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Quadrature imposition of compatibility conditions in Chebyshev methods
Author(s) -
David Gottlieb,
Craig L. Streett
Publication year - 1990
Publication title -
journal of scientific computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.53
H-Index - 80
eISSN - 1573-7691
pISSN - 0885-7474
DOI - 10.1007/bf01089165
Subject(s) - mathematics , gauss–jacobi quadrature , chebyshev pseudospectral method , gauss–kronrod quadrature formula , clenshaw–curtis quadrature , chebyshev polynomials , mathematical analysis , compatibility (geochemistry) , chebyshev equation , gaussian quadrature , tanh sinh quadrature , gauss–hermite quadrature , boundary value problem , quadrature (astronomy) , gauss–laguerre quadrature , nyström method , orthogonal polynomials , classical orthogonal polynomials , geochemistry , engineering , electrical engineering , geology
Often, in solving an elliptic equation with Neumann boundary conditions, a compatibility condition has to be imposed for well-posedness. This condition involves integrals of the forcing function. When pseudospectral Chebyshev methods are used to discretize the partial differential equation, these integrals have to be approximated by an appropriate quadrature formula. The Gauss-Chebyshev (or any variant of it, like the Gauss-Lobatto) formula cannot be used here since the integrals under consideration do not include the weight function. A natural candidate to be used in approximating the integrals is the Clenshaw-Curtis formula; however, we show in this article that this is the wrong choice and it may lead to divergence if time-dependent methods are used to march the solution to steady state. We develop, in this paper, the correct quadrature formula for these problems. This formula takes into account the degree of the polynomials involved. We show that this formula leads to a well-conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.

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