Synopsis

This lecture course is a hands-on introduction to spectral methods for ordinary and partial differential equations. The emphasis is on spectral collocation ("pseudospectral") methods, including both fundamental principles and applications realised in Matlab. Applications include eigenvalue problems, Schrödinger's equation, hydrodynamic stability, boundary-value problems, and wave equations. Notes for the course will be handed out by the lecturer.

Reading List

• L N Trefethen, Spectral methods in MATLAB, SIAM, 2000