Modified Chebyshev pseudospectral method with O(N exp -1) time step restriction

Abstract

The extreme eigenvalues of the Chebyshev pseudospectral differentiation operator are O(N exp 2) where N is the number of grid points. As a result of this, the allowable time step in an explicit time marching algorithm is O(N exp -2) which, in many cases, is much below the time step dictated by the physics of the partial differential equation. A new set of interpolating points is introduced such that the eigenvalues of the differentiation operator are O(N) and the allowable time step is O(N exp -1). The properties of the new algorithm are similar to those of the Fourier method. The new algorithm also provides a highly accurate solution for non-periodic boundary value problems.