A numerical comparison of Chebyshev methods for solving fourth order semilinear initial boundary value problems

  • Authors:

  • B. K. Muite

  • Affiliations:

  • Mathematical Institute, University of Oxford, 24-29 St. Giles', Oxford OX1 3LB, UK

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2010

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Abstract

In solving semilinear initial boundary value problems with prescribed non-periodic boundary conditions using implicit-explicit and implicit time stepping schemes, both the function and derivatives of the function may need to be computed accurately at each time step. To determine the best Chebyshev collocation method to do this, the accuracy of the real space Chebyshev differentiation, spectral space preconditioned Chebyshev tau, real space Chebyshev integration and spectral space Chebyshev integration methods are compared in the L^2 and W^2^,^2 norms when solving linear fourth order boundary value problems; and in the L^~([0,T];L^2) and L^~([0,T];W^2^,^2) norms when solving initial boundary value problems. We find that the best Chebyshev method to use for high resolution computations of solutions to initial boundary value problems is the spectral space Chebyshev integration method which uses sparse matrix operations and has a computational cost comparable to Fourier spectral discretization.