Title
A Well-Conditioned Collocation Method Using a Pseudospectral Integration Matrix.
Abstract
In this paper, a well-conditioned collocation method is constructed for solving general pth order linear differential equations with various types of boundary conditions. Based on a suitable Birkhoff interpolation, we obtain a new set of polynomial basis functions that results in a collocation scheme with two important features: the condition number of the linear system is independent of the number of collocation points, and the underlying boundary conditions are imposed exactly. Moreover, the new basis leads to an exact inverse of the pseudospectral differentiation matrix of the highest derivative (at interior collocation points), which is therefore called the pseudospectral integration matrix (PSIM). We show that PSIM produces the optimal integration preconditioner and stable collocation solutions with even thousands of points.
Year
DOI
Venue
2014
10.1137/130922409
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
Field
DocType
Birkhoff interpolation,integration preconditioning,collocation method,pseudospectral differentiation matrix,pseudospectral integration matrix,condition number
Chebyshev pseudospectral method,Mathematical optimization,Mathematical analysis,Orthogonal collocation,Pseudospectral optimal control,Gauss pseudospectral method,Legendre pseudospectral method,Collocation method,Birkhoff interpolation,Mathematics,Collocation
Journal
Volume
Issue
ISSN
36
3
1064-8275
Citations 
PageRank 
References 
14
0.79
18
Authors
3
Name
Order
Citations
PageRank
Li-Lian Wang136743.47
Michael Daniel Samson2140.79
Xiaodan Zhao3548.84