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Filtering the Tau method with Frobenius-Padé Approximants

Published 20 Dec 2017 in math.NA and cs.NA | (1712.07503v1)

Abstract: In this work, we use rational approximation to improve the accuracy of spectral solutions of differential equations. When working in the vicinity of solutions with singularities, spectral methods may fail their propagated spectral rate of convergence and even they may fail their convergence at all. We describe a Pad\'e approximation based method to improve the approximation in the Tau method solution of ordinary differential equations. This process is suitable to build rational approximations to solutions of differential problems when their exact solutions have singularities close to their domain.

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