Name
Title | ||
|---|---|---|
Jacobi rational approximation and spectral method for differential equations of degenerate type |
Abstract | ||
|---|---|---|
We introduce an orthogonal system on the half line, induced by Jacobi polynomials. Some results on the Jacobi rational approximation are established, which play important roles in designing and analyzing the Jacobi rational spectral method for various differential equations, with the coefficients degenerating at certain points and growing up at infinity. The Jacobi rational spectral method is proposed for a model problem appearing frequently in finance. Its convergence is proved. Numerical results demonstrate the efficiency of this new approach. |
Year | DOI | Venue |
|---|---|---|
2008 | 10.1090/S0025-5718-07-02074-1 | MATHEMATICS OF COMPUTATION |
Keywords | Field | DocType |
Jacobi rational approximation,spectral method for differential equations of degenerate type on the half line,applications | Mathematical optimization,Jacobi rotation,Jacobi method,Mathematical analysis,Jacobi operator,Jacobi eigenvalue algorithm,Jacobi polynomials,Jacobi integral,Spectral method,Numerical analysis,Mathematics | Journal |
Volume | Issue | ISSN |
77 | 262 | 0025-5718 |
Citations | PageRank | References |
7 | 0.86 | 4 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zhong-qing Wang | 1 | 140 | 20.28 |
| Ben-yu Guo | 2 | 475 | 65.54 |