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Numerical approximations using Chebyshev polynomial expansions: El-gendi's method revisited

Bogdan Mihaila1 and Ioana Mihaila2

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We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the Chebyshev polynomial of order N (El-gendi's method). The solutions are exact at these points, apart from round-off computer errors and the convergence of other numerical methods used in solving the linear system of equations. Applications to initial value problems in time-dependent quantum field theory, and second-order boundary value problems in fluid dynamics are presented.


PACS

02.30.Mv Approximations and expansions

02.60.Jh Numerical differentiation and integration

02.60.Nm Integral and integrodifferential equations

02.60.Lj Ordinary and partial differential equations; boundary value problems

MSC

34A30 Linear equations and systems, general

34A12 Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions

41A50 Best approximation, Chebyshev systems

41A10 Approximation by polynomials (For approximation by trigonometric polynomials, see 42A10)

34B60 Applications

45J05 Integro-ordinary differential equations (See also 34K05, 34K30, 47G20)

Subjects

Mathematical physics

Computational physics

Dates

Issue 3 (25 January 2002)

Received 12 July 2001, in final form 6 November 2001

Published 11 January 2002



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