Spectral integration of linear boundary value problems
Spectral integration was deployed by Orszag and co-workers (1977, 1980, 1981) to obtain stable and efficient solvers for the incompressible Navier-Stokes equation in rectangular geometries. Two methods in current use for channel flow and plane Couette flow, namely, Kleiser-Schumann (1980) and Kim-Moin-Moser (1977), rely on the same technique. In its current form, the technique of spectral integration, as applied to the Navier-Stokes equations, is dominated by rounding errors at higher Reynolds numbers which would otherwise be within reach. In this article, we derive a number of versions of spectral integration and explicate their properties, with a view to extending the Kleiser-Schumann and Kim-Moin-Moser algorithms to higher Reynolds numbers. More specifically, we show how spectral integration matrices that are banded, but bordered by dense rows, can be reduced to purely banded matrices. Key properties, such as the accuracy of spectral integration even when Green's functions are not resolved by the underlying grid, the accuracy of spectral integration in spite of ill-conditioning of underlying linear systems, and the accuracy of derivatives, are thoroughly explained.