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Untitled - Cdm.unimo.it

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268 Polynomial Approximation of Differential Equations<br />

where the new weights are defined by ˜w (n,k)<br />

j<br />

(see (3.5.6)).<br />

:= 1<br />

2 (1 + γk) ˜w (n)<br />

j , 0 ≤ j ≤ n, 0 ≤ k ≤ m<br />

We are now ready to describe the algor<strong>it</strong>hm. In view of (12.1.4), the first polynomial<br />

is determined by the relations<br />

(12.1.9) p (0)<br />

n (θ (n,0)<br />

j ) := −1, 0 ≤ j ≤ n − 1, p (0)<br />

n (θ (n,0)<br />

n ) = 0.<br />

To proceed we need to establish the new pos<strong>it</strong>ion of the free boundary. Following<br />

(12.1.5) we define<br />

(12.1.10) γk+1 := γk + h<br />

<br />

d<br />

λ dx p(k)<br />

<br />

n (γk), 0 ≤ k ≤ m − 1.<br />

The next step is to adapt the polynomial p (k)<br />

n to the stretched interval [−1,γk+1]. To<br />

this purpose we define an auxiliary polynomial q (k)<br />

n ∈ Pn satisfying for 0 ≤ j ≤ n<br />

(12.1.11)<br />

⎧<br />

⎨ q (k)<br />

⎩<br />

n (θ (n,k+1)<br />

j ) = p (k)<br />

n (θ (n,k+1)<br />

j ) if θ (n,k+1)<br />

j ∈ [−1,γk[,<br />

q (k)<br />

n (θ (n,k+1)<br />

j ) = 0 if θ (n,k+1)<br />

j ∈ [γk,γk+1].<br />

The computation of q (k)<br />

n can be done by interpolation. In fact, in analogy w<strong>it</strong>h (3.2.7),<br />

we wr<strong>it</strong>e<br />

(12.1.12) p (k)<br />

n (x) =<br />

n<br />

j=0<br />

n (θ (n,k)<br />

j ) ˜l (n,k)<br />

j (x), ∀x ∈ [−1,γk],<br />

where ˜l (n,k)<br />

j<br />

θ (n,k)<br />

i , 0 ≤ i ≤ n. It is an easy matter to check that (see also (11.2.16))<br />

(12.1.13)<br />

p (k)<br />

∈ Pn, 0 ≤ j ≤ n, are the Lagrange polynomials w<strong>it</strong>h respect to the points<br />

˜(n,k) l j (x) = ˜l (n)<br />

<br />

j 2 x+1<br />

1+γk<br />

<br />

− 1 , ∀x ∈ [−1,γk].<br />

Thus, by virtue of (3.2.8) w<strong>it</strong>h α = β = 0, we can determine the values of q (k)<br />

n at the<br />

points θ (n,k+1)<br />

j , 0 ≤ j ≤ n.

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