January 22, 1998
We review several topics concerning spectral approximations of time-dependent problems, primarily -- the accuracy and stability of Fourier and Chebyshev methods for the approximate solutions of hyperbolic systems.
To make these notes self contained, we begin with a very brief overview of Cauchy problems. Thus, the main focus of the first part is on hyperbolic systems which are dealt with two (related) tools: the energy method and Fourier analysis.
The second part deals with spectral approximations. Here we introduce the main ingredients of spectral accuracy, Fourier and Chebyshev interpolants, aliasing, differentiation matrices ...
The third part is devoted to Fourier method for the approximate solution of periodic systems. The questions of stability and convergence are answered by combining ideas from the first two sections. In this context we highlight the role of aliasing and smoothing; in particular, we explain how the lack of resolution might excite small scales weak instability, which is avoided by high modes smoothing.
The forth and final part deals with non-periodic problems. We study the stability of the Chebyshev method, paying special attention to the intricate issue of the CFL stability restriction on the permitted time-step.
LECTURE NOTES DELIVERED AT
ECOLE DES ONDES
``Méthodes numériques d'ordre élevé
pour les ondes en régime transitoire''
Inria - Rocquencourt, January 24-28 1994