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The ultraspherical rectangular collocation method and its convergence

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arxiv 2401.03608 v1 pith:I3BMRA4H submitted 2024-01-07 math.NA cs.NA

classification math.NAcs.NA
keywords collocationmethodconvergenceultrasphericalrectangularboundary-valueimplementationnodes
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We develop the ultraspherical rectangular collocation (URC) method, a collocation implementation of the sparse ultraspherical method of Olver \& Townsend for two-point boundary-value problems. The URC method is provably convergent, the implementation is simple and efficient, the convergence proof motivates a preconditioner for iterative methods, and the modification of collocation nodes is straightforward. The convergence theorem applies to all boundary-value problems when the coefficient functions are sufficiently smooth and when the roots of certain ultraspherical polynomials are used as collocation nodes. We also adapt a theorem of Krasnolsel'skii et al.~to our setting to prove convergence for the rectangular collocation method of Driscoll \& Hale for a restricted class of boundary conditions.

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