on the interval [0, 2π]. Spectral discretizations of this equation have been in use ever since the work of Camassa and Holm [2] and Camassa, Holm and Hyman [3]. However, to the knowledge of the authors, no proof that such a discretization actually converges has appeared heretofore. Therefore, this issue is taken up here. Our method of proof is related to the work of Maday and Quarteroni on the ...

We illustrate in the present paper how steady-state and unsteady-steady three-dimensional transport phenomena problems can be solved using the Chebyshev orthogonal collocation technique. All problems are elucidated using the ubiquitous software: MATLAB 1 . The treated case studies include: (1) unsteadystate heat conduction in a parallelepiped body, (2) quenching of a brick, (3) transient diffus...

We present a new method for separating ground deformation from atmospheric phase screen (APS) based on PSInSAR. By stochastic modeling of ground deformation and APS via their variance-covariance functions we can not only estimate the signals with the best accuracy but also assess the estimation accuracy using least-squares collocation [5]. We evaluate the APS estimated by our method and the APS...

We propose a spectral method that discretizes the Boltzmann collision operator and satisfies a discrete version of the H-theorem. The method is obtained by modifying the existing Fourier spectral method to match a classical form of the discrete velocity method. It preserves the positivity of the solution on the Fourier collocation points and as a result satisfies the H-theorem. The fast algorit...

We develop in this paper a numerical method to simulate three-dimensional incompressible flows based on a decomposition of the flow into an axisymmetric part, in terms of the stream function and the circulation, and a non-axisymmetric part in terms of a potential vector function. The method is specially suited for the study of nonlinear stability of axially symmetric flows because one may follo...

Most mathematical models contain uncertainties that may be originated from various sources such as initial and boundary conditions, geometry representation of the domain and input parameters. When these sources are expressed as random processes or random fields, partial differential equations describing the underlying models become stochastic partial differential equations (SPDEs). Stochastic m...

and Applied Analysis 3 nonlinear term is treated with the Chebyshev collocation method. The time discretization is a classical Crank-Nicholson-leap-frog scheme. Yuan and Wu 43 extended the Legendre dual-Petrov-Galerkin method proposed by Shen 44 , further developed by Yuan et al. 45 to general fifth-order KdV-type equations with various nonlinear terms. The main aim of this paper is to propose ...

In this paper, we develop an efficient spectral method for numerically solving the nonlinear Volterra integral equation with weak singularity and delays. Based on symmetric collocation points, is illustrated, convergence results are obtained. end, two numerical experiments carried out to confirm theoretical results.

This paper illustrates the use of the differentiation matrix technique for solving differential equations in finance. The technique provides a compact and unified formulation for a variety of discretisation and time-stepping algorithms for solving problems in one and two dimensions. Using differentiation matrix models, we compare time-stepping algorithms for option pricing computations and pres...

Collocation methods are a well-developed approach for the numerical solution of smooth and weakly singular Volterra integral equations. In this paper, we extend these methods through the use of partitioned quadrature based on the qualocation framework, to allow the efficient numerical solution of linear, scalar Volterra integral equations of the second kind with smooth kernels containing sharp ...