Questions tagged [spectral-method]

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6
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654 views

Stochastic Galerkin projection approach for using generalized polynomial chaos expansion (GPCE) in solving PDE

I want to know if there is any way to define the test and trial function in the way that I want instead of using the default functions. So if I want define the polynomial and basis and coefficient, ...
4
votes
0answers
71 views

Differential eigenproblem with eigenvalue in boundary condition

Statement of the problem I need to (numerically) solve an eigenproblem of the type $$-\omega^2\mathcal{D}_1\vec{x}=\mathcal{D}_2\vec{x}$$ on the interval $[-1,1]$, where $\mathcal{D}_1$ and $\...
3
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0answers
57 views

Spectral solver on em-pic

I'm recently studying for the spectral solver to implement EM-PIC code. I read an article and have some questions. Many PIC codes uses spectral solver to overcome numerical artifacts on FDTD. In the ...
3
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0answers
120 views

how to construct chebyshev differentiation matrix of even/odd polynomial

I know there is efficient way to construct chebyshev differentiation matrix $D_N$. The idea is to fit the function $f(x)$ with a polynomial of $p_N(x)$ of order $N$, and use the derivative $p_N'(x)$ ...
3
votes
0answers
134 views

Closed form PDF/CDF using Orthogonal Polynomial Expansion (gPC)

Consider a random variable which is given by an orthogonal polynomial expansion in one parameter (or polynomial chaos expansion PCE), i.e. , $$ f(\alpha) = \sum\limits_{n=0}^{\infty} \hat{f} (n) \psi ...
3
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0answers
105 views

Spectral/hp-finite elements for 4th order PDEs

Does anyone know of references discussing the solution of 4th order PDEs by way of spectral/hp-finite element methods? Specifically, I'm interested in the extension of the spectral element method, ...
3
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0answers
207 views

Spectral Collocation (or Weighted Residual) Methods to solve Stiff ODEs?

I have a system of ODEs which is (at least moderately) stiff. Consider the class of spectral collocation methods https://en.wikipedia.org/wiki/Spectral_method or the related class of weighted ...
3
votes
0answers
187 views

Integration of nonlinear PIDE via spectral methods

At the mean-field level, the dynamics of a polariton condensate can be described by a type of nonlinear Schrodinger equation (Gross-Pitaevskii-type), for a classical (complex-number) wavefunction $\...
3
votes
0answers
220 views

Choosing good basis functions to approximate a Lipschitz function

Let $D = \left\{0, t_1, t_2, \ldots, t_n\right\} \times [0,1]$ and $$ f: D\to [0,1], $$ be a function of time and a one-dimensional space. There is no analytical formula for $f$, but $f(t_i, \cdot)$ ...
2
votes
1answer
152 views

Average value divergence in spectral method for Poisson equation

I'd like to know how to deal with a divergence when trying to solve the Poisson equation for electrostatics with a simple spectral method. I'm not sure how to best state my problem, so I'll explain ...
1
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0answers
56 views

Finite element method for an equation requiring switch between spectral and temporal domain

Some equations (such as the non-linear schrödinger equation for pulse propagation) are more easily solved in the spectral form, but still need a representation in the temporal domain to calculate ...
1
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0answers
102 views

Poisson equation with FFT and normalization

I'm trying to understand how to solve Poisson equation with FFT. Say, if we have the simplest periodic example $$u_{xx}=-4\pi\cos(x)$$ The solution then should be $$u=4\pi\cos(x)$$ I really get ...
1
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0answers
102 views

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(...
1
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0answers
82 views

Find B-spline coefficients from values on collocation points

The context of my question is how to compute high order derivates on direct numerical simulation of turbulent channel flow. It is of particular interest for fluid dynamics and turbulence research. I ...
1
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0answers
51 views

Pseudo-Spectral cosine transform

I'm trying to solve the following equation $$u_t = u_{xx} + u(1-u^2), u_x(\pm 1) = 0,$$ using the Fourier cosine transform. The nonlinear term gives a convolution which I would rather avoid, which is ...
1
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0answers
52 views

Perfect filtering of high frequencies in 2D FFT (Multidimensional 2/3 Rule)

Let $u_n$ be an array containing discrete values of the function $u(x,y)$. Performing a 2D FFT to this array we obtain $\hat{u_n}$ representing the values of $\hat{u}(k_x,k_y)$. I would like to ...
1
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0answers
55 views

Second and Higher Order Order Corrector in Spectral Deferred Correction

I am trying to work out a second order or higher order correction for the method of Spectral deferred Correction (SDC). Specifically using as a corrector a second order or third order multi-step. In ...
1
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0answers
118 views

Implicit time integrator for Chebyshev collocation method for linear hyperbolic system

I want to solve linear hyperbolic system using Chebyshev collocation method. As this method puts severe constraint on the time step for the explicit time integration, I decided to switch to implicit ...
1
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0answers
39 views

Aliasing question for a spectrally derived Lagrangian

Consider two functions $$X=\sum_{n=-N}^N i\ sign(n) y_n e^{-in\xi}; \quad \quad Y = \sum_{n=-N}^N y_n e^{-in\xi}.$$ where $y_n$ are the dependent variables of the system, and are functions of time. ...
1
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0answers
229 views

Am I using the incorrect implementation of the fast Chebyshev transform?

I was told that the fast Chebyshev transform has superior spectral convergence, but I am unable to verify its rumored convergence. I was given plots of its spectral convergence, where the signal's ...
0
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0answers
20 views

Temporal/spectral conversion for large fields - best approach?

I am currently working on a more efficient implementation of a pulse propagation algorithm. The propagation is done in the spectral domain, but several evaluations (such as energy calculations) are ...
0
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0answers
42 views

Spectral Clustering by Andrew Ng paper: theorem proof question

I recently read the paper "On Spectral Clustering: Analysis and an Algorithm" by Ng et al. Much of the paper centers on Theorem 2 and equation 8. To me, it appears there is no given or referenced ...
0
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0answers
248 views

How to form the stiffness matrix for the Poisson equation using a spectral method

This is a follow-up question to How do I form the Chebyshev differentiation matrix in MATLAB? The goal of the following code is to solve the Poisson problem: ...