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Applied Math Colloquium

Friday, September 13th, 2013, 11:30 AM
Cullimore Lecture Hall, Lecture Hall II
New Jersey Institute of Technology

How Chebfun solves ODEs and Eigenvalue Problems

Nick Trefethen

Oxford University, United Kingdom

Abstract

Chebfun has become a remarkably powerful tool for solving differential equations and eigenvalue problems in one dimension. This talk will demonstrate Chebfun and describe some of the algorithms underlying its ODE and eigenvalue capabilities, which are mainly due to Asgeir Birkisson, Toby Driscoll, and Nick Hale. In particular we will focus on

* the "happiness iteration" underlying Chebfun adaptivity

* rectangular spectral collocation discretizations

* how EIGS selects its eigenfunctions

* Frechet derivative operators for nonlinear problems via AD

* the graphical user interface CHEBGUI