Abstract
In this paper, we prove that the Legendre tau method has the optimal rate of convergence in L 2-norm, H 1-norm and H 2-norm for one-dimensional second-order steady differential equations with three kinds of boundary conditions and in C([0,T];L 2(I))-norm for the corresponding evolution equation with the Dirichlet boundary condition. For the generalized Burgers equation, we develop a Legendre tau-Chebyshev collocation method, which can also be optimally convergent in C([0,T];L 2(I))-norm. Finally, we give some numerical examples.
Similar content being viewed by others
References
Aliabadi, M.H., Ortiz, E.L.: Numerical treatment of moving and free boundary value problems with the tau method. Comput. Math. Appl. 35, 53–61 (1998)
Alpert, B.K., Rokhlin, V.: A fast algorithm for the evaluation of Legendre expansions. SIAM J. Sci. Stat. Comput. 12, 158–179 (1991)
Babuška, I., Guo, B.Q.: Direct and inverse approximation theorems for the p-version of the finite element method in the framework of weighted Besov spaces I. Approximability of functions in the weighted Besov spaces. SIAM J. Numer. Anal. 39, 1512–1538 (2001)
Bernardi, C., Maday, Y.: Spectral methods. In: Techniques of Scientific Computing (Part 2). Handbook of Numerical Analysis, vol. V, pp. 209–486. Elsevier, Amsterdam (1997)
Canuto, C., Hussaini, M.Y., Quartesoni, A., Zang, T.A.: Spectral Methods in Fluid Dynamics. Springer, Berlin (1987)
Canuto, C., Hussaini, M.Y., Quartesoni, A., Zang, T.A.: Spectral Methods: Fundamentals in Single Domains. Springer, Berlin (2006)
Charalambides, M., Waleffe, F.: Spectrum of the Jacobi tau approximation for the second derivative operator. SIAM J. Numer. Anal. 46, 280–294 (2008)
Dawkins, P.T., Dunbar, S.R., Douglass, R.W.: The origin and nature of spurious eigenvalues in the spectral tau method. J. Comput. Phys. 147, 441–462 (1998)
Don, W.S., Gottlieb, D.: The Chebyshev-Legendre method: implementing Legendre methods on Chebyshev points. SIAM J. Numer. Anal. 31, 1519–1534 (1994)
Elbarbary, E.: Efficient Chebyshev-Petrov-Galerkin method for solving second-order equations. J. Sci. Comput. 34, 113–126 (2008)
El-Daou, M.K.: A posteriori error bounds for the approximate solution of second-order ODEs by piecewise coefficients perturbation methods. J. Comput. Appl. Math. 189, 51–66 (2006)
El-Daou, M.K., Ortiz, E.L.: Error analysis of the tau method: dependence of the error on the degree and the length of the interval of approximation. Comput. Math. Appl. 25, 33–45 (1992)
Funaro, D.: Polynomial Approximations of Differential Equations. Springer, Berlin (1992)
Guo, B.Y., Shen, J., Wang, L.L.: Optimal Spectral-Galerkin Methods using generalized Jacobi polynomials. J. Sci. Comput. 27, 305–322 (2006)
Hardy, G.H., Littlewood, J.E., Polya, G.: Inequalities, 2nd edn. Cambridge University Press, Cambridge (1952), pp. 240–244
Hosseini, S.M., Shahmorad, S.: Tau numerical solution of Fredholm integro-differential equations with arbitrary polynomial bases. Appl. Math. Model. 27, 145–154 (2003)
Hosseini, S.M., Shahmorad, S.: Numerical piecewise approximate solution of Fredholm integro-differential equations by the Tau method. Appl. Math. Model. 29, 1005–1021 (2005)
Li, H.Y.: Super-spectral Viscosity Methods for Nonlinear Conservation Laws, Chebyshev Collocation Methods and Their Applications. Shanghai University Press, Shanghai (2002)
Li, J., Ma, H.P., Sun, W.W.: Error analysis for solving the Korteweg-de Vries equation by a Legendre pseudospectral method. Numer. Methods Part D.E. 16, 513–534 (2000)
Li, H.Y., Wu, H., Ma, H.P.: The Legendre Galerkin-Chebyshev collocation method for Burgers-like equations. IMA J. Numer. Anal. 23, 109–124 (2003)
Ma, H.P.: Chebyshev-Legendre spectral viscosity method for nonlinear conservation laws. SIAM J. Numer. Anal. 35, 869–892 (1998)
Ma, H.P., Sun, W.W.: A Legendre-Petrov-Galerkin and Chebyshev collocation method for third-order differential equations. SIAM J. Numer. Anal. 38, 1425–1438 (2000)
Ma, H.P., Sun, W.W.: Optimal error estimates of the Legendre-Petrov-Galerkin method for the Korteweg-de Vries equation. SIAM J. Numer. Anal. 39, 1380–1394 (2001)
Ma, H.P., Sun, W.W.: A coupled Legendre Petrov-Galerkin and collocation method for the generalized Korteweg-de Vries equations. In: Advances in Mathematics Research, vol. 2, pp. 53–73. Nova Science, Hauppauge (2003)
Sacchi Landriani, G.: Spectral tau approximation of the two-dimensional Stokes problem. Numer. Math. 52, 683–699 (1988)
Shen, J.: A spectral-tau approximation for the Stokes and Navier-Stokes equations. Math. Model. Numer. Anal. 22, 677–693 (1988)
Shen, J.: Efficient spectral-Galerkin method I. Direct solvers of second- and fourth-order equations using Legendre polynomials. SIAM J. Sci. Comput. 15, 1489–1505 (1994)
Shen, J.: Efficient spectral-Galerkin method II. Direct solvers of second- and fourth-order equations using Chebyshev polynomials. SIAM J. Sci. Comput. 16, 74–87 (1995)
Shen, J.: Efficient Chebyshev-Legendre Galerkin methods for elliptic problems. In: Proceedings of ICOSAHOM’95, Houston J. Math., 233–239 (1996)
Shen, J.: A new dual-Petrov-Galerkin method for third and higher odd-order differential equations: Application to the KdV equation. SIAM J. Numer. Anal. 41, 1595–1619 (2003)
Shen, J., Wang, L.L.: Legendre and Chebyshev dual-Petrov-Galerkin methods for hyperbolic equations. Comput. Methods Appl. Mech. Eng. 196, 3785–3797 (2007)
Tang, J.G., Ma, H.P.: Single and multi-interval Legendre tau-methods in time for parabolic equations. Adv. Comput. Math. 17, 349–367 (2002)
Wu, H., Ma, H.P., Li, H.Y.: Optimal error estimates of the Chebyshev-Legendre spectral method for solving the generalized Burgers equation. SIAM J. Numer. Anal. 41, 659–672 (2003)
Yuan, J.M., Shen, J., Wu, J.: A dual-Petrov-Galerkin method for the Kawahara-type equations. J. Sci. Comput. 34, 48–63 (2008)
Author information
Authors and Affiliations
Corresponding author
Additional information
This work was supported by the NNSF of China (60874039), Shanghai Leading Academic Discipline Project (J50101), and Graduate Innovative Foundation of Shanghai University (shucx080129).
Rights and permissions
About this article
Cite this article
Shen, TT., Zhang, ZQ. & Ma, HP. Optimal Error Estimates of the Legendre Tau Method for Second-Order Differential Equations. J Sci Comput 42, 198–215 (2010). https://doi.org/10.1007/s10915-009-9323-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-009-9323-z