A Chebyshev-Gauss Spectral Collocation Method for Ordinary Differential Equations
DOI:
https://doi.org/10.4208/jcm.1405-m4368Keywords:
Initial value problems of ordinary differential equations, Chebyshev-Gauss spectral collocation method, Spectral accuracy.Abstract
In this paper, we introduce an efficient Chebyshev-Gauss spectral collocation method for initial value problems of ordinary differential equations. We first propose a single interval method and analyze its convergence. We then develop a multi-interval method. The suggested algorithms enjoy spectral accuracy and can be implemented in stable and efficient manners. Some numerical comparisons with some popular methods are given to demonstrate the effectiveness of this approach.