The Accuracy of the Chebyshev Differencing Method for Analytic Functions

  • Authors:
  • S. C. Reddy;J. A. C. Weideman

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2004

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Abstract

The Chebyshev spectral collocation method is one of the most powerful tools for numerical differentiation, particularly when the function under consideration is smooth. An upper bound on the error, in the discrete maximum norm, is derived here when the function is analytic. Two model functions are analyzed in detail.