Evaluation of Chebyshev pseudospectral methods for third order differential equations

Abstract

When the standard Chebyshev collocation method is used to solve a third order differential equation with one Neumann boundary condition and two Dirichlet boundary conditions, the resulting differentiation matrix has spurious positive eigenvalues and extreme eigenvalue already reaching O(N ⁵ for N = 64. Stable time-steps are therefore very small in this case. A matrix operator with better stability properties is obtained by using the modified Chebyshev collocation method, introduced by Kosloff and Tal Ezer [3]. By a correct choice of mapping and implementation of the Neumann boundary condition, the matrix operator has extreme eigenvalue less than O(N ⁴. The pseudospectral and modified pseudospectral methods are implemented for the solution of one-dimensional third-order partial differential equations and the accuracy of the solutions compared with those by finite difference techniques. The comparison verifies the stability analysis and the modified method allows larger time-steps. Moreover, to obtain the accuracy of the pseudospectral method the finite difference methods are substantially more expensive. Also, for the small N tested, N ⩽ 16, the modified pseudospectral method cannot compete with the standard approach.