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arXiv · 2401.03608

The ultraspherical rectangular collocation method and its convergence

Thomas Trogdon
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Abstract

We develop the ultraspherical rectangular collocation (URC) method, a collocation implementation of the sparse ultraspherical method of Olver \& Townsend for two-point boundary-value problems. The URC method is provably convergent, the implementation is simple and efficient, the convergence proof motivates a preconditioner for iterative methods, and the modification of collocation nodes is straightforward. The convergence theorem applies to all boundary-value problems when the coefficient functions are sufficiently smooth and when the roots of certain ultraspherical polynomials are used as collocation nodes. We also adapt a theorem of Krasnolsel'skii et al.~to our setting to prove convergence for the rectangular collocation method of Driscoll \& Hale for a restricted class of boundary conditions.

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Thomas Trogdon. 2024-01-07. The ultraspherical rectangular collocation method and its convergence. https://arxiv.org/abs/2401.03608

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