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136 Polynomial Approximation of Differential Equations<br />

determined according to the following relation:<br />

(7.3.1) c0 = σ −<br />

n<br />

k=1<br />

ck uk(ξ).<br />

This comes from evaluating (2.3.1) at the point x = ξ. Many other cond<strong>it</strong>ions are<br />

possible. For instance, one can impose <br />

pdx = σ, σ ∈ R. In the Chebyshev case, by<br />

(2.6.4), c0 is then obtained from<br />

(7.3.2) c0 = σ<br />

2 −<br />

I<br />

n<br />

k=2<br />

k even<br />

ck<br />

.<br />

1 − k2 Let us analyze a more general s<strong>it</strong>uation. We just consider the ultraspherical case.<br />

Let A and σ be real constants and ξ ∈ Ī. Given the polynomial q ∈ Pn−1, we are<br />

concerned w<strong>it</strong>h finding p ∈ Pn, such that<br />

(7.3.3)<br />

⎧<br />

⎨<br />

p ′ + Πw,n−1(Ap) = q,<br />

⎩<br />

p(ξ) = σ.<br />

The projection operator Πw,n, n ∈ N, has been introduced in section 2.4.<br />

For example, when n = 4, problem (7.3.3) is equivalent to the following system:<br />

(7.3.4)<br />

⎡<br />

A ∗ 0 ∗<br />

⎤⎡<br />

0<br />

⎢ 0<br />

⎢ 0<br />

⎣<br />

0<br />

A<br />

0<br />

0<br />

∗<br />

A<br />

0<br />

0<br />

∗<br />

A<br />

∗⎥<br />

⎢<br />

⎥⎢<br />

0⎥<br />

⎢<br />

⎦⎣<br />

∗<br />

∗ ∗ ∗ ∗ ∗<br />

c0<br />

c1<br />

c2<br />

c3<br />

c4<br />

⎤<br />

⎥<br />

⎦ =<br />

where the dk’s are the Fourier coefficients of q, and the symbol ∗ denotes the non zero<br />

entries. Due to the special structure of the matrix in (7.3.4), the polynomial p in (7.3.3)<br />

can be computed by Gauss elimination w<strong>it</strong>h a cost proportional to n 2 . However, the<br />

s<strong>it</strong>uation gets far more complicated when A : I → R is a non constant function. In<br />

this case the matrix associated to the system is full (see section 2.4).<br />

⎡<br />

⎢<br />

⎣<br />

d0<br />

d1<br />

d2<br />

d3<br />

σ<br />

⎤<br />

⎥<br />

⎦ ,

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