Legendre Expansions of Products of Functions with Applications to Nonlinear Partial Differential Equations
Rabia Djellouli, David Klein, Matthew Levy

TL;DR
This paper develops a method to expand products of functions using Fourier-Legendre series, enabling semi-analytical solutions to certain nonlinear PDEs with demonstrated efficiency and accuracy.
Contribution
It derives explicit Fourier-Legendre expansions for products of functions and applies these to solve nonlinear PDEs semi-analytically, with proven convergence bounds.
Findings
Effective Fourier-Legendre expansion for function products.
Upper bounds on convergence rates established.
Numerical results show high accuracy and efficiency.
Abstract
Given the Fourier-Legendre expansions of and , and mild conditions on and , we derive the Fourier-Legendre expansion of their product in terms of their corresponding Fourier-Legendre coefficients. In this way, expansions of whole number powers of may be obtained. We establish upper bounds on rates of convergence. We then employ these expansions to solve semi-analytically a class of nonlinear PDEs with a polynomial nonlinearity of degree 2. The obtained numerical results illustrate the efficiency and performance accuracy of this Fourier-Legendre based solution methodology for solving an important class of nonlinear PDEs.
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Taxonomy
TopicsStochastic processes and financial applications · Nonlinear Differential Equations Analysis · Differential Equations and Numerical Methods
