Short Note
Velocity continuation by spectral methods

Sergey Fomel

sergey@sep.stanford.edu

ABSTRACT

I apply Fourier and Chebyshev spectral methods to derive accurate and efficient algorithms for velocity continuation. As expected, the accuracy of the spectral methods is noticeably superior to that of the finite-difference approach. Both methods apply a transformation of the time axis to squared time. The Chebyshev method is slightly less efficient than the Fourier method, but has less problems with the time transformation and also handles accurately the non-periodic boundary conditions.