MA5251 ----- Spectral Methods and Applications
(Semester 2 2008/09)
Detailed Course Outline
- Introduction and Preliminaries ( Lecture 1)
- Historical background
- Some examples of spectral methods:
- For Poisson equation in 1D
- For heat equation in 1D
- For wave equation in 1D
- Orthogonal polynomials
- Sturm-Liouville problems
- The continuous Fourier expansion
- Legendre polynomials
- Chebyshev polynomials
- Jacobi polynomials
- Error estimates of polynomial approximations
- Review of time discretization methods
- Review on iterative methods and preconditioning
- Spectral-Collocation Methods
- Introduction
- Differentiation matrices for Fourier collocation methods
- Differentiation matrices for polynomial basis functions
- Chebyshev collocation methods
- Collocation method in the weak form and preconditioning
- Spectral-Galerkin Methods
- Introduction
- General setup
- Fourier spectral and pseudospectral methods
- Legendre-Galerkin method
- Chebyshev-Galerkin method
- Spectral-Galerkin methods for higher-order equations
- Error estimates
- Spectral Methods in Unbounded Domains
- Introduction
- Hermite spectral methods
- Laguerre spectral methods
- Spectral methods using rational functions
- Error estimates
- Applications
- Introduction
- In fluid dynamics
- In heat transfer
- In materials sciences
- In quantum physics and nonlinear optics
- In plasma and particle physics
- In biology