On the deterioration of convergence rate of spectral differentiations for functions with singularities

TL;DR

This paper investigates how the convergence rate of spectral differentiation deteriorates at singularities and boundaries, revealing different patterns depending on the location and order of differentiation, with implications for spectral methods.

Contribution

It provides a detailed analysis of convergence deterioration patterns for spectral differentiation of functions with singularities, including endpoint and interior singularities, and extends to related spectral methods.

Findings

Convergence rate deteriorates by two orders at endpoints for algebraic singularities.

The deterioration pattern depends on the singularity's location and the differentiation order.

Results justify the error localization property of Jacobi spectral methods.

Abstract

Spectral differentiations are basic ingredients of spectral methods. In this work, we analyze the pointwise rate of convergence of spectral differentiations for functions containing singularities and show that the deteriorations of the convergence rate at the endpoints, singularities and other points in the smooth region exhibit different patterns. As the order of differentiation increases by one, we show for functions with an algebraic singularity that the convergence rate of spectral differentiation by Jacobi projection deteriorates two orders at both endpoints and only one order at each point in the smooth region. The situation at the singularity is more complicated and the convergence rate either deteriorates two orders or does not deteriorate, depending on the parity of the order of differentiation, when the singularity locates in the interior of the interval and deteriorates two orders when the singularity locates at the endpoint. Extensions to some related problems, such as the spectral differentiation using Chebyshev interpolation, are also discussed. Our findings justify the error localization property of Jacobi approximation and differentiation and provide some new insight into the convergence behavior of Jacobi spectral methods.