Lecture notes on pseudo-spectral methods

In this brief post I would like to advertise the notes that I made available recently. In these notes we attempt to introduce the reader to pseudo-spectral methods. The main applications include the heat conduction problems (i.e. parabolic PDEs) since initially the notes were intended for a PhD school on thermal modelling in buildings. The notes cover some other topics such as stochastic approaches (Feynman-Kac) and Trefftz methods which are put into Appendix. If you are interested, you can download the document at this URL address:

• D. Dutykh. A brief introduction to pseudo-spectral methods: application to diffusion problems, Lecture notes, 38 pp, 2016