve elliptic partial differential equations (PDEs) numerically with errors bounded by an exponentially decaying function of the number of modes when the solution is analytic. For time-dependent problems, almost all focus has been on low-order finite difference schemes for the time derivative and spectral schemes for the spatial derivatives. This mismatch destroys the spectral convergence of the numerical solution. Spectral methods that converge spectrally in both space and time have appeared recently. This paper shows that a Chebyshev spectral collocation method of Tang and Xu for the heat equation converges exponentially when the solution is analytic. We also derive a condition number estimate of the global spectral operator. Another space-time Chebyshev collocation scheme that is easier to implement is proposed and analyzed. This paper is a continuation of the first author's earlier paper in which two Legendre space-time collocation methods were analyzed.
Keywords: spectral collocation, Chebyshev collocation, space-time, time-dependent partial differential equation