Ed. Luo et Ho. Kreiss, PSEUDOSPECTRAL VS. FINITE-DIFFERENCE METHODS FOR INITIAL-VALUE PROBLEMS WITH DISCONTINUOUS COEFFICIENTS, SIAM journal on scientific computing (Print), 20(1), 1999, pp. 148-163
An initial value problem with piecewise-constant coefficients is consi
dered. The accuracies for both finite difference methods and the pseud
ospectral method are analyzed, and a modification of the initial value
problem is suggested. The modified problem is shown to have the same
temporal period as the original problem does, and a second-order accur
acy is obtained for the pseudospectral method at integral multiples of
the temporal period.