Generation of higher order pseudospectral integration matrices.

Applied Mathematics and Computation (Impact Factor: 1.35). 01/2009; 209:153-161. DOI: 10.1016/j.amc.2008.08.056
Source: DBLP

ABSTRACT A new explicit expression of the higher order pseudospectral integration matrices is presented using an explicit formula for computing iterated integrals of Chebyshev polynomials. Applications to initial value problems, boundary value problems, linear integral and integro-differential equations are presented. The present numerical results are in satisfactory agreement with the exact solutions and show the advantages of this method to some other known methods.

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