Abstract

This talk will discuss a tricky business: truncating a differential equation to produce finite solutions. A truncation scheme is often built directly into the steps needed to create a numerical system. E.g., finite differences replace exact differential operators with more manageable shadows, sweeping the exact approach off the stage.

In contrast, this talk will discuss the “tau method” which adds an explicit parameterised perturbation to an original equation. By design, the correction calls into existence an exact (finite polynomial) solution to the updated analytic system. The hope is that the correction comes out minuscule after comparing it with a hypothetical exact solution. The tau method has worked splendidly in practice, starting with Lanczos’s original 1938 paper outlining the philosophy. However, why the scheme works so well (and when it fails) remains comparably obscure. While addressing the theory behind the Tau method, this talk will answer at least one conceptual question: Where does an infinite amount of spectrum go when transitioning from a continuous differential equation to an exact finite matrix representation?