Hermite pseudospectral method for nonlinear partial differential equations
Hermite polynomial interpolation is investigated. Some approximation results are obtained. As an example, the Burgers equation on the whole line is considered. The stability and the convergence of proposed Hermite pseudospectral scheme are proved strictly. Numerical results are presented.
The initial-boundary value problem of two-dimensional incompressible fluid flow in stream function form is considered. A prediction-correction Legendre spectral scheme is proposed, which is easy to be performed. The numerical solution possesses the accuracy of second-order in time and higher order in space. The numerical experiments show the high accuracy of this approach.
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