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Hermite pseudospectral approximations. An error estimate
Authors:Julián Aguirre
Institution:Departamento de Matemáticas, Universidad del País Vasco, Aptdo. 644, 48080 Bilbao, Spain
Abstract:We find an error bound for the pseudospectral approximation of a function in terms of Hermite functions, hn(x)=ex2Hn(x), in certain weighted Sobolev spaces. We use properties of Hermite polynomials, as well as an asymptotic expression for their largest zeroes to achieve the mentioned estimate.
Keywords:Hermite functions  Pseudospectral approximation
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