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Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works Chebyshev Expansions for Solutions of Linear Differential Equations Alexandre Benoit, Joint work with Bruno Salvy INRIA October 28, 2009 1 / 19

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1 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Chebyshev Expansions for Solutions of Linear Differential Equations

Alexandre Benoit,

Joint work with Bruno Salvy

INRIA

October 28, 2009

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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2 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

I Introduction

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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3 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

How to evaluate a function f in [−1, 1]?

Two representations of f : in Taylor series f =

+∞

  • n=0

cnxn, cn = f (n)(0) n! ,

  • r in Chebyshev series

f =

+∞

  • n=0

tnTn(x), tn = 2 π 1

−1

Tn(t) f (t) √ 1 − t2 dt.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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3 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

How to evaluate a function f in [−1, 1]?

Two representations of f : in Taylor series f =

+∞

  • n=0

cnxn, cn = f (n)(0) n! ,

  • r in Chebyshev series

f =

+∞

  • n=0

tnTn(x), tn = 2 π 1

−1

Tn(t) f (t) √ 1 − t2 dt. Basic properties of Chebyshev polynomials Tn(cos(θ)) = cos(nθ) 1

−1

Tn(x)Tm(x) √ 1 − x2 dx =    if m = n π if m = 0

π 2

  • therwise

Tn+1 = 2xTn − Tn−1 T0(x) = 1 T1(x) = x T2(x) = 2x2 − 1 T3(x) = 4x3 − 3x

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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3 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

How to evaluate a function f in [−1, 1]?

Two representations of f : in Taylor series f =

+∞

  • n=0

cnxn, cn = f (n)(0) n! ,

  • r in Chebyshev series

f =

+∞

  • n=0

tnTn(x), tn = 2 π 1

−1

Tn(t) f (t) √ 1 − t2 dt. Projects using Chebyshev series to represent functions in Matlab : Chebfun, Miscfun.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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3 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

How to evaluate a function f in [−1, 1]?

Two representations of f : in Taylor series f =

+∞

  • n=0

cnxn, cn = f (n)(0) n! ,

  • r in Chebyshev series

f =

+∞

  • n=0

tnTn(x), tn = 2 π 1

−1

Tn(t) f (t) √ 1 − t2 dt. Projects using Chebyshev series to represent functions in Matlab : Chebfun, Miscfun. How to compute tn? General case: numerical computation of the integral. Slow.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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4 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Computation of Coefficients with Recurrences

Theorem (60’s) If f is solution of a linear differential equation with polynomial coefficients, then the Chebyshev coefficients are cancelled by a linear recurrence with polynomial coefficients. Applications: Numerical computation of the coefficients.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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4 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Computation of Coefficients with Recurrences

Theorem (60’s) If f is solution of a linear differential equation with polynomial coefficients, then the Chebyshev coefficients are cancelled by a linear recurrence with polynomial coefficients. Applications: Numerical computation of the coefficients.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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4 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Computation of Coefficients with Recurrences

Theorem (60’s) If f is solution of a linear differential equation with polynomial coefficients, then the Chebyshev coefficients are cancelled by a linear recurrence with polynomial coefficients. Applications: Numerical computation of the coefficients. Computation of closed-form for coefficients. Example (f (x) = arctan(x/2))

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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5 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

State of the Art

Clenshaw (1957): numerical scheme to compute the Chebyshev coefficients without computing all these integrals. Fox and Parker (1968): method for the computation of the Chebyshev recurrence relations for differential equations of small

  • rders.

Paszkowski (1975): algorithm for computing the Chebyshev recurrence relation. Lewanowicz (1976): algorithm for computing a smaller order Chebyshev recurrence relation in some cases. Rebillard (1998): new algorithm for computing the Chebyshev recurrence relation. Rebillard and Zakrajˇ sek (2006): algorithm for computing a smaller

  • rder Chebyshev recurrence relation compared with Lewanowicz

algorithm.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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6 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

New Results (2009)

Simple unified presentation of these algorithms using fractions of recurrence operators. Complexity analysis of the existing algorithms (order k, degree k)

Paszkowski’s and Lewanowicz’s algorithms: O(k4) arithmetic

  • perations in Q.

Rebillard’s algorithm: O(k5) arithmetic operations in Q.

New fast algorithm: O(kω) arithmetic operations. Here, ω is a feasible exponent for matrix multiplication with coefficients in Q (ω ≤ 3). Implementation of algorithm in Maple.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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7 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

II Fractions of Recurrence Operators

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Taylor series (f := cnxn)

xf = X cnxn+1 = X cn−1xn, f ′ = X ncnxn−1 = X (n + 1)cn+1xn

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Taylor series (f := cnxn)

xf = X cnxn+1 = X cn−1xn, f ′ = X ncnxn−1 = X (n + 1)cn+1xn

x→X := S−1,

d dx →D := (n + 1)S.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Taylor series (f := cnxn)

xf = X cnxn+1 = X cn−1xn, f ′ = X ncnxn−1 = X (n + 1)cn+1xn

x→X := S−1,

d dx →D := (n + 1)S.

(4 + x2) „ d dx «2 + 2x d

dx

→(4+S−2)(n+1)(n+2)S2+2S−1(n + 1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Monomial Basis xn = Mn(x) xMn(x) = Mn+1(x), (Mn(x))′ = nMn−1(x). Chebyshev series xTn(x) =1/2 (Tn+1(x) + Tn−1(x)) T ′

n(x) =n (Tn−1(x) − Tn+1(x))

2(1 − x2) . x→X := S−1, d dx →D := (n + 1)S. x→X := S + S−1 2 , d dx →D := (n + 1)S − (n − 1)S−1 2(1 − X 2) = 2n S−1 − S .

(4 + x2) „ d dx «2 + 2x d dx →(4+S−2)(n+1)(n+2)S2+2S−1(n+1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

(n − 1)(n + 1) ` (n + 2)S2 + 18n + (n − 2)S−2´ ((n − 1)S2 − 2n + (n + 1)S−2) , (n + 2)tn+2 + 18ntn + (n − 2)tn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Monomial Basis xn = Mn(x) xMn(x) = Mn+1(x), (Mn(x))′ = nMn−1(x). Chebyshev series xTn(x) =1/2 (Tn+1(x) + Tn−1(x)) T ′

n(x) =n (Tn−1(x) − Tn+1(x))

2(1 − x2) . x→X := S−1, d dx →D := (n + 1)S. x→X := S+S−1

2

, d dx →D := (n + 1)S − (n − 1)S−1 2(1 − X 2) = 2n S−1 − S .

(4 + x2) „ d dx «2 + 2x d dx →(4+S−2)(n+1)(n+2)S2+2S−1(n+1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

(n − 1)(n + 1) ` (n + 2)S2 + 18n + (n − 2)S−2´ ((n − 1)S2 − 2n + (n + 1)S−2) , (n + 2)tn+2 + 18ntn + (n − 2)tn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Monomial Basis xn = Mn(x) xMn(x) = Mn+1(x), (Mn(x))′ = nMn−1(x). Chebyshev series xTn(x) =1/2 (Tn+1(x) + Tn−1(x)) T ′

n(x) = n(Tn−1(x)−Tn+1(x)) 2(1−x2)

. x→X := S−1,

d dx →D := (n + 1)S.

x→X := S + S−1 2 ,

d dx →D := (n+1)S−(n−1)S−1 2(1−X 2)

= 2n S−1 − S .

(4 + x2) „ d dx «2 + 2x d dx →(4+S−2)(n+1)(n+2)S2+2S−1(n+1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

(n − 1)(n + 1) ` (n + 2)S2 + 18n + (n − 2)S−2´ ((n − 1)S2 − 2n + (n + 1)S−2) , (n + 2)tn+2 + 18ntn + (n − 2)tn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Monomial Basis xn = Mn(x) xMn(x) = Mn+1(x), (Mn(x))′ = nMn−1(x). Chebyshev series xTn(x) =1/2 (Tn+1(x) + Tn−1(x)) T ′

n(x) =n (Tn−1(x) − Tn+1(x))

2(1 − x2) . x→X := S−1, d dx →D := (n + 1)S. x→X := S + S−1 2 , d dx →D := (n + 1)S − (n − 1)S−1 2(1 − X 2) = 2n S−1 − S .

(4 + x2) “

d dx

”2 + 2x d

dx

→(4+S−2)(n+1)(n+2)S2+2S−1(n+1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

(n−1)(n+1)((n+2)S2+18n+(n−2)S−2) ((n−1)S2−2n+(n+1)S−2)

, (n + 2)tn+2 + 18ntn + (n − 2)tn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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8 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Morphisms of Rings of Operators (S · un = un+1)

Monomial Basis xn = Mn(x) xMn(x) = Mn+1(x), (Mn(x))′ = nMn−1(x). Chebyshev series xTn(x) =1/2 (Tn+1(x) + Tn−1(x)) T ′

n(x) =n (Tn−1(x) − Tn+1(x))

2(1 − x2) . x→X := S−1, d dx →D := (n + 1)S. x→X := S + S−1 2 , d dx →D := (n + 1)S − (n − 1)S−1 2(1 − X 2) = 2n S−1 − S .

(4 + x2) „ d dx «2 + 2x d dx →(4+S−2)(n+1)(n+2)S2+2S−1(n+1)S = (n + 1) ` 4(n + 2)S2 + n ´ 4(n + 2)cn+2 + ncn = 0

(n − 1)(n + 1) ` (n + 2)S2 + 18n + (n − 2)S−2´ ((n − 1)S2 − 2n + (n + 1)S−2) , (n + 2)tn+2 + 18ntn + (n − 2)tn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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9 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Application to Chebyshev recurrences relations

Definition Let ϕ be “the Chebyshev morphism”: ϕ(x) = 1 2

  • S + S−1

et ϕ d dx

  • =

2n −S + S−1 . Theorem (BenoitSalvy2009)

f ∈ Ck, L is a differential operator of order k such that L · f = 0. Suppose that either of the following holds: (i). Z 1

−1

f (k)(x) √ 1 − x2 dx is convergent; (ii). Z 1

−1

(1 − x2)kf (k)(x) √ 1 − x2 dx is convergent and (1 − x2)i|pi, i = 0, . . . , k. Then, the Chebyshev coefficients of f are cancelled by a numerator of ϕ(L).

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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10 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Ore Polynomials: Framework for Recurrence Operators

ai(n)un+i is represented by ai(n)Si. These polynomials are non-commutative. Multiplication defined by: Sn = (n + 1)S. Ring denoted Q(n)S.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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10 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Ore Polynomials: Framework for Recurrence Operators

ai(n)un+i is represented by ai(n)Si. These polynomials are non-commutative. Multiplication defined by: Sn = (n + 1)S. Ring denoted Q(n)S. Main property: the degree in S of a product is the sum of the degrees of its factors.

Algorithm for (left or right) euclidian division.

gcld algorithm (Ore 1933) INPUT recurrence operators A and B OUTPUT The “greatest”G such that A = G ˜ A and B = G ˜ B lclm algorithm (Ore 1933) INPUT recurrence operators A and B OUTPUT The “smallest ”U and V such that UA = VB

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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11 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Fractions of Recurrence Operators (Ore 1933)

Field of fractions of Q(n)S defined by: A B = C D ⇔ ∃(U, V ) such that UA = VC and UB = VD.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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11 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Fractions of Recurrence Operators (Ore 1933)

Field of fractions of Q(n)S defined by: A B = C D ⇔ ∃(U, V ) such that UA = VC and UB = VD. Addition: A B + C D = UA UB + VC VD = UA + VC UB ,

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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11 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Fractions of Recurrence Operators (Ore 1933)

Field of fractions of Q(n)S defined by: A B = C D ⇔ ∃(U, V ) such that UA = VC and UB = VD. Addition: A B + C D = UA UB + VC VD = UA + VC UB , Multiplication: D C · A B = VD VC · UA UB = UA VC .

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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12 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Example: √ 1 − x2

f = √ 1 − x2 is cancelled by the differential operator : x + (1 − x2) d

dx .

ϕ

  • x + (1 − x2) d

dx

  • = S + S−1

2 +

  • 1 − S2 + 2 + S−2

4

  • 2n

−S + S−1 =

  • −S + S−1

S + S−1 2 (−S + S−1) − (n + 2)S2 + 2n − (n − 2)S−2 2 (−S + S−1) = −(n + 3)S2 + 2n − (n − 3)S−2 2 (−S + S−1)

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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12 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Example: √ 1 − x2

f = √ 1 − x2 is cancelled by the differential operator : x + (1 − x2) d

dx .

ϕ

  • x + (1 − x2) d

dx

  • = S + S−1

2 +

  • 1 − S2 + 2 + S−2

4

  • 2n

−S + S−1 =

  • −S + S−1

S + S−1 2(−S + S−1) − (n + 2)S2 + 2n − (n − 2)S−2 2(−S + S−1) = −(n + 3)S2 + 2n − (n − 3)S−2 2 (−S + S−1) The Chebyshev coefficients cn satisfy : (n + 3)cn+2 − 2ncn + (n − 3)cn−2 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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13 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Normalization

Definition A fraction A

B is called normalized when the gcld of A and B is 1.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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13 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Normalization

Definition A fraction A

B is called normalized when the gcld of A and B is 1.

Example: Normalized fraction for √ 1 − x2 we have: ϕ

  • −x + (−1 + x2) d

dx

  • =−(n + 3)S2 + 2n − (n − 3)S−2

2 (−S + S−1) =

  • −S + S−1

(n + 2)S − (n − 2)S−1 2(−S + S−1) . Smaller order ⇒ (n + 2)cn+1 − (n − 2)cn−1 = 0.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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14 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

III Algorithms

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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15 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Lewanowicz’s algorithm (1976)

Horner+Normalize at each step. Example with f = √ 1 − x2 (1 − x2) d dx + x.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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15 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Lewanowicz’s algorithm (1976)

Horner+Normalize at each step. Example with f = √ 1 − x2 (1 − x2) d dx + x. ϕ(1 − x2) = −S2 + 2 − S−2 4 = (S + S−1)(−S + S−1) 4

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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15 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Lewanowicz’s algorithm (1976)

Horner+Normalize at each step. Example with f = √ 1 − x2 (1 − x2) d dx + x. ϕ(1 − x2) = −S2 + 2 − S−2 4 = (S + S−1)(−S + S−1) 4 ϕ(1 − x2)ϕ d dx

  • = (S + S−1)(−S + S−1)

4 2n −S + S−1 =

  • (n + 1)S − (n − 1)S−1

2

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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15 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Lewanowicz’s algorithm (1976)

Horner+Normalize at each step. Example with f = √ 1 − x2 (1 − x2) d dx + x. ϕ(1 − x2) = −S2 + 2 − S−2 4 = (S + S−1)(−S + S−1) 4 ϕ(1 − x2)ϕ d dx

  • =
  • (n + 1)S − (n − 1)S−1

2 ϕ(1 − x2)ϕ d dx

  • + ϕ(x) =
  • (n + 1)S − (n − 1)S−1

2 + S + S−1 2 = (n + 2)S − (n − 2)S−1 2

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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15 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Lewanowicz’s algorithm (1976)

Horner+Normalize at each step. Example with f = √ 1 − x2 (1 − x2) d dx + x. ϕ(1 − x2) = −S2 + 2 − S−2 4 = (S + S−1)(−S + S−1) 4 ϕ(1 − x2)ϕ d dx

  • =
  • (n + 1)S − (n − 1)S−1

2 ϕ(1 − x2)ϕ d dx

  • + ϕ(x) = (n + 2)S − (n − 2)S−1

2 A recurrence verified by the Chebyshev coefficients of f is: (n + 2) cn+1 − (n − 2) cn−1 = 0

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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16 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Algorithms of Paszkowski (1975) and Rebillard (1998)

Observation: if D = ϕ( d

dx ) = 2n −S+S−1 then D−1 is a polynomial.

INPUT : L =

k

  • i=0

pi(x) d dx i OUTPUT : A numerator of ϕ(L) Computation with polynomials only.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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16 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Algorithms of Paszkowski (1975) and Rebillard (1998)

Observation: if D = ϕ( d

dx ) = 2n −S+S−1 then D−1 is a polynomial.

INPUT : L =

k

  • i=0

pi(x) d dx i OUTPUT : A numerator of ϕ(L) Computation with polynomials only. Paszkowski Compute qi(x) such that

k

  • i=0

pi(x) d dx i =

k

  • i=0

d dx i qi(x).

k

  • i=0

pi(X)Di =

k

  • i=0

D−k+iqi(X) D−k .

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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16 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Algorithms of Paszkowski (1975) and Rebillard (1998)

Observation: if D = ϕ( d

dx ) = 2n −S+S−1 then D−1 is a polynomial.

INPUT : L =

k

  • i=0

pi(x) d dx i OUTPUT : A numerator of ϕ(L) Computation with polynomials only. Paszkowski Compute qi(x) such that

k

  • i=0

pi(x) d dx i =

k

  • i=0

d dx i qi(x).

k

  • i=0

pi(X)Di =

k

  • i=0

D−k+iqi(X) D−k . Rebillard Xk := D−kXDk.

k

  • i=0

pi(X)Di =

k

  • i=0

pi(Xk)D−k+i D−k .

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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17 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Our algorithm: Divide and conquer

D−i is of bidegree (2i, 2i). New, fast algorithm Step 1: Compute qi(x) such that

k

  • i=0

pi(x) d dx i =

k

  • i=0

d dx i qi(x). Step 2 : Divide and conquer

k

  • i=0

D−k+iqi(X) = D− k

2

k/2

  • i=0

D− k

2 +iqi(X)+

k

  • i=k/2+1

D−k+iqi(X). Balanced products.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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17 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Our algorithm: Divide and conquer

D−i is of bidegree (2i, 2i). New, fast algorithm Step 1: Compute qi(x) such that

k

  • i=0

pi(x) d dx i =

k

  • i=0

d dx i qi(x). Step 2 : Divide and conquer

k

  • i=0

D−k+iqi(X) = D− k

2

k/2

  • i=0

D− k

2 +iqi(X)+

k

  • i=k/2+1

D−k+iqi(X). Balanced products. Theorem If the degrees of pi are at most k, New: O(kω) arithmetic

  • perations.

Paszkowski and Lewanowicz algorithms : O(k4) arithmetic

  • perations.

Rebillard : O(k5) arithmetic

  • perations.

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

slide-42
SLIDE 42

18 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

IV Conclusion and Future Works

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations

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SLIDE 43

19 / 19 Introduction Fractions of Recurrence Operators Algorithms Conclusion and Future Works

Conclusion and Future works

Contributions: Use of fractions of recurrence operators. New algorithm. Maple code. Available in http://ddmf.msr-inria.inria.fr/ Perspectives: Numerical computation of the coefficients. Compare our algorithm with the algorithm of Rebillard and Zakrajˇ sek. Recurrence in other bases (Jacobi, Hermite and Laguerre polynomials, Bessel functions)

Alexandre Benoit Chebyshev Expansions for Solutions of Linear Differential Equations