Paper 4, Section II, C
Part II, 2013
Consider the solution of the two-point boundary value problem
with periodic boundary conditions at and . Construct explicitly the linear algebraic system that arises from the application of a spectral method to the above equation.
The Fourier coefficients of are defined by
Prove that the computation of the Fourier coefficients for the truncated system with (where is an even and positive integer, and assuming that outside this range of ) reduces to the solution of a tridiagonal system of algebraic equations, which you should specify.
Explain the term convergence with spectral speed and justify its validity for the derived approximation of .