The pseudo-spectral collocation method is a numerical method for solving differential equations using the spectral representation of the solution. In this method, the solution is represented as a sum of basis functions (e.g., Chebyshev or Fourier polynomials), and the collocation points are used to enforce the equation's constraints. I will give you a simple example of how to implement the Chebyshev collocation method in MATLAB to solve the Poisson equation on the interval [-1, 1]:
Poisson equation: -u''(x) = f(x) with u(-1) = u(1) = 0.
Let f(x) = 10*sin(3*pi*x). The analytical solution is u(x) = (10/(9*pi^2)) * sin(3*pi*x).
This is a MATLAB implementation of the Chebyshev collocation method to solve this problem:
f = @(x) 10 * sin(3 * pi * x);
analytical_solution = @(x) (10 / (9 * pi^2)) * sin(3 * pi * x);
x = cos(pi * (0:N) / N)';
T = chebyshev_differentiation_matrix(N);
T2 = T2(2:end-1, 2:end-1);
xx = linspace(-1, 1, 200);
plot(x, u, 'ro', xx, analytical_solution(xx), 'b-');
legend('Numerical solution', 'Analytical solution');
xlabel('x'); ylabel('u(x)');
title('Chebyshev collocation method for Poisson equation');
In this example, we first define the problem and the number of collocation points N. Then, we calculate the Chebyshev collocation points and the Chebyshev differentiation matrix using a custom helper function chebyshev_differentiation_matrix. We then compute the second-order differentiation matrix and apply the boundary conditions. Finally, we solve the linear system and plot the numerical and analytical solutions.
Here is the chebyshev_differentiation_matrix function:
function D = chebyshev_differentiation_matrix(N)
x = cos(pi * (0:N) / N)';
c = [2; ones(N-1, 1); 2] .* (-1).^(0:N)';
D = (c * (1./c)')./(dX + eye(N+1));
This is how the output looks like: