Spline Collocation Differentiation Matrices

  • Authors:
  • Robert D. Russell;Weiwei Sun

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 1997

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Abstract

Spline collocation differentiation matrices arising when solving PDEs with periodic boundary conditions have block circulant structure. In this paper, we use this fact to present an eigenvalue analysis for a large class of such spline collocation differentiation matrices. We use this to discuss the stability of collocation algorithms for parabolic and hyperbolic problems and fast collocation algorithms for elliptic PDEs.