Fast construction of the discrete Green operator for a second order ordinary differential equation

Fuente: arXiv
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Main Authors: Blechta, Jan, Průša, Vít, Trnka, Ladislav, Tůma, Karel
Format: Preprint
Published: 2024
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author Blechta, Jan
Průša, Vít
Trnka, Ladislav
Tůma, Karel
author_facet Blechta, Jan
Průša, Vít
Trnka, Ladislav
Tůma, Karel
contents We consider linear second order differential equation y''= f with zero Dirichlet boundary conditions. At the continuous level this problem is solvable using the Green function, and this technique has a counterpart on the discrete level. The discrete solution is represented via an application of a matrix -- the Green matrix -- to the discretised right-hand side, and we propose an algorithm for fast construction of the Green matrix. In particular, we discretise the original problem using the spectral collocation method based on the Chebyshev--Gauss--Lobatto points, and using the discrete cosine transformation we show that the corresponding Green matrix is fast to construct even for large number of collocation points/high polynomial degree. Furthermore, we show that the action of the discrete solution operator (Green matrix) to the corresponding right-hand side can be implemented in a matrix-free fashion.
format Preprint
id arxiv_https___arxiv_org_abs_2412_06242
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Fast construction of the discrete Green operator for a second order ordinary differential equation
Blechta, Jan
Průša, Vít
Trnka, Ladislav
Tůma, Karel
Numerical Analysis
41A50, 34B05
We consider linear second order differential equation y''= f with zero Dirichlet boundary conditions. At the continuous level this problem is solvable using the Green function, and this technique has a counterpart on the discrete level. The discrete solution is represented via an application of a matrix -- the Green matrix -- to the discretised right-hand side, and we propose an algorithm for fast construction of the Green matrix. In particular, we discretise the original problem using the spectral collocation method based on the Chebyshev--Gauss--Lobatto points, and using the discrete cosine transformation we show that the corresponding Green matrix is fast to construct even for large number of collocation points/high polynomial degree. Furthermore, we show that the action of the discrete solution operator (Green matrix) to the corresponding right-hand side can be implemented in a matrix-free fashion.
title Fast construction of the discrete Green operator for a second order ordinary differential equation
topic Numerical Analysis
41A50, 34B05
url https://arxiv.org/abs/2412.06242