SPLINE COLLOCATION DIFFERENTIATION MATRICES

Authors
RUSSELL RD SUN WW
Citation
Rd. Russell et Ww. Sun, SPLINE COLLOCATION DIFFERENTIATION MATRICES, SIAM journal on numerical analysis, 34(6), 1997, pp. 2274-2287
Citations number
24
Categorie Soggetti
Mathematics,Mathematics
Journal title
SIAM journal on numerical analysis → ACNP
ISSN journal
00361429
Volume
34
Issue
6
Year of publication
1997
Pages
2274 - 2287
Database
ISI
SICI code
0036-1429(1997)34:6<2274:SCDM>2.0.ZU;2-A
Abstract
Spline collocation differentiation matrices arising when solving PDEs with periodic boundary conditions have block circulant structure. In t his paper, we use this fact to present an eigenvalue analysis for a la rge class of such spline collocation differentiation matrices. We use this to discuss the stability of collocation algorithms for parabolic and hyperbolic problems and fast collocation algorithms for elliptic P DEs.