SPLINE COLLOCATION DIFFERENTIATION MATRICES

摘要

Spline collocation differentiation matrices arising when solving PDEs with periodic boundary conditions have block circulant structure. In this paper, we use this fact to present an eigenvalue analysis for a large class of such spline collocation differentiation matrices. We use this to discuss the stability of collocation algorithms for parabolic and hyperbolic problems and fast collocation algorithms for elliptic PDEs. [References: 24]