| Preface; Acknowledgments; Errata and Extended-Bibliography |
| 1. Introduction |
| 1.1 Series expansions |
| 1.2 First example |
| 1.3 Comparison with finite element methods |
| 1.4 Comparisons with finite differences |
| 1.5 Parallel computers |
| 1.6 Choice of basis functions |
| 1.7 Boundary conditions |
| 1.8 Non-Interpolating and Pseudospectral |
| 1.9 Nonlinearity |
| 1.10 Time-dependent problems |
| 1.11 FAQ: frequently asked questions |
| 1.12 The chrysalis |
| 2. Chebyshev & Fourier series |
| 2.1 Introduction |
| 2.2 Fourier series |
| 2.3 Orders of convergence |
| 2.4 Convergence order |
| 2.5 Assumption of equal errors |
| 2.6 Darboux's principle |
| 2.7 Why Taylor series fail |
| 2.8 Location of singularities |
| 2.8.1 Corner singularities & compatibility conditions |
| 2.9 FACE: Integration-by-Parts bound |
| 2.10 Asymptotic calculation of Fourier coefficients |
| 2.11 Convergence theory: Chebyshev polynomials |
| 2.12 Last coefficient rule-of-thumb |
| 2.13 Convergence theory for Legendre polynomials |
| 2.14 Quasi-Sinusoidal rule of thumb |
| 2.15 Witch of Agensi rule-of-thumb |
| 2.16 Boundary layer rule-of-thumb |
| 3. Galerkin & Weighted residual methods |
| 3.1 Mean weighted residual methods |
| 3.2 Completeness and boundary conditions |
| 3.3 Inner product & orthogonality |
| 3.4 Galerkin method |
| 3.5 Integration-by-Parts |
| 3.6 Galerkin method: case studies |
| 3.7 Separation-of-Variables & the Galerkin method |
| 3.8 Heisenberg Matrix mechanics |
| 3.9 The Galerkin method today |
| 4. Interpolation, collocation & all that |
| 4.1 Introduction |
| 4.2 Polynomial interpolation |
| 4.3 Gaussian integration & pseudospectral grids |
| 4.4 Pseudospectral Is Galerkin method via Quadrature |
| 4.5 Pseudospectral errors |
| 5. Cardinal functions |
| 5.1 Introduction |
| 5.2 Whittaker cardinal or "sinc" functions |
| 5.3 Trigonometric interpolation |
| 5.4 Cardinal functions for orthogonal polynomials |
| 5.5 Transformations and interpolation |
| 6. Pseudospectral methods for BVPs |
| 6.1 Introduction |
| 6.2 Choice of basis set |
| 6.3 Boundary conditions: behavioral & numerical |
| 6.4 "Boundary-bordering" |
| 6.5 "Basis Recombination" |
| 6.6 Transfinite interpolation |
| 6.7 The Cardinal function basis |
| 6.8 The interpolation grid |
| 6.9 Computing basis functions & derivatives |
| 6.10 Higher dimensions: indexing |
| 6.11 Higher dimen |
| 6.12 Corner singularities |
| 6.13 Matrix methods |
| 6.14 Checking |
| 6.15 Summary |
| 7. Linear eigenvalue problems |
| 7.1 The No-brain method |
| 7.2 QR/QZ Algorithm |
| 7.3 Eigenvalue rule-of-thumb |
| 7.4 Four kinds of Sturm-Liouville problems |
| 7.5 Criteria for Rejecting eigenvalues |
| 7.6 "Spurious" eigenvalues |
| 7.7 Reducing the condition number |
| 7.8 The power method |
| 7.9 Inverse power method |
| 7.10 Combining global & local methods |
| 7.11 Detouring into the complex plane |
| 7.12 Common errors |
| 8. Symmetry & parity |
| 8.1 Introduction |
| 8.2 Parity |
| 8.3 Modifying the Grid to Exploit parity |
| 8.4 Other discrete symmetries |
| 8.5 Axisymmetric & apple-slicing models |
| 9. Explicit time-integration methods |
| 9.1 Introduction |
| 9.2 Spatially-varying coefficients |
| 9.3 The Shamrock principle |
| 9.4 Linear and nonlinear |
| 9.5 Example: KdV equation |
| 9.6 Implicitly-Implicit: RLW & QG |
| 10. Partial summation, the FFT and MMT |
| 10.1 Introduction |
| 10.2 Partial summation |
| 10.3 The fast Fourier transform: theory |
| 10.4 Matrix multiplication transform |
| 10.5 Costs of the fast Fourier transform |
| 10.6 Generalized FFTs and multipole methods |
| 10.7 Off-grid interpolation |
| 10.8 Fast Fourier transform: practical matters |
| 10.9 Summary |
| 11. Aliasing, spectral blocking, & blow-up |
| 11.1 Introduction |
| 11.2 Aliasing and Equality-on-the-grid |
| 11.3 "2 h-Waves" and spectral blocking |
| 11.4 Aliasing instability: history and remedies |
| 11.5 Dealiasing and the Orszag two-thirds rule |
| 11.6 Energy-conserving: constrained interpolation |
| 11.7 Energy-conserving schemes: discussion |
| 11.8 Aliasing instability: theory |
| 11.9 Summary |
| 12. Implicit schemes & the slow manifold |
| 12.1 Introduction |
| 12.2 Dispersion and amplitude errors |
| 12.3 Errors & CFL limit for explicit schemes |
| 12.4 Implicit time-marching algorithms |
| 12.5 Semi-implicit methods |
| 12.6 Speed-reduction rule-of-thumb |
| 12.7 Slow manifold: meteorology |
| 12.8 Slow manifold: definition & examples |
| 12.9 Numerically-induced slow manifolds |
| 12.10 Initialization |
| 12.11 The method of multiple scales (Baer-Tribbia) |
| 12.12 Nonlinear Galerkin methods |
| 12.13 Weaknesses of the nonlinear Galerkin method |
| 12.14 Tracking the slow manifold |
| 12.15 Three parts to multiple scale algor |
| 13. Splitting & its cousins |
| 13.1 Introduction |
| 13.2 Fractional steps for diffusion |
| 13.3 Pitfalls in splitting, I: boundary conditions |
| 13.4 Pitfalls in splitting, II: consistency |
| 13.5 Operator theory of time-stepping |
| 13.6 High order splitting |
| 13.7 Splitting and fluid mechanics |
| 14. Semi-Lagrangian advection |
| 14.1 Concept of an integrating factor |
| 14.2 Misuse of integrating factor methods |
| 14.3 Semi-Lagrangian advection: introduction |
| 14.4 Advection & method of characteristics |
| 14.5 Three-level, 2D order semi-implicit |
| 14.6 Multiply-upstream SL |
| 14.7 Numerical illustrations & superconvergence |
| 14.8 Two-level SL/SI algorithms |
| 14.9 Noninterpolating SL & numerical diffusion |
| 14.10 Off-grid interpolation |
| 14.10.1 Off-grid interpolation: generalities |
| 14.10.2 Spectral off-grid |
| 14.10.3 Low-order polynomial interpolation |
| 14.10.4 McGregor's Taylor series scheme |
| 14.11 Higher order SL methods |
| 14.12 History and relationships to other methods |
| 14.13 Summary |
| 15. Matrix-solving methods |
| 15.1 Introduction |
| 15.2 Stationary one-step iterations |
| 15.3 Preconditioning: finite difference |
| 15.4 Computing iterates: FFT/matrix multiplication |
| 15.5 Alternative preconditioners |
| 15.6 Raising the order through preconditioning |
| 15.7 Multigrid: an overview |
| 15.8 MRR method |
| 15.9 Delves-Freeman block-and-diagonal iteration |
| 15.10 Recursions & formal integration: constant coefficient ODEs |
| 15.11 Direct methods for separable PDE's |
| 15.12 Fast interations for almost separable PDEs |
| 15.13 Positive definite and indefinite matrices |
| 15.14 Preconditioned Newton flow |
| 15.15 Summary & proverbs |
| 16. Coordinate transformations |
| 16.1 Introduction |
| 16.2 Programming Chebyshev methods |
| 16.3 Theory of 1-D transformations |
| 16.4 Infinite and semi-infinite intervals |
| 16.5 Maps for endpoint & corner singularities |
| 16.6 Two-dimensional maps & corner branch points |
| 16.7 Periodic problems & the Arctan/Tan map |
| 16.8 Adaptive methods |
| 16.9 Almost-equispaced Kosloff/Tal-Ezer grid |
| 17. Methods for unbounded intervals |
| 17.1 Introduction |
| 17.2 Domain truncation |
| 17.2.1 Domain truncation for rapidly-decaying functions |
|   |
| 17.7 Rational Chebyshev functions: TB subscript n |
| 17.8 Behavioral versus numerical boundary conditions |
| 17.9 Strategy for slowly decaying functions |
| 17.10 Numerical exemples: rational Chebyshev func |
| 17.11 Semi-infinite interval: rational Chebyshev TL subscript n |
| 17.12 Numerical Examples: Chebyshev for semi-infinite interval |
| 17.13 Strategy: Oscillatory, non-decaying functions |
| 17.14 Weideman-Cloot Sinh mapping |
| 17.15 Summary |
| 18. Spherical & Cylindrical geometry |
| 18.1 Introduction |
| 18.2 Polar, cylindrical, toroidal, spherical |
| 18.3 Apparent singularity at the pole |
| 18.4 Polar coordinates: parity theorem |
| 18.5 Radial basis sets and radial grids |
| 18.5.1 One-sided Jacobi basis for the radial coordinate |
| 18.5.2 Boundary value & eigenvalue problems on a disk |
| 18.5.3 Unbounded domains including the origin in Cylindrical coordinates |
| 18.6 Annual domains |
| 18.7 Spherical coordinates: an overview |
| 18.8 The parity factoro for scalars: sphere versus torus |
| 18.9 Parity II: Horizontal velocities & other vector components |
| 18.10 The Pole problem: spherical coordinates |
| 18.11 Spherical harmonics: introduction |
| 18.12 Legendre transforms and other sorrows |
| 18.12.1 FFT in longitude/MMT in latitude |
| 18.12.2 Substitutes and accelerators for the MMT |
| 18.12.3 Parity and Legendre Transforms |
| 18.12.4 Hurrah for matrix/vector multiplication |
| 18.12.5 Reduced grid and other tricks |
| 18.12.6 Schuster-Dilts triangular matrix acceleration |
| 18.12.7 Generalized FFT: multipoles and all that |
| 18.12.8 Summary |
| 18.13 Equiareal resolution |
| 18.14 Spherical harmonics: limited-area models |
| 18.15 Spherical harmonics and physics |
| 18.16 Asymptotic approximations, I |
| 18.17 Asymptotic approximations, II |
| 18.18 Software: spherical harmonics |
| 18.19 Semi-implicit: shallow water |
| 18.20 Fronts and topography: smoothing/filters |
| 18.20.1 Fronts and topography |
| 18.20.2 Mechanics of filtering |
| 18.20.3 Spherical splines |
| 18.20.4 Filter order |
| 18.20.5 Filtering with spatially-variable order |
| 18.20.6 Topographic filtering in meteorology |
| 18.21 Resolution of spectral models |
| 18.22 Vector harmonics & Hough functions |
| 18.23 Radial/vertical coordinate: spectral or non-spectral? |
| 18.23.1 Basis for Axial coordinate in cylindrical coordinates |
| 18.23.2 Axial basis in toroidal coordinates |
| 18.23.3 Vertical/radial basis in spherical coordinates |
| 18.24 Stellar convection in a spherical annulus: Glatzmaier (1984) |
| 18.25 Non-tensor grids: icosahedral, etc. |
| 18.26 Robert basis for the sphere |
| 18.27 Parity-modified latitudinal Fourier series |
| 18.28 Projective filtering for latitudinal Fourier series |
| 18.29 Spectral elements on the sphere |
| 18.30 Spherical harmonics bes |
| 18.31 Elliptic and elliptic cylinder coordinates |
| 18.32 Summary |
| 19. Special tricks |
| 19.1 Introduction |
| 19.2 Sideband truncation |
| 19.3 Special basis functions, I: corner singularities |
| 19.4 Special basis functions, II: wave scattering |
| 19.5 Weakly nonlocal solitary waves |
| 19.6 Root-finding by Chebyshev polynomials |
| 19.7 Hilbert transform |
| 19.8 Spectrally-accurate quadrature methods |
| 19.8.1 Introduction: Gaussian and Clenshaw-Curtis quadrature |
| 19.8.2 Clenshaw-Curtis adaptivity |
| 19.8.3 Mechanics |
| 19.8.4 Integration of periodic functions and the trapezoidal rule |
| 19.8.5 Infinite intervals and the trapezoidal rule |
| 19.8.6 Singular integrands |
| 19.8.7 Sets and solitaries |
| 20. Symbolic calculations |
| 20.1 Introduction |
| 20.2 Strategy |
| 20.3 Examples |
| 20.4 Summary and open problems |
| 21. The Tau-method |
| 21.1 Introduction |
| 21.2 tau-Approximation for a rational function |
| 21.3 Differential equations |
| 21.4 Canonical polynomials |
| 21.5 Nomenclature |
| 22. Domain decomposition methods |
| 22.1 Introduction |
| 22.2 Notation |
| 22.3 Connecting the subdomains: patching |
| 22.4 Weak coupling of elemental solutions |
| 22.5 Variational principles |
| 22.6 Choice of basis & grid |
| 22.7 Patching versus variational formalism |
| 22.8 Matrix inversion |
| 22.9 The influence matrix method |
| 22.10 Two-dimensional mappings & sectorial elements |
| 22.11 Prospectus |
| 23. Books and reviews |
| A. A bestiary of basis functions |
| A.1 Trigonometric basis functions: Fourier series |
| A.2 Chebyshev polynomials T subscript n (x) |
| A.3 Chebyshev polynomials of the second kind: U subscript n (x) |
| A.4 Legendre polynomials: P subscript n (x) |
| A.5 Gegenbauer polynomials |
| A.6 Hermite polynomials: H subscript n (x) |
| A.7 Rational Chebyshev functions: TB subscript n (y) |
| A.8 Laguerre polynomials: L subscript n (x) |
| A.9 Rational Chebyshev functions: TL subscript n (y) |
| A.10 Graphs of convergence domains in the complex plane |
| B. Direct matrix-solvers |
| B.1 Matrix factorizations |
| B.2 Banded matrix |
| B.3 Matrix-of-matrices theorem |
| B.4 Block-banded elimination: the "Lindzen-Kuo" algorithm |
| B.5 Block and "bordered" matrices |
| B.6 Cyclic banded matrices (periodic boundary conditions) |
| B.7 Parting shots |
| C. Newton iteration |
| C.1 Introduction |
| C.2 Exa |
| C.3 Eigenvalue problems |
| C.4 Summary |
| D. The continuation method |
| D.1 Introduction |
| D.2 Examples |
| D.3 Initialization strategies |
| D.4 Limit Points |
| D.5 Bifurcation points |
| D.6 Pseudoarclength continuation |
| E. Change-of-Coordinate derivative transformations |
| F. Cardinal functions |
| F.1 Introduction |
| F.2 General Fourier series: endpoint grid |
| F.3 Fourier Cosine series: endpoint grid |
| F.4 Fourier Sine series: endpoint grid |
| F.5 Cosine cardinal functions: interior grid |
| F.6 Sine cardinal functions: interior grid |
| F.7 Sinc(x): Whittaker cardinal function |
| F.8 Chebyshev Gauss-Lobatto ("endpoints") |
| F.9 Chebyshev polynomials: interior or "roots" grid |
| F.10 Legendre polynomials: Gauss-Lobatto grid |
| G. Transformation of derivative boundary conditions |
| Glossary; Index; References |