Related papers: Mathematical foundations of spectral methods for t…
An elliptic partial differential equation Lu=f with a zero Dirichlet boundary condition is converted to an equivalent elliptic equation on the unit ball. A spectral Galerkin method is applied to the reformulated problem, using multivariate…
Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…
Boundary value problems for integrable nonlinear evolution PDEs formulated on the finite interval can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this…
In this paper, we study the spectrality and frame-spectrality of exponential systems of the type $E(\Lambda,\varphi) = \{e^{2\pi i \lambda\cdot\varphi(x)}: \lambda\in\Lambda\}$ where the phase function $\varphi$ is a Borel measurable which…
A class of nonstandard pseudospectral time domain (PSTD) schemes for solving time-dependent hyperbolic and parabolic partial differential equations (PDEs) is introduced. These schemes use the Fourier collocation spectral method to compute…
We prove convergence of the spectral element method for piecewise polynomial collocation applied to periodic boundary value problems for functional differential equations. In particular, we prove that the numerical collocation solution…
While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…
We develop an efficient $hp$-finite element method for piecewise-smooth differential equations with periodic boundary conditions, using orthogonal polynomials defined on circular arcs. The operators derived from this basis are banded and…
We consider solutions to linear parabolic SPDEs of the form \[ \mathrm{d} u(t) + A u(t)\, \mathrm{d} t = g(t)\, \mathrm{d} \beta, \qquad u(0)=0, \] where $A$ is a positive, invertible, and self-adjoint operator on a Hilbert space $X$,…
Modeling time-harmonic Maxwell problems in heterogeneous media presents significant mathematical and computational challenges. Due to the inherent non-elliptic structure and non-coercive nature of Maxwell equations, conventional methods…
The topic of these notes could be easily expanded into a full one-semester course. Nevertheless, we shall try to give some flavour along with theoretical bases of spectral and pseudo-spectral methods. The main focus is made on Fourier-type…
We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…
This paper considers linear rational expectations models in the frequency domain. The paper characterizes existence and uniqueness of solutions to particular as well as generic systems. The set of all solutions to a given system is shown to…
We propose a space-time isogeometric finite element method for the linear Schr\"odinger equation, and establish its unconditional stability through a matrix-based analysis. Although maximal-regularity splines in time provide higher accuracy…
The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…
This work analyzes the forward and inverse scattering series for scalar waves based on the Helmholtz equation and the diffuse waves from the time-independent diffusion equation, which are important PDEs in various applications. Different…
The purpose of this document is to describe the solution and implementation of the time-independent and time-dependent Schr\"odinger using pseudospectral methods. Currently, the description is for single particle systems interacting with a…
Recently, new adaptive techniques were developed that greatly improved the efficiency of solving PDEs using spectral methods. These adaptive spectral techniques are especially suited for accurately solving problems in unbounded domains and…
A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…
An essential ingredient of a spectral method is the choice of suitable bases for test and trial spaces. On complex domains, these bases are harder to devise, necessitating the use of domain partitioning techniques such as the spectral…