Paper 4, Section II, C

Numerical Analysis
Part II, 2019

For a 2-periodic analytic function ff, its Fourier expansion is given by the formula

f(x)=n=f^neiπnx,f^n=1211f(t)eiπntdtf(x)=\sum_{n=-\infty}^{\infty} \widehat{f}_{n} e^{i \pi n x}, \quad \widehat{f}_{n}=\frac{1}{2} \int_{-1}^{1} f(t) e^{-i \pi n t} d t

(a) Consider the two-point boundary value problem

1π2(1+2cosπx)u+u=1+n=12n2+1cosπnx,1x1,-\frac{1}{\pi^{2}}(1+2 \cos \pi x) u^{\prime \prime}+u=1+\sum_{n=1}^{\infty} \frac{2}{n^{2}+1} \cos \pi n x, \quad-1 \leqslant x \leqslant 1,

with periodic boundary conditions u(1)=u(1)u(-1)=u(1). Construct explicitly the infinite dimensional linear algebraic system that arises from the application of the Fourier spectral method to the above equation, and explain how to truncate the system to a finitedimensional one.

(b) A rectangle rule is applied to computing the integral of a 2-periodic analytic function hh :

11h(t)dt2Nk=N/2+1N/2h(2kN)\int_{-1}^{1} h(t) d t \approx \frac{2}{N} \sum_{k=-N / 2+1}^{N / 2} h\left(\frac{2 k}{N}\right)

Find an expression for the error eN(h):=LHSRHSe_{N}(h):=\mathrm{LHS}-\mathrm{RHS} of ()(*), in terms of h^n\widehat{h}_{n}, and show that eN(h)e_{N}(h) has a spectral rate of decay as NN \rightarrow \infty. [In the last part, you may quote a relevant theorem about h^n\widehat{h}_{n}.]