THE PSEUDOSPECTRAL METHOD FOR 3RD-ORDER DIFFERENTIAL-EQUATIONS

Generalized quadrature rules are derived which assist in the selection of collocation points for the pseudospectral solution of differential equations. In particular, it is shown that for an nth-order differential equation in one space dimension with two-point derivative boundary conditions, an ideal choice of interior collocation points is the set of zeros of a Jacobi polynomial. The pseudospectral solution of a third-order initial-boundary value problem is considered and accuracy is assessed by examining how well the discrete eigenproblem approximates the continuous one. Convergence is established for a special choice of collocation points and numerical results are included to demonstrate the viability of the approach.