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SUMMARY:A Fast and Well-Conditioned Spectral Method - Alex Townsend (Unive
 rsity of Oxford)
DTSTART:20131030T160000Z
DTEND:20131030T170000Z
UID:TALK46767@talks.cam.ac.uk
CONTACT:Marcus Webb
DESCRIPTION:Conventional wisdom states that spectral methods have high acc
 uracy\, but lead to dense and ill-conditioned linear systems. In this talk
  we present a spectral method that constructs almost banded and well-condi
 tioned matrices for the solution of linear ODES with variable coefficients
 . We prove stability of the method\, and show that the constructed matrice
 s have a bounded condition number. The resulting algorithm can efficiently
  and reliably solved for solutions that require as many as a million unkno
 wns. This is joint work with Sheehan Olver.
LOCATION:MR14\, Centre for Mathematical Sciences
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