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Chapter 8. Chebyshev spectral methods

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<strong>8.</strong>1. POLYNOMIAL INTERPOLATION TREFETHEN 1994 267<br />

SECOND EXPLANATION|LEBESGUE CONSTANTS<br />

De nition of Lebesgue constant:<br />

N = kI Nk 1<br />

where I N is the interpolation operator I N : f 7! p N . A small Lebesgue constant<br />

means that the interpolation process is not much worse than best approximation:<br />

kf ;p N k ( N +1)kf ;p N k (8:1:1)<br />

where p N is the best (minimax, equiripple) approximation.<br />

Theorem <strong>8.</strong>2.<br />

LEBESGUE CONSTANTS<br />

Equispaced points: N 2N =eN log N.<br />

p<br />

Legendre points: N const N.<br />

<strong>Chebyshev</strong> points: N const log N.<br />

THIRD EXPLANATION|NUMBER OF POINTS PER WAVELENGTH<br />

Consider approximation of, say, f N (x) = cos Nx as N !1. Thus f N<br />

changes but the number of points per wavelength remains constant. Will the<br />

error kf N ; p N k go to zero? The answer to this question tells us something<br />

about the ability ofvarious kinds of <strong>spectral</strong> <strong>methods</strong> to resolve data.<br />

Theorem <strong>8.</strong>3.<br />

POINTS PER WAVELENGTH<br />

Equispaced points: convergence if there are at least 6 points per wavelength.<br />

<strong>Chebyshev</strong> points: convergence if there are at least points per wavelength<br />

on average.<br />

We have to say \on average" because the grid is nonuniform. In fact, it<br />

is =2 times less dense in the middle than the equally spaced grid with the<br />

same number of points N (see (<strong>8.</strong>1.2) and (<strong>8.</strong>1.3)). Thus the second part of<br />

the theorem says that we need at least 2 points per wavelength in the center<br />

of the grid|the familiar Nyquist limit. See Figure <strong>8.</strong>1.5. The rst part of<br />

the theorem is mathematically valid, but of little value in practice because of<br />

rounding errors.

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