Accuracy enhancement for higher derivatives using Chebyshev collocation and a mapping technique

被引:45
作者
Don, WS [1 ]
Solomonoff, A [1 ]
机构
[1] UNIV MINNESOTA,INST MATH & ITS APPLICAT,MINNEAPOLIS,MN 55455
关键词
Chebyshev collocation; differentiation matrix; roundoff error; Tal-Ezer mapping;
D O I
10.1137/S1064827594274607
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A new method is investigated to reduce the roundoff error in computing derivatives using Chebyshev collocation methods. By using a grid mapping derived by Kosloff and Tal-Ezer, and the proper choice of the parameter al the roundoff error of the kth derivative can be reduced from O(N-2k) to O((N\ln epsilon\)(k)), where epsilon is the machine precision and N is the number of collocation points. This drastic reduction of roundoff error makes mapped Chebyshev methods competitive with any other algorithm in computing second or higher derivatives with large N. Several other aspects of the mapped Chebyshev differentiation matrix are also studied, revealing that 1. the mapped Chebyshev methods require much less than pi points to resolve a wave; 2. the eigenvalues are less sensitive to perturbation by roundoff error; and 3. larger time steps can be used for solving PDEs. All these advantages of the mapped Chebyshev methods can be achieved while maintaining spectral accuracy.
引用
收藏
页码:1040 / 1055
页数:16
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