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ETNA - Electronic Transactions on Numerical Analysis
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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 |
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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)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 292-326, 2024/06/03
We introduce a new method with spectral accuracy to solve linear non-autonomous ordinary differential equations (ODEs) of the kind $ \frac{d}{dt}\tilde{u}(t) = \tilde{f}(t) \tilde{u}(t)$, $\tilde{u}(-1)=1$, with $\tilde{f}(t)$ an analytic function.The method is based on a new analytical expression for the solution $\tilde{u}(t)$ given in terms of a convolution-like operation, the $\star$-product. We prove that, by representing this expression in a finite Legendre polynomial basis, the solution $\tilde{u}(t)$ can be found by solving a matrix problem involving the Fourier coefficients of $\tilde{f}(t)$.An efficient procedure is proposed to approximate the Legendre coefficients of $\tilde{u}(t)$, and the truncation error and convergence are analyzed. We show the effectiveness of the proposed procedure through numerical experiments. Our approach allows for a generalization of the method to solve systems of linear ODEs.
Keywords: Legendre polynomials, spectral accuracy, ordinary differential equations