Ea. Coutsias et al., AN EFFICIENT SPECTRAL METHOD FOR ORDINARY DIFFERENTIAL-EQUATIONS WITHRATIONAL-FUNCTION COEFFICIENTS, Mathematics of computation, 65(214), 1996, pp. 611-635
We present some relations that allow the efficient approximate inversi
on of linear differential operators with rational function coefficient
s. We employ expansions in terms of a large class of orthogonal polyno
mial families, including all the classical orthogonal polynomials. The
se families obey a simple 3-term recurrence relation for differentiati
on, which implies that on an appropriately restricted domain the diffe
rentiation operator has a unique banded inverse. The inverse is an int
egration operator for the family, and it is simply the tridiagonal coe
fficient matrix for tile recurrence. Since in these families convoluti
on operators (i.e., matrix representations of multiplication by a func
tion) are banded for polynomials, we are able to obtain a banded repre
sentation for linear differential operators with rational coefficients
. This leads to a method of solution of initial or boundary value prob
lems that, besides having an operation count that scales linearly with
tile order of truncation N, is computationally well conditioned. Amon
g the applications considered is the use of rational maps for the reso
lution of sharp interior layers.