Abstract
In this paper, we consider a spectral method based on generalized Hermite functions in multiple dimensions. We first introduce three normed spaces and prove their equivalence, which enables us to develop and to analyze generalized Hermite approximations efficiently. We then establish some basic results on generalized Hermite orthogonal approximations in multiple dimensions, which play important roles in the relevant spectral methods. As examples, we consider an elliptic equation with a harmonic potential and a class of nonlinear wave equations. The spectral schemes are proposed, and the convergence is proved. Numerical results demonstrate the spectral accuracy of this approach.
Similar content being viewed by others
References
Aguirre, J., Rivas, J.: A spectral viscosity method based on Hermite functions for nonlinear conservation laws. SIAM J. Numer. Anal. 46, 1060–1078 (2008)
Bao, W.-z., Li, H.-l., Shen, J.: A generalized Laguerre-Fourier-Hermite pseudospectral method for computing the dynamics of rotating Bose-Einstein condensates. SIAM J. Sci. Comput. 31, 3685–3711 (2009)
Bao, W.-z., Shen, J.: A fourth-order time-splitting Laguerre-Hermite pseudospectral method for Bose-Einstein condensates. SIAM J. Sci. Comput. 26, 2010–2028 (2005)
Bao, W.-z., Jie, S.: A generalized-Laguerre-Hermite pseudospectral method for computing symmetric and central vortex states in Bose-Einstein condensates. J. Comput. Phys. 227, 9778–9793 (2008)
Bernardi, C., Maday, Y.: Spectral methods. In: Ciarlet, P.G., Lions, J.L. (eds.) Handbook of Numerical Analysis, pp. 209–486. Elsevier, Amsterdam (1997)
Bourdiec, S.L., de Vuyst, F., Jacquet, L.: Numerical solution of the Vlasov-Poisson system using generalized Hermite functions. Comput. Phys. Commun. 175, 528–544 (2006)
Boyd, J.P.: The rate of convergence of Hermite function series. Math. Comput. 35, 1309–1316 (1980)
Boyd, J.P.: Asymptotic coefficients of Hermite function series. J. Comput. Phys. 54, 382–410 (1984)
Boyd, J.P.: Chebyshev and Fourier Spectral Methods, 2nd edn. Dover, New York (2001)
Canuto, C., Hussaini, M.Y., Quarteroni, A., Zang, T.A.: Spectral Methods Fundamentals in Single Domains. Springer, Berlin (2006)
Chang, Q.-s., Guo, B.-l.: A theoretical analysis of difference schemes for a class of systems of nonlinear wave equations. Kexue Tongbao (Chinese) 29, 68–71 (1984)
Friedman, A.: Partial Differential Equations. Holt Reihart and Winston, New York (1969)
Funaro, D.: Polynomial Approximations of Differential Equations. Springer, Berlin (1992)
Funaro, D., Kavian, O.: Approximation of some diffusion evolution equation in unbounded domains by Hermite function. Math. Comput. 37, 597–619 (1991)
Gottlieb, D., Orszag, S.A.: Numerical Analysis of Spectral Methods: Theory and Applications. SIAM-CBMS, Philadelphia (1977)
Guo, B.-y.: Spectral Methods and Their Applications. World Scientific, River Edge (1998)
Guo, B.-y.: Error estimation of Hermite spectral method for nonlinear partial differential equation. Math. Comput. 68, 1067–1078 (1999)
Guo, B.-y., Shen, J., Xu, C.-l.: Spectral and pseudospectral approximation using Hermite function: Application in Dirac equation. Adv. Comput. Math. 19, 35–55 (2003)
Guo, B.-y.: Global solutions for a class of systems of multidimensional nonlinear wave equations. Chin. Ann. Math. Ser. A 5, 401–408 (1984)
Ma., H.-p., Sun, W.-w., Tang, T.: Hermite spectral methods with a time-dependent scaling for parabolic equations in unbounded domains. SIAM J. Numer. Anal. 43, 58–75 (2005)
Ma., H.-p., Zhao, T.-g.: A stabilized Hermite spectral method for second-order differential equations in unbounded domains. Numer. Methods Part. Diff. Equ. 23, 968–983 (2007)
Shen, J., Tang, T.: Spectral and High-order Methods With Applications. Science Press, Beijing (2006)
Shen, J., Tang, T., Wang, L.-l.: Spectral Methods: Algorithms, Analysis and Applications, Springer Series in Computational Mathematics, vol. 41. Springer, Berlin (2011)
Shen, J.: Wang, L.-l.: Some recent advances on spectral methods for unbounded domains. Commun. Comput. Phys. 5, 195–241 (2009)
Szegö, G.: Orthogonal Polynomials, vol. 23, 4th edn. American Mathematical Society, Providence (1975)
Tang, T.: The Hermite spectral method for Gauss-type function. SIAM J. Sci. Comput. 14, 594–606 (1993)
Temam, R.: Infinite Dimensional Dynamical System in Mechanics and Physics. volume 68 of Applied Mathematical Sciences. Springer, New York (1988)
Wang, L.-l.: Analysis of spectral approximations using prolate spheroidal wave functions. Math. Comput. 79, 807–827 (2010)
Xiang, X.-m., Wang, Z.-q.: Generalized Hermite spectral method and its applications to problems in unbounded domains. SIAM J. Numer. Anal. 48, 1231–1253 (2010)
Xu, C.-l., Guo, B.-y.: Hermite spectral and pseudospectral methods for nonlinear partial differential equations in multiple dimensions. Comput. Appl. Math. 22, 167–193 (2003)
Acknowledgments
This work is supported in part by NSF of China, N.11171225, Innovation Program of Shanghai Municipal Education Commission, N.12ZZ131, Shuguang Project of Shanghai Municipal Education Commission, N.08SG45, and The Fund for E-institute of Shanghai Universities, N.E03004.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Xiang, Xm., Wang, Zq. Generalized Hermite Approximations and Spectral Method for Partial Differential Equations in Multiple Dimensions. J Sci Comput 57, 229–253 (2013). https://doi.org/10.1007/s10915-013-9703-2
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-013-9703-2