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Questions tagged [chebyshev]

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Numerical analysis: Chebyshev coefficient representation error

If $x_k$ are the Chebyshev nodes, that is for $n \in \mathbb{N}^*$, we have $x_k = \cos(\pi \frac{2k + 1}{n})$. Now suppose you have approximated values of $x_k$ and $x_{k'}$ for $k,k' \leq n$. In the ...
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Padua-type pointset for functions singular on line $x=y$

The Padua points $\mathrm{Pad}_{n} \subset [-1,1]^{2}$ are a unisolvent pointset with optimal growth of Lebesgue constant, described in detail here. With some work they can be used to generate a ...
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What is Chebfun `eigs` doing

What is this doing? Looks like the original eigenvalue problem is converted into generalized eigenvalue problems with different dimensions of collocation points. Can someone explain more about this? ...
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Chebychev Polynomial derivatives at zero points and extreme points

I was looking for some help with derivatives of Chebychev polynomials at zero points. The recursive expression, $$ T_{(j+1)}(x) = 2xT_j(x) - T_{(j-1)}(x) $$ has the derivative $$ T'_{j+1}(x) = 2T_j(...
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Extracting Real Part of Twiddle Factors from `fftw_plan`

When calculating a type-II DCT with FFTW, you create an fftw_plan, via ...
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Clenshaw-type recurrence for derivative of Chebyshev series

The naive summation of a Chebyshev series \begin{align*} f(x) = \frac{c_0}{2} + \sum_{k=1}^{n-1} c_{k}T_{k}(x) \end{align*} which employs the three-term recurrence for evaluation of the Chebyshev ...
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Solve a PDE BVP with Spectral methods in time and space?

I have a PDE (coming from a Bellman equation with $z$ under brownian motion). Let $z \in [0,\infty)$ and $t \in [0,T]$. To sketch the equation: $$ (r - g(t)) v(t,z) = \pi(t,z) + (\gamma - g(t))v_z(...
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Chebyshev spectral differentiation matrix for mapped domain

This is a follow up to this question. I have mapped from Chebyshev space to the physical space using the mapping $x = ((1-w)\xi^3 - x_p\xi^2 + w\xi + x_p + 1 )*(L/2)$. When in Chebyshev space I have ...
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Numerically inverting an exponentially growing function (defined by Chebyshev polynomials)

Assume a function $M(t)$ strictly increasing, essentially growing exponentially, and asymptoptically growing at a known rate $\bar{g}$, i.e. $\lim_{t\to\infty}M'(t)/M(t) = \bar{g}$ In a set of awful ...