Computational and Applied Math Proseminar

Department of Mathematics, Arizona State University

Thursday, October 21, 1999, 12:15 p.m. in GWC Room 604

H. Mittelmann

Department of Mathematics

Improving the Pseudospectral Collocation Method for Two-point Boundary Value Problems

Abstract We consider the polynomial pseudospectral method for the solution of two-point boundary value problems. This method is known to have difficulties approximating solutions with large gradients (shocks) away from the ends of the interval. We propose to attach denominators to the trial functions, making them linear rational interpolants, in such a way that the maximumnorm of the residual is minimized. To keep the computation real, pairs of complex-conjugate poles are successively determined. For a Galerkin variant this can be shown to decrease the energynorm. While, at present, no analogous result can be shown for collocation, numerical results for several difficult problems from the literature demonstrate the effectiveness of attaching just a few poles. This is joint work with J.-P. Berrut, Fribourg/Switzerland.

For further information please contact: mittelmann@asu.edu