A Collocation Method with Exact Imposition of Mixed Boundary Conditions
Author(s) -
Zhongqing Wang,
Li-Lian Wang
Publication year - 2009
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/s10915-009-9325-x
Subject(s) - mathematics , collocation method , orthogonal collocation , gaussian quadrature , quadrature (astronomy) , collocation (remote sensing) , singular boundary method , mathematical analysis , boundary value problem , dirichlet boundary condition , helmholtz equation , spectral method , boundary (topology) , nyström method , boundary element method , differential equation , computer science , finite element method , ordinary differential equation , physics , engineering , machine learning , electrical engineering , thermodynamics
In this paper, we propose a natural collocation method with exact imposition of mixed boundary conditions based on a generalized Gauss-Lobatto-Legendre-Birhoff quadrature rule that builds in the underlying boundary data. We provide a direct construction of the quadrature rule, and show that the collocation method can be implemented as efficiently as the usual collocation scheme for PDEs with Dirichlet boundary conditions. We apply the collocation method to some model PDEs and the time-harmonic Helmholtz equation, and demonstrate its spectral accuracy and efficiency by various numerical examples.
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