Shen, Jie

Spectral methods : algorithms, analysis and applications - Heidelberg: Springer Berlin, [c2011] - 470 p. - Springer series in computational mathematics .

1. Introduction
2. Fourier Spectral Methods for Periodic Problems
3. Orthogonal Polynomials and Related Approximation Results
4. Spectral Methods for Second-Order Two-Point Boundary Value Problems
5. Volterra Integral Equations
6. Higher-Order Differential Equations
7. Unbounded Domains
8. Separable Multi-Dimensional Domains
9. Applications in Multi-Dimensional Domains

Along with finite differences and finite elements, spectral methods are one of the three main methodologies for solving partial differential equations on computers. This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods. Readers of this book will be exposed to a unified framework for designing and analyzing spectral algorithms for a variety of problems, including in particular high-order differential equations and problems in unbounded domains. The book contains a large number of figures which are designed to illustrate various concepts stressed in the book. A set of basic matlab codes has been made available online to help the readers to develop their own spectral codes for their specific applications.---summary provided by publisher

9783540710400


Spectral theory (Mathematics)
Partial differential equations

QC20.7.S64