Spectral collocation methods

This review covers the theory and application of spectral collocation methods. Section 1 describes the fundamentals, and summarizes results pertaining to spectral approximations of functions. Some stability and convergence results are presented for simple elliptic, parabolic, and hyperbolic equations. Applications of these methods to fluid dynamics problems are discussed in Section 2

Trace formulae for three-dimensional hyperbolic lattices and application to a strongly chaotic tetrahedral billiard

This paper is devoted to the quantum chaology of three-dimensional systems. A trace formula is derived for compact polyhedral billiards which tessellate the three-dimensional hyperbolic space of constant negative curvature. The exact trace formula is compared with Gutzwiller's semiclassical periodic-orbit theory in three dimensions, and applied to a tetrahedral billiard being strongly chaotic. Geometric properties as well as the conjugacy classes of the defining group are discussed. The length spectrum and the quantal level spectrum are numerically computed allowing the evaluation of the trace formula as is demonstrated in the case of the spectral staircase N(E), which in turn is successfully applied in a quantization condition.Comment: 32 pages, compressed with gzip / uuencod

Spectral Methods for Numerical Relativity. The Initial Data Problem

Numerical relativity has traditionally been pursued via finite differencing. Here we explore pseudospectral collocation (PSC) as an alternative to finite differencing, focusing particularly on the solution of the Hamiltonian constraint (an elliptic partial differential equation) for a black hole spacetime with angular momentum and for a black hole spacetime superposed with gravitational radiation. In PSC, an approximate solution, generally expressed as a sum over a set of orthogonal basis functions (e.g., Chebyshev polynomials), is substituted into the exact system of equations and the residual minimized. For systems with analytic solutions the approximate solutions converge upon the exact solution exponentially as the number of basis functions is increased. Consequently, PSC has a high computational efficiency: for solutions of even modest accuracy we find that PSC is substantially more efficient, as measured by either execution time or memory required, than finite differencing; furthermore, these savings increase rapidly with increasing accuracy. The solution provided by PSC is an analytic function given everywhere; consequently, no interpolation operators need to be defined to determine the function values at intermediate points and no special arrangements need to be made to evaluate the solution or its derivatives on the boundaries. Since the practice of numerical relativity by finite differencing has been, and continues to be, hampered by both high computational resource demands and the difficulty of formulating acceptable finite difference alternatives to the analytic boundary conditions, PSC should be further pursued as an alternative way of formulating the computational problem of finding numerical solutions to the field equations of general relativity.Comment: 15 pages, 5 figures, revtex, submitted to PR

Spectral methods in fluid dynamics

Fundamental aspects of spectral methods are introduced. Recent developments in spectral methods are reviewed with an emphasis on collocation techniques. Their applications to both compressible and incompressible flows, to viscous as well as inviscid flows, and also to chemically reacting flows are surveyed. The key role that these methods play in the simulation of stability, transition, and turbulence is brought out. A perspective is provided on some of the obstacles that prohibit a wider use of these methods, and how these obstacles are being overcome

Spectral methods for partial differential equations

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized

Analysis of Iterative Methods for the Steady and Unsteady Stokes Problem: Application to Spectral Element Discretizations

A new and detailed analysis of the basic Uzawa algorithm for decoupling of the pressure and the velocity in the steady and unsteady Stokes operator is presented. The paper focuses on the following new aspects: explicit construction of the Uzawa pressure-operator spectrum for a semiperiodic model problem; general relationship of the convergence rate of the Uzawa procedure to classical inf-sup discretization analysis; and application of the method to high-order variational discretization

Immersed Boundary Smooth Extension: A high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet it only achieves first-order spatial accuracy near embedded boundaries. In this paper, we introduce a new high-order numerical method which we call the Immersed Boundary Smooth Extension (IBSE) method. The IBSE method achieves high-order accuracy by smoothly extending the unknown solution of the PDE from a given smooth domain to a larger computational domain, enabling the use of simple Cartesian-grid discretizations (e.g. Fourier spectral methods). The method preserves much of the flexibility and robustness of the original IB method. In particular, it requires minimal geometric information to describe the boundary and relies only on convolution with regularized delta-functions to communicate information between the computational grid and the boundary. We present a fast algorithm for solving elliptic equations, which forms the basis for simple, high-order implicit-time methods for parabolic PDE and implicit-explicit methods for related nonlinear PDE. We apply the IBSE method to solve the Poisson, heat, Burgers', and Fitzhugh-Nagumo equations, and demonstrate fourth-order pointwise convergence for Dirichlet problems and third-order pointwise convergence for Neumann problems