A fast, simple, and stable Chebyshev-Legendre transform using an asymptotic formula

A fast, simple, and numerically stable transform for converting between Legendre and Chebyshev coefficients of a degree $N$ polynomial in $O(N(\log N)^{2}/ \log \log N)$ operations is derived. The basis of the algorithm is to rewrite a well-known asymptotic formula for Legendre polynomials of large degree as a weighted linear combination of Chebyshev polynomials, which can then be evaluated by using the discrete cosine transform. Numerical results are provided to demonstrate the efficiency and numerical stability. Since the algorithm evaluates a Legendre expansion at an $N+1$ Chebyshev grid as an intermediate step, it also provides a fast transform between Legendre coefficients and values on a Chebyshev grid

A Sixth-Order Extension to the MATLAB Package bvp4c of J. Kierzenka and L. Shampine

A new two-point boundary value problem algorithm based upon the MATLAB bvp4c package of Kierzenka and Shampine is described. The algorithm, implemented in a new package bvp6c, uses the residual control framework of bvp4c (suitably modified for a more accurate finite difference approximation) to maintain a user specified accuracy. The new package is demonstrated to be as robust as the existing software, but more efficient for most problems, requiring fewer internal mesh points and evaluations to achieve the required accuracy

Chebfun and numerical quadrature

Chebfun is a Matlab-based software system that overloads Matlab’s discrete operations for vectors and matrices to analogous continuous operations for functions and operators. We begin by describing Chebfun’s fast capabilities for Clenshaw–Curtis and also Gauss–Legendre, –Jacobi, –Hermite, and –Laguerre quadrature, based on algorithms of Waldvogel and Glaser, Liu, and Rokhlin. Then we consider how such methods can be applied to quadrature problems including 2D integrals over rectangles, fractional derivatives and integrals, functions defined on unbounded intervals, and the fast computation of weights for barycentric interpolation

An efficient implementation of an implicit FEM scheme for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a modelling tool for processes with anomalous diffusion or spatial heterogeneity. However, the presence of a fractional differential operator causes memory (time fractional) or nonlocality (space fractional) issues, which impose a number of computational constraints. In this paper we develop efficient, scalable techniques for solving fractional-in-space reaction diffusion equations using the finite element method on both structured and unstructured grids, and robust techniques for computing the fractional power of a matrix times a vector. Our approach is show-cased by solving the fractional Fisher and fractional Allen-Cahn reaction-diffusion equations in two and three spatial dimensions, and analysing the speed of the travelling wave and size of the interface in terms of the fractional power of the underlying Laplacian operator

Explicit construction of rectangular differentiation matrices

Spectral discretizations based on rectangular differentiation matrices have recently been demonstrated to be a convenient means of solving linear and nonlinear ordinary differential equations with general boundary conditions and other side constraints. Here, we present explicit formulae for such matrices