Seminario de Matemática Aplicada
An overarching framework for spectral methods and dispersive equations
"An overarching framework for spectral methods and dispersive equations", organizado polo CITMAga. Será impartido por Arieh Iserles (University of Cambridge).
Data: mércores 27 de setembro
Hora: 10:00 h.
Duración: 1 hora
Lugar: Aula Magna da Facultade de Matemáticas, ou ben en liña a través do enlace Teams meeting. Conferenciante por Teams.
Abstract:
Every spectral method commences from an orthonormal system Φ = {𝜑𝜑𝑛𝑛}𝑛𝑛∈ℤ+ over an interval (𝑎𝑎, 𝑏𝑏) and its major feature is the differentiation matrix 𝒟𝒟 such that
Once 𝒟 is skew-Hermitian, exp(𝑡𝒟) is unitary and the method is stable and preserves the L2 norm.
The nature of the interval (𝑎𝑎, 𝑏𝑏) and the boundary conditions is critical: periodic boundary conditions in a compact interval are a no-brainer: we use a Fourier basis. This leaves out three important scenarios: the real line (−∞, ∞), the half-line (0, ∞) and the interval (−1,1), the latter two with zero Dirichlet boundary conditions. In the case of the real line we show that the additional requirement that 𝒟 is tridiagonal leads to a complete characterisation of all orthonormal and complete sets Φ by means of a Fourier transform, the Favard theorem and
the Plancherel theorem. The half-line and a compact interval require a completely different approach. We show that in each case there exists an orthonormal set which leads to a skew-symmetric matrix 𝒟 which, although dense, lends itself to very fast algebraic computations, and a magical value of the parameter that results in much improved accuracy.