Chebyshev spectral collocation in space and time for the heat equation

Abstract

Spectral methods can solve elliptic partial differential equations (PDEs) numerically with errors bounded by an exponentially decaying function of the number of modes when the solution is analytic. For time-dependent problems, almost all focus has been on low-order finite difference schemes for the time derivative and spectral schemes for the spatial derivatives. This mismatch destroys the spectral convergence of the numerical solution. Spectral methods that converge spectrally in both space and time have appeared recently. This paper shows that a Chebyshev spectral collocation method of Tang and Xu for the heat equation converges exponentially when the solution is analytic. We also derive a condition number estimate of the global spectral operator. Another space-time Chebyshev collocation scheme that is easier to implement is proposed and analyzed. This paper is a continuation of the first author's earlier paper in which two Legendre space-time collocation methods were analyzed.