Spectral methods solve elliptic PDEs numerically with errors bounded by an exponentially decaying function of the number of modes when the solution is analytic. For time dependent PDEs, almost all focus has been on low-order finite difference schemes for the time derivative and spectral schemes for spatial derivatives. This is not ideal since the time discretization error
destroys the spectral convergence in space. Space-time spectral methods are new methods which apply spectral discretization in both space and time. This is a series talk and consists of two parts.
Part-II: in the second talk, we show an analysis for the Schrodinger, wave, airy, beam and Stokes equations. These analyses require sharp estimates of the spectrum of spectral derivative matrices. We also show numerical experiments for many common nonlinear PDEs: Allen--Cahn, Cahn--Hilliard, Burgers, reaction-diffusion, KdV, Sine Gordon, Kuramoto--Shivashinsky, Navier--Stokes, MHD.
Shaun Lui是加拿大曼尼托巴大学数学系教授,主要研究方向为PDE应用及数值分析、区域分解算法及数值优化算法。近年来在谱方法、偏微分方程数值解、拟谱、数值优化等领域发表多篇高质量、有影响力的学术论文(论文发表于SIAM系列、Math. Comput.、Numer. Math.等同行公认的世界知名学术期刊)。