Skip to main content
Top
Published in: Journal of Scientific Computing 2/2017

21-02-2017

Efficient Space-Time Spectral Methods for Second-Order Problems on Unbounded Domains

Authors: Chao Zhang, Dong-qin Gu, Zhong-qing Wang, Hui-yuan Li

Published in: Journal of Scientific Computing | Issue 2/2017

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper, we propose efficient space-time spectral methods for problems on unbounded domains. For this purpose, we first introduce two series of new basis functions on the half/whole line by matrix decomposition techniques. The new basis functions are mutually orthogonal in both \(L^2\) and \(H^1\) inner products, and lead to diagonal systems for second order problems with constant coefficients. Then we construct efficient space-time spectral methods based on Laguerre/Hermite-Galerkin methods in space and dual-Petrov-Galerkin formulations in time for problems defined on unbounded domains. Using these suggested methods, higher accuracy can be obtained. We also demonstrate that the use of simultaneously orthogonal basis functions in space may greatly simplify the implementation of the space-time spectral methods.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Bar-Yoseph, P., Moses, E., Zrahia, U., Yarin, A.L.: Space-time spectral element methods for one-dimensional nonlinear advection-diffusion problems. J. Comput. Phys. 119(1), 62–74 (1995)MathSciNetCrossRefMATH Bar-Yoseph, P., Moses, E., Zrahia, U., Yarin, A.L.: Space-time spectral element methods for one-dimensional nonlinear advection-diffusion problems. J. Comput. Phys. 119(1), 62–74 (1995)MathSciNetCrossRefMATH
2.
go back to reference Bernardi, C., Maday, Y.: Spectral Methods. In: Ciarlet, P.G., Lions, J.L. (eds.) Handbook of Numerical Analysis. Techniques of Scientific Computing, vol. 5, pp. 209–486. Elsevier, Amsterdam (1997) Bernardi, C., Maday, Y.: Spectral Methods. In: Ciarlet, P.G., Lions, J.L. (eds.) Handbook of Numerical Analysis. Techniques of Scientific Computing, vol. 5, pp. 209–486. Elsevier, Amsterdam (1997)
3.
go back to reference Boyd, J.P.: Chebyshev and Fourier Spectral Methods. Dover Publications Inc., Mineola (2001)MATH Boyd, J.P.: Chebyshev and Fourier Spectral Methods. Dover Publications Inc., Mineola (2001)MATH
4.
go back to reference Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods in Fluid Dynamics. Springer-Verlag, Berlin (1987)MATH Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods in Fluid Dynamics. Springer-Verlag, Berlin (1987)MATH
5.
go back to reference Chen, F., Shen, J., Yu, H.J.: A new spectral element method for pricing European options under the Black–Scholes and Merton jump diffusion models. J. Sci. Comput. 52, 499–518 (2012)MathSciNetCrossRefMATH Chen, F., Shen, J., Yu, H.J.: A new spectral element method for pricing European options under the Black–Scholes and Merton jump diffusion models. J. Sci. Comput. 52, 499–518 (2012)MathSciNetCrossRefMATH
6.
go back to reference Funaro, D.: Polynomial Approximations of Differential Equations. Springer-Verlag, Berlin (1992)MATH Funaro, D.: Polynomial Approximations of Differential Equations. Springer-Verlag, Berlin (1992)MATH
7.
go back to reference Glenn, I., Brian, S., Rodney, W.: Spectral methods in time for a class of parabolic partial differential equations. J. Comput. Phys. 102(1), 88–97 (1992)MathSciNetCrossRefMATH Glenn, I., Brian, S., Rodney, W.: Spectral methods in time for a class of parabolic partial differential equations. J. Comput. Phys. 102(1), 88–97 (1992)MathSciNetCrossRefMATH
8.
go back to reference Gottlieb, D., Orszag, S.A.: Numerical Analysis of Spectral Methods: Theory and Applications. Society for Industrial Mathematics, Philadelphia (1977)CrossRefMATH Gottlieb, D., Orszag, S.A.: Numerical Analysis of Spectral Methods: Theory and Applications. Society for Industrial Mathematics, Philadelphia (1977)CrossRefMATH
9.
10.
go back to reference Guo, B.Y., Shen, J., Wang, L.L.: Optimal spectral-Galerkin methods using generalized Jacobi polynomials. J. Sci. Comput. 27, 305–322 (2006)MathSciNetCrossRefMATH Guo, B.Y., Shen, J., Wang, L.L.: Optimal spectral-Galerkin methods using generalized Jacobi polynomials. J. Sci. Comput. 27, 305–322 (2006)MathSciNetCrossRefMATH
11.
go back to reference Guo, B.Y., Sun, T., Zhang, C.: Jacobi and Laguerre quasi-orthogonal approximations and related interpolation. Math. Comput. 82, 413–441 (2013)MathSciNetMATH Guo, B.Y., Sun, T., Zhang, C.: Jacobi and Laguerre quasi-orthogonal approximations and related interpolation. Math. Comput. 82, 413–441 (2013)MathSciNetMATH
12.
go back to reference Guo, B.Y., Wang, L.L., Wang, Z.Q.: Generalized Laguerre interpolation and pseudospectral method for unbounded domains. SIAM J. Numer. Anal. 43(6), 2567–2589 (2006)MathSciNetCrossRefMATH Guo, B.Y., Wang, L.L., Wang, Z.Q.: Generalized Laguerre interpolation and pseudospectral method for unbounded domains. SIAM J. Numer. Anal. 43(6), 2567–2589 (2006)MathSciNetCrossRefMATH
13.
go back to reference Guo, B.Y., Zhang, X.Y.: A new generalized Laguerre spectral approximation and its applications. J. Comput. Appl. Math. 181, 342–363 (2005)MathSciNetCrossRefMATH Guo, B.Y., Zhang, X.Y.: A new generalized Laguerre spectral approximation and its applications. J. Comput. Appl. Math. 181, 342–363 (2005)MathSciNetCrossRefMATH
14.
go back to reference Guo, B.Y., Zhang, X.Y.: Spectral method for differential equations of degenerate type by using generalized Laguerre functions. Appl. Numer. Math. 57, 455–471 (2007)MathSciNetCrossRefMATH Guo, B.Y., Zhang, X.Y.: Spectral method for differential equations of degenerate type by using generalized Laguerre functions. Appl. Numer. Math. 57, 455–471 (2007)MathSciNetCrossRefMATH
15.
go back to reference Karniadakis, G.E., Sherwin, S.J.: Spectral/\(hp\) Element Methods for Computational Fluid Dynamics. Numerical Mathematics and Scientific Computation, 2nd edn. Oxford University Press, New York (2005)MATH Karniadakis, G.E., Sherwin, S.J.: Spectral/\(hp\) Element Methods for Computational Fluid Dynamics. Numerical Mathematics and Scientific Computation, 2nd edn. Oxford University Press, New York (2005)MATH
16.
go back to reference Liu, W., Wu, B., Sun, J.: Space-time spectral collocation method for the one-dimensional Sine-Gordon equation. Numer. Method. PDEs 31, 670–690 (2015)MathSciNetCrossRefMATH Liu, W., Wu, B., Sun, J.: Space-time spectral collocation method for the one-dimensional Sine-Gordon equation. Numer. Method. PDEs 31, 670–690 (2015)MathSciNetCrossRefMATH
18.
go back to reference Ma, H., Sun, W., Tang, T.: Hermite spectral methods with a time-dependent scaling for parabolic equations in unbounded domains. SIAM J. Numer. Anal. 43, 58–75 (2005)MathSciNetCrossRefMATH Ma, H., Sun, W., Tang, T.: Hermite spectral methods with a time-dependent scaling for parabolic equations in unbounded domains. SIAM J. Numer. Anal. 43, 58–75 (2005)MathSciNetCrossRefMATH
19.
go back to reference Ma, H., Zhao, T.: A stabilized Hermite spectral method for second-order differential equations in unbounded domain. Numer. Methods PDEs. 23, 968–983 (2007)MathSciNetCrossRefMATH Ma, H., Zhao, T.: A stabilized Hermite spectral method for second-order differential equations in unbounded domain. Numer. Methods PDEs. 23, 968–983 (2007)MathSciNetCrossRefMATH
20.
go back to reference Schötzau, D., Schwab, C.: Time discretization of parabolic problems by the hp-version of the discontinuous Galerkin finite element method. SIAM J. Numer. Anal. 38(3), 837–875 (2000)MathSciNetCrossRefMATH Schötzau, D., Schwab, C.: Time discretization of parabolic problems by the hp-version of the discontinuous Galerkin finite element method. SIAM J. Numer. Anal. 38(3), 837–875 (2000)MathSciNetCrossRefMATH
21.
go back to reference Shen, J.: Stable and efficient spectral methods in unbounded domains using Laguerre functions. SIAM J. Numer. Anal. 38, 1113–1133 (2000)MathSciNetCrossRefMATH Shen, J.: Stable and efficient spectral methods in unbounded domains using Laguerre functions. SIAM J. Numer. Anal. 38, 1113–1133 (2000)MathSciNetCrossRefMATH
22.
go back to reference Shen, J., Tang, T., Wang, L.L.: Spectral Methods: Algorithms, Analysis and Applications, volume 41 of Series in Computational Mathematics. Springer, Berlin (2011)CrossRef Shen, J., Tang, T., Wang, L.L.: Spectral Methods: Algorithms, Analysis and Applications, volume 41 of Series in Computational Mathematics. Springer, Berlin (2011)CrossRef
23.
go back to reference Shen, J., Wang, L.L.: Fourierization of the Legendre–Galerkin method and a new space-time spectral method. Appl. Numer. Math. 57(5–7), 710–720 (2007)MathSciNetCrossRefMATH Shen, J., Wang, L.L.: Fourierization of the Legendre–Galerkin method and a new space-time spectral method. Appl. Numer. Math. 57(5–7), 710–720 (2007)MathSciNetCrossRefMATH
24.
go back to reference Shen, J., Wang, Z.Q.: Error analysis of the strang time-splitting Laguerre–Hermite/Hermite collocation methods for the gross-pitaevskii equation. Found. Comput. Math. 13(1), 99–137 (2013)MathSciNetCrossRefMATH Shen, J., Wang, Z.Q.: Error analysis of the strang time-splitting Laguerre–Hermite/Hermite collocation methods for the gross-pitaevskii equation. Found. Comput. Math. 13(1), 99–137 (2013)MathSciNetCrossRefMATH
27.
go back to reference Tang, J.G., Ma, H.P.: Single and multi-interval Legendre \(\tau \)-methods in time for parabolic equations. Adv. Comput. Math. 17(4), 349–367 (2002)MathSciNetCrossRefMATH Tang, J.G., Ma, H.P.: Single and multi-interval Legendre \(\tau \)-methods in time for parabolic equations. Adv. Comput. Math. 17(4), 349–367 (2002)MathSciNetCrossRefMATH
28.
29.
go back to reference Wang, Z.Q., Xiang, X.M.: Generalized Laguerre approximations and spectral method for the Camassa–Holm equation. IMA J. Numer. Anal. 35(3), 1456–1482 (2015)MathSciNetCrossRefMATH Wang, Z.Q., Xiang, X.M.: Generalized Laguerre approximations and spectral method for the Camassa–Holm equation. IMA J. Numer. Anal. 35(3), 1456–1482 (2015)MathSciNetCrossRefMATH
30.
go back to reference Xiang, X.M., Wang, Z.Q.: Generalized Hermite spectral method and its applications to problems in unbounded domains. SIAM J. Numer. Anal. 48, 1231–1253 (2010)MathSciNetCrossRefMATH Xiang, X.M., Wang, Z.Q.: Generalized Hermite spectral method and its applications to problems in unbounded domains. SIAM J. Numer. Anal. 48, 1231–1253 (2010)MathSciNetCrossRefMATH
31.
go back to reference Zheng, X., Dong, S.: An eigen-based high-order expansion basis for structured spectral elements. J. Comput. Phys. 230(23), 8573–8602 (2011)MathSciNetCrossRefMATH Zheng, X., Dong, S.: An eigen-based high-order expansion basis for structured spectral elements. J. Comput. Phys. 230(23), 8573–8602 (2011)MathSciNetCrossRefMATH
32.
go back to reference Zrahia, U., Bar-Yoseph, P.: Space-time spectral element method for solution of second-order hyperbolic equations. J. Comput. Phys. 116(1–4), 135–146 (1994)MathSciNetMATH Zrahia, U., Bar-Yoseph, P.: Space-time spectral element method for solution of second-order hyperbolic equations. J. Comput. Phys. 116(1–4), 135–146 (1994)MathSciNetMATH
Metadata
Title
Efficient Space-Time Spectral Methods for Second-Order Problems on Unbounded Domains
Authors
Chao Zhang
Dong-qin Gu
Zhong-qing Wang
Hui-yuan Li
Publication date
21-02-2017
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 2/2017
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0374-2

Other articles of this Issue 2/2017

Journal of Scientific Computing 2/2017 Go to the issue

Premium Partner