2024/02/26 by Arieh Iserles, Iserles, Arieh
Engineering · Mathematics · #65M70 #Extremum Seeking Control Systems #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods for differential equations #Physics and Engineering Research Articles
paper · pdf · doi:10.48550/arxiv.2402.16744
openalex publication_date 2024/02/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The contention of this paper is that a spectral method for time-dependent PDEs is basically no more than a choice of an orthonormal basis of the underlying Hilbert space. This choice is governed by a long list of considerations: stability, speed of convergence, geometric numerical integration, fast approximation and efficient linear algebra. We subject different choices of orthonormal bases, focussing on the real line, to these considerations. While nothing is likely to improve upon a Fourier basis in the presence of periodic boundary conditions, the situation is considerably more interesting in other settings. We introduce two kinds of orthonormal bases, T-systems and W-systems, and investigate in detail their features. T-systems are designed to work with Cauchy boundary conditions, while W-systems are suited to zero Dirichlet boundary conditions.