On the Lebesgue Constant of Extended-Domain Spectral Methods for Elliptic PDEs

Abstract: The extended-domain method is an appealingly simple strategy for applying spectral methods to complex geometries, but its theoretical stability properties, particularly for non-normal operators, are not fully understood. This paper provides a rigorous stability analysis based on the Lebesgue constant and reveals a fundamental stability dichotomy at the heart of the method. We first prove a surprising result: for the self-adjoint Poisson equation, the method is unstable, with a Lebesgue constant that grows super-polynomially due to the ill-conditioning of spectral differentiation. In stark contrast, we prove that for the non-self-adjoint convection-diffusion equation, the method becomes stable. We show that the first-order convection term regularizes the operator, leading to a provably polynomial bound on the Lebesgue constant. These results, extended here to multiple dimensions and variable coefficients, provide a complete theoretical foundation for this practical method, establishing the precise conditions under which it is stable and highlighting a non-trivial interplay between operator components.