Ter­min

Ap­p­lied Ma­the­ma­tics Col­lo­qui­um: Arieh Iser­les (Uni­ver­si­ty of Cam­bridge): A new per­spec­ti­ve on spec­tral me­thods

Ort: D1.328

Abstract: In this talk we describe a new perspective on spectral methods for time-dependent PDEs. Basically, given an equation evolving in a separable Hilbert space, a spectral method is no more than a choice of an orthonormal basis. The choice of such a basis is governed by a raft of considerations: stability, speed of convergence, structure preservation and the ease of numerical algebra. 

Focusing on a single space dimension, we distinguish between two cases: T-systems and W-systems. T-systems are defined on L2(R), can be characterized completely and possess a tridiagonal, skew-Hermitian differentiation matrix: this renders linear algebra very easy. W-systems act on L2(a, b), where (a, b) ⊂ R, and are defined directly from orthogonal polynomials. In their case the differentiation matrix is semi-separable of rank 1, again yielding itself to rapid linear algebra. 

We describe the state of the art with both types of systems, with an emphasis on their approximation-theoretic features. Time allowing, we will mention a generalization to Galerkin–Petrov-type methods and to multivariate setting.