Solving nonlinear ODEs with the ultraspherical spectral method

Abstract

We extend the ultraspherical spectral method to solving nonlinear ODE boundary value problems. We propose to use the inexact Newton-GMRES framework for which an effective preconditioner can be constructed and a fast Jacobian-vector multiplication can be effected, thanks to the structured operators of the ultraspherical spectral method. With a mixed-precision implementation, the inexact Newton-GMRES-ultraspherical framework exhibits extraordinary speed and accuracy, as we show by extensive numerical experiments.