A Spectral Method for Nonlinear Elliptic Equations

Abstract

Let $Ω$ be an open, simply connected, and bounded region in $\mathbb{R}^{d}$, $d\geq2$, and assume its boundary $\partialΩ$ is smooth. Consider solving an elliptic partial differential equation $Lu=f$ over $Ω$ with zero Dirichlet boundary value. The function $f$ is a nonlinear function of the solution $u$. The problem is converted to an equivalent\ elliptic problem over the open unit ball $\mathbb{B}^{d}$ in $\mathbb{R}^{d}$, say $\widetilde{L}\widetilde{u}=\widetilde{f}$. Then a spectral Galerkin method is used to create a convergent sequence of multivariate polynomials $\widetilde{u}_{n}$ of degree $\leq n$ that is convergent to $\widetilde{u}$. The transformation from $Ω$ to $\mathbb{B}^{d}$ requires a special analytical calculation for its implementation. With sufficiently smooth problem parameters, the method is shown to be rapidly convergent. For $u\in C^{\infty}\left( \overline{Ω}\right) $ and assuming $\partialΩ$ is a $C^{\infty}$ boundary, the convergence of $\left\Vert \widetilde{u}-\widetilde{u}_{n}\right\Vert _{H^{1}% }$ \ to zero is faster than any power of $1/n$. Numerical examples illustrate experimentally an exponential rate of convergence. A generalization to $-Δu+γu=f$ with a zero Neumann boundary condition is also presented.