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The expansion in Gegenbauer polynomials: a simple method for the fast computation of the Gegenbauer coefficients. (English) Zbl 1284.65141

Summary: We present a simple and fast algorithm for the computation of the Gegenbauer transform, which is known to be very useful in the development of spectral methods for the numerical solution of ordinary and partial differential equations of physical interest. We prove that the coefficients of the expansion of a function \(f(x)\) in Gegenbauer (also known as ultraspherical) polynomials coincide with the Fourier coefficients of a suitable integral transform of the function \(f(x)\). This allows to compute \(N\) Gegenbauer coefficients in \(\mathcal O(N\log_{2}N)\) operations by means of a single Fast Fourier Transform of the integral transform of \(f(x)\). We also show that the inverse Gegenbauer transform is expressible as the Abel-type transform of a suitable Fourier series. This fact produces a novel algorithm for the fast evaluation of Gegenbauer expansions.

MSC:

65M70 Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs
65R20 Numerical methods for integral equations
33C45 Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
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