Accuracy Enhancement for Higher Derivatives using Chebyshev Collocation and a Mapping Technique

  • Wai Sun Don*
  • , Alex Solomonoff
  • *Corresponding author for this work

Research output: Contribution to journalJournal articlepeer-review

52 Citations (Scopus)

Abstract

A new method is investigated to reduce the roundoff error in computing derivatives using Chebyshev collocation methods. By using a grid mapping derived by Kosloff and Tal-Ezer, and the proper choice of the parameter α, the roundoff error of the kth derivative can be reduced from O(N2k) to O((N\lge)k), where ε is the machine precision and N is the number of collocation points. This drastic reduction of roundoff error makes mapped Chebyshev methods competitive with any other algorithm in computing second or higher derivatives with large N. Several other aspects of the mapped Chebyshev differentiation matrix are also studied, revealing that 1. the mapped Chebyshev methods require much less than π points to resolve a wave; 2. the eigenvalues are less sensitive to perturbation by roundoff error; and 3. larger time steps can be used for solving PDEs. All these advantages of the mapped Chebyshev methods can be achieved while maintaining spectral accuracy.

Original languageEnglish
Pages (from-to)1040-1055
Number of pages16
JournalSIAM Journal on Scientific Computing
Volume18
Issue number4
DOIs
Publication statusPublished - Jul 1997

User-Defined Keywords

  • Chebyshev collocation
  • Differentiation matrix
  • Roundoff error
  • Tal-Ezer mapping

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