Two Chebyshev Spectral Methods for Solving Normal Modes in Atmospheric Acoustics

The normal mode model is important in computational atmospheric acoustics. It is often used to compute the atmospheric acoustic field under a time-independent single-frequency sound source. Its solution consists of a set of discrete modes radiating into the upper atmosphere, usually related to the continuous spectrum. In this article, we present two spectral methods, the Chebyshev-Tau and Chebyshev-Collocation methods, to solve for the atmospheric acoustic normal modes, and corresponding programs are developed. The two spectral methods successfully transform the problem of searching for the modal wavenumbers in the complex plane into a simple dense matrix eigenvalue problem by projecting the governing equation onto a set of orthogonal bases, which can be easily solved through linear algebra methods. After the eigenvalues and eigenvectors are obtained, the horizontal wavenumbers and their corresponding modes can be obtained with simple processing. Numerical experiments were examined for both downwind and upwind conditions to verify the effectiveness of the methods. The running time data indicated that both spectral methods proposed in this article are faster than the Legendre-Galerkin spectral method proposed previously.

ERROR ANALYSIS OF LEGENDRE-GALERKIN SPECTRAL METHOD FOR A PARABOLIC EQUATION WITH DIRICHLET-TYPE NON-LOCAL BOUNDARY CONDITIONS

An efficient Legendre-Galerkin spectral method and its error analysis for a one-dimensional parabolic equation with Dirichlet-type non-local boundary conditions are presented in this paper. The spatial discretization is based on Galerkin formulation and the Legendre orthogonal polynomials, while the time derivative is discretized by using the symmetric Euler finite difference schema. The stability and convergence of the semi-discrete spectral approximation are rigorously set up by following a novel approach to overcome difficulties caused by the non-locality of the boundary condition. Several numerical tests are included to confirm the efficacy of the proposed method and to support the theoretical results.

A Finite Difference-Spectral Method for Solving the European Call Option Black–Scholes Equation

In this paper, we present a novel technique based on backward-difference method and Galerkin spectral method for solving Black–Scholes equation. The main propose of this method is to reduce the solution of this problem to the solution of a system of algebraic equations. The convergence order of the proposed method is investigated. Also, we provide numerical experiment to show the validity of proposed method.

Alikhanov Legendre—Galerkin Spectral Method for the Coupled Nonlinear Time-Space Fractional Ginzburg–Landau Complex System

A finite difference/Galerkin spectral discretization for the temporal and spatial fractional coupled Ginzburg–Landau system is proposed and analyzed. The Alikhanov L2-1σ difference formula is utilized to discretize the time Caputo fractional derivative, while the Legendre-Galerkin spectral approximation is used to approximate the Riesz spatial fractional operator. The scheme is shown efficiently applicable with spectral accuracy in space and second-order in time. A discrete form of the fractional Grönwall inequality is applied to establish the error estimates of the approximate solution based on the discrete energy estimates technique. The key aspects of the implementation of the numerical continuation are complemented with some numerical experiments to confirm the theoretical claims.