RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2024 Volume 64, Number 5, Pages 713–728 (Mi zvmmf11744)

This article is cited in 2 papers

General numerical methods

Spectral methods for solution of differential and functional equations

V. P. Varin

Federal Research Center Keldysh Institute of Applied Mathematics, Russian Academy of Sciences, 125047, Moscow, Russia

Abstract: An operational approach developed earlier for the spectral method that uses Legendre polynomials is generalized here for arbitrary systems of basis functions (not necessarily orthogonal) that satisfy only two conditions: the result of multiplication by $x$ or of differentiation with respect to $x$ is expressed in the same functions. All systems of classical orthogonal polynomials satisfy these conditions. In particular, we construct a spectral method that uses Chebyshev polynomials, which is most effective for numerical computations. This method is applied for numerical solution of the linear functional equations that appear in problems of generalized summation of series as well as in the problems of analytical continuation of discrete maps. We also demonstrate how these methods are used for solution of nonstandard and nonlinear boundary value problems for which ordinary algorithms are not applicable.

Key words: spectral methods, Chebyshev polynomials, boundary value problems, functional equations, high precision computations.

UDC: 519.62

Received: 16.10.2023
Revised: 16.10.2023
Accepted: 14.01.2024

DOI: 10.31857/S0044466924050022


 English version:
Computational Mathematics and Mathematical Physics, 2024, 64:5, 888–904

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2025