A spectral method for nonlinear elliptic equations

Let Ω be an open, simply connected, and bounded region in \(\mathbb {R}^{d}\), d ≥ 2, and assume its boundary ?Ω is smooth and homeomorphic to \(\mathbb {S}^{d-1}\). Consider solving an elliptic partial differential equation L u = f(?, u) over Ω with zero Dirichlet boundary value. The function f is a nonlinear function of the solution u. The problem is converted to an equivalent elliptic problem over the open unit ball \(\mathbb {B}^{d}\) in \(\mathbb {R}^{d}\), say \(\widetilde {L}\widetilde {u} =\widetilde {f}(\cdot ,\widetilde {u})\). Then a spectral Galerkin method is used to create a convergent sequence of multivariate polynomials \(\widetilde {u} _{n}\) of degree ≤ n that is convergent to \(\widetilde {u}\). The transformation from Ω to \(\mathbb {B}^{d}\) requires a special analytical calculation for its implementation. With sufficiently smooth problem parameters, the method is shown to be rapidly convergent. For \(u\in C^{\infty } \left (\overline {\Omega }\right ) \) and assuming ?Ω is a C ^∞ boundary, the convergence of \(\left \Vert \widetilde {u} -\widetilde {u}_{n}\right \Vert _{H^{1}}\) to zero is faster than any power of 1/n. The error analysis uses a reformulation of the boundary value problem as an integral equation, and then it uses tools from nonlinear integral equations to analyze the numerical method. Numerical examples illustrate experimentally an exponential rate of convergence. A generalization to ?Δu + γ u = f(u) with a zero Neumann boundary condition is also presented.