Paper 4, Section II, C

Numerical Analysis
Part II, 2013

Consider the solution of the two-point boundary value problem

(2sinπx)u+u=1,1x1(2-\sin \pi x) u^{\prime \prime}+u=1, \quad-1 \leqslant x \leqslant 1

with periodic boundary conditions at x=1x=-1 and x=1x=1. Construct explicitly the linear algebraic system that arises from the application of a spectral method to the above equation.

The Fourier coefficients of uu are defined by

u^n=1211u(τ)eiπnτdτ\hat{u}_{n}=\frac{1}{2} \int_{-1}^{1} u(\tau) e^{-i \pi n \tau} d \tau

Prove that the computation of the Fourier coefficients for the truncated system with N/2+1nN/2-N / 2+1 \leqslant n \leqslant N / 2 (where NN is an even and positive integer, and assuming that u^n=0\hat{u}_{n}=0 outside this range of nn ) 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 uu.