Quadrature imposition of compatibility conditions in Chebyshev methods

Abstract

Often, in solving an elliptic equation with Neumann boundary conditions, a compatibility condition has to be imposed for well-posedness. This condition involves integrals of the forcing function. When pseudospectral Chebyshev methods are used to discretize the partial differential equation, these integrals have to be approximated by an appropriate quadrature formula. The Gauss-Chebyshev (or any variant of it, like the Gauss-Lobatto) formula cannot be used here since the integrals under consideration do not include the weight function. A natural candidate to be used in approximating the integrals is the Clenshaw-Curtis formula; however, we show in this article that this is the wrong choice and it may lead to divergence if time-dependent methods are used to march the solution to steady state. We develop, in this paper, the correct quadrature formula for these problems. This formula takes into account the degree of the polynomials involved. We show that this formula leads to a well-conditioned Chebyshev approximation to the differential equations and that the compatibility condition is automatically satisfied.