Approximation of Some Diffusion Evolution Equations in Unbounded Domains by Hermite Functions

Daniele Funaro, Otared Kavian
1991 Mathematics of Computation  
Spectral and pseudospectral approximations of the heat equation are analyzed. The solution is represented in a suitable basis constructed with Hermite polynomials. Stability and convergence estimates are given and numerical tests are discussed.
doi:10.2307/2938707 fatcat:vbz7prtqajacdp47w3q62jntxa