Spectral Methods for Parameterized Matrix Equations

Spectral Methods for Parameterized Matrix Equations

We apply polynomial approximation methods—known in the numerical PDEs context as spectral methods—to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right-hand side depend on a parameter. We derive both an interpolatory pseudospectral method and a residual-minimizing Galerkin method, and we show how each can be interpreted as solving a...

A Factorization of the Spectral Galerkin System for Parameterized Matrix Equations: Derivation and Applications

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix equation whose matrix and right-hand side depend on a set of parameters (e.g., a PDE with stochastic inputs semidiscretized in space) and examine the linear syst...

On the solving matrix equations by using the spectral representation

‎The purpose of this paper is to solve two types of Lyapunov equations and quadratic matrix equations by using the spectral representation‎. ‎We focus on solving Lyapunov equations $AX+XA^*=C$ and $AX+XA^{T}=-bb^{T}$ for $A‎, ‎X in mathbb{C}^{n times n}$ and $b in mathbb{C} ^{n times s}$ with $s < n$‎, ‎which $X$ is unknown matrix‎. ‎Also‎, ‎we suggest the new method for solving quadratic matri...

Spectral Methods for Tempered Fractional Differential Equations

In this paper, we first introduce fractional integral spaces, which possess some features: (i) when 0 < α < 1, functions in these spaces are not required to be zero on the boundary; (ii)the tempered fractional operators are equivalent to the Riemann-Liouville operator in the sense of the norm. Spectral Galerkin and Petrov-Galerkin methods for tempered fractional advection problems and tempered ...

Spectral Multigrid Methods for Elliptic Equations Ii