Automatic spectral collocation for integral, integro-differential, and integrally reformulated differential equations

  • Authors:

  • Tobin A. Driscoll

  • Affiliations:

  • Department of Mathematical Sciences, University of Delaware, Newark, DE 19716, USA

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2010

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Abstract

Automatic Chebyshev spectral collocation methods for Fredholm and Volterra integral and integro-differential equations have been implemented as part of the chebfun software system. This system enables a symbolic syntax to be applied to numerical objects in order to pose and solve problems without explicit references to discretization. The same objects can be used in matrix-free iterative methods in linear algebra, in order to avoid very large dense matrices or allow application to problems with nonsmooth coefficients. As a further application of the ability to implement operator equations, a method of Greengard [1] for the recasting of differential equations as integral equations is generalized to mth order boundary value and generalized eigenvalue problems. In the integral form, large condition numbers associated with differentiation matrices in high-order problems are avoided. The ability to implement the recasting process generally follows from implementation of the operator expressions in chebfun. The integral method also can be extended to first-order systems, although chebfun syntax does not currently allow easy implementation in this case.