English

Validated forward integration scheme for parabolic PDEs via Chebyshev series

Numerical Analysis 2022-03-02 v2 Numerical Analysis Dynamical Systems

Abstract

In this paper we introduce a new approach to compute rigorously solutions of Cauchy problems for a class of semi-linear parabolic partial differential equations. Expanding solutions with Chebyshev series in time and Fourier series in space, we introduce a zero finding problem F(a)=0F(a)=0 on a Banach algebra XX of Fourier-Chebyshev sequences, whose solution solves the Cauchy problem. The challenge lies in the fact that the linear part L=DF(0)\mathcal{L} = DF(0) has an infinite block diagonal structure with blocks becoming less and less diagonal dominant at infinity. We introduce analytic estimates to show that L\mathcal{L} is an invertible linear operator on XX, and we obtain explicit, rigorous and computable bounds for the operator norm L1B(X)\| \mathcal{L}^{-1}\|_{B(X)}. These bounds are then used to verify the hypotheses of a Newton-Kantorovich type argument which shows that the (Newton-like) operator T(a)=aL1F(a)\mathcal{T}(a)=a - \mathcal{L}^{-1} F(a) is a contraction on a small ball centered at a numerical approximation of the Cauchy problem. The contraction mapping theorem yields a fixed point which corresponds to a classical (strong) solution of the Cauchy problem. The approach is simple to implement, numerically stable and is applicable to a class of PDE models, which include for instance Fisher's equation and the Swift-Hohenberg equation. We apply our approach to each of these models.

Keywords

Cite

@article{arxiv.2101.00684,
  title  = {Validated forward integration scheme for parabolic PDEs via Chebyshev series},
  author = {Jacek Cyranka and Jean-Philippe Lessard},
  journal= {arXiv preprint arXiv:2101.00684},
  year   = {2022}
}
R2 v1 2026-06-23T21:43:42.273Z