Discrete approximations of differential equations via trigonometric interpolation

Abstract

To approximate solutions of a linear differential equation, we project, via trigonometric interpolation, its solution space onto a finite-dimensional space of trigonometric polynomials and construct a matrix representation of the differential operator associated with the equation. We compute the ranks of the matrix representations of a certain class of linear differential operators. Our numerical tests show high accuracy and fast convergence of the method applied to several boundary and eigenvalue problems.