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Superconvergence of a Chebyshev spectral collocation method
- J. Sci. Comput
, 2008
"... Abstract We reveal the relationship between a Petrov–Galerkin method and a spectral collocation method at the Chebyshev points of the second kind (±1 and zeros of Uk) forthe two-point boundary value problem. Derivative superconvergence points are identified as the Chebyshev points of the first kind ..."
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Cited by 1 (1 self)
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Abstract We reveal the relationship between a Petrov–Galerkin method and a spectral collocation method at the Chebyshev points of the second kind (±1 and zeros of Uk) forthe two-point boundary value problem. Derivative superconvergence points are identified as the Chebyshev points of the first kind (Zeros of Tk). Super-geometric convergent rate is established for a special class of solutions.
A POSTERIORI ERROR ESTIMATION FOR hp-ADAPTIVITY FOR FOURTH-ORDER EQUATIONS
"... Abstract. A posteriori error estimates developed to drive hp-adaptivity for second-order reaction-diffusion equations are extended to fourth-order equations. A C1 hierarchical finite element basis is constructed from Hermite-Lobatto polynomials. A priori estimates of the error in several norms for b ..."
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Abstract. A posteriori error estimates developed to drive hp-adaptivity for second-order reaction-diffusion equations are extended to fourth-order equations. A C1 hierarchical finite element basis is constructed from Hermite-Lobatto polynomials. A priori estimates of the error in several norms for both the interpolant and finite element solution are derived. In the latter case this requires a generalization of the well-known Aubin-Nitsche technique to time-dependent fourth-order equations. We show that the finite element solution and corresponding Hermite-Lobatto interpolant are asymptotically equivalent. A posteriori error estimators based on this equivalence for solutions at two orders are presented. Both are shown to be asymptotically exact on grids of uniform order. These estimators can be used to control various adaptive strategies. Computational results for linear steady-state and timedependent equations corroborate the theory and demonstrate the effectiveness of the estimators in adaptive settings. 1.
doi:10.4208/jcm.2009.10-m1006 SUPER-GEOMETRIC CONVERGENCE OF A SPECTRAL ELEMENT METHOD FOR EIGENVALUE PROBLEMS WITH JUMP COEFFICIENTS *
"... We propose and analyze a C 0 spectral element method for a model eigenvalue problem with discontinuous coefficients in the one dimensional setting. A super-geometric rate of convergence is proved for the piecewise constant coefficients case and verified by numerical tests. Furthermore, the asymptoti ..."
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We propose and analyze a C 0 spectral element method for a model eigenvalue problem with discontinuous coefficients in the one dimensional setting. A super-geometric rate of convergence is proved for the piecewise constant coefficients case and verified by numerical tests. Furthermore, the asymptotical equivalence between a Gauss-Lobatto collocation method and a spectral Galerkin method is established for a simplified model.

