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142 Polynomial Approximation of Differential Equations<br />

Different boundary cond<strong>it</strong>ions are possible. A classical problem is to find p ∈ Pn<br />

such that<br />

(7.4.13)<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

−p ′′ (η (n)<br />

i ) + µp(η (n)<br />

i ) = q(η (n)<br />

i ) 1 ≤ i ≤ n − 1,<br />

−p ′ (η (n)<br />

0 ) = −σ1,<br />

p ′ (η (n)<br />

n ) = σ2,<br />

where q ∈ Pn−2, σ1,σ2 ∈ R, and µ > 0.<br />

We changed the sign at relation p ′ (η (n)<br />

0 ) = σ1 for a reason that will be understood in<br />

section 8.2. The matrix associated to (7.4.13), for n = 3, takes the form<br />

(7.4.14)<br />

⎡<br />

⎢<br />

⎣<br />

− ˜ d (1)<br />

00<br />

− ˜ d (1)<br />

01<br />

− ˜ d (1)<br />

02<br />

− ˜ d (2)<br />

10 − ˜ d (2)<br />

11 + µ − ˜ d (2)<br />

12<br />

− ˜ d (2)<br />

20<br />

˜d (1)<br />

30<br />

− ˜ d (2)<br />

21<br />

˜d (1)<br />

31<br />

− ˜ d (1)<br />

03<br />

− ˜ d (2)<br />

13<br />

− ˜ d (2)<br />

22 + µ − ˜ d (2)<br />

23<br />

˜d (1)<br />

32<br />

˜d (1)<br />

33<br />

⎤⎡<br />

p(η<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎥⎢<br />

⎦⎣<br />

(n)<br />

0 )<br />

p(η (n)<br />

1 )<br />

p(η (n)<br />

⎤<br />

⎥<br />

2 ) ⎥<br />

⎦<br />

p(η (n)<br />

3 )<br />

=<br />

⎡<br />

−σ1<br />

⎢<br />

⎢q(η<br />

⎢<br />

⎣<br />

(n)<br />

1 )<br />

q(η (n)<br />

⎤<br />

⎥<br />

⎥.<br />

⎥<br />

2 ) ⎥<br />

⎦<br />

This s<strong>it</strong>uation can be easily generalized to mixed type boundary cond<strong>it</strong>ions, such as<br />

(7.4.15)<br />

⎧<br />

⎨τ1p<br />

′ (−1) + τ2p(−1) = σ1<br />

⎩<br />

τ3p ′ (1) + τ4p(1) = σ2<br />

τi ∈ R, 1 ≤ i ≤ 4.<br />

Here τ1 and τ2 (as well as τ3 and τ4) do not vanish simultaneously.<br />

A su<strong>it</strong>able modification furnishes another formulation. Let q ∈ Pn, σ1,σ2 ∈ R, µ > 0<br />

and γ ∈ R w<strong>it</strong>h γ = 0. Then, we seek p ∈ Pn such that<br />

(7.4.16)<br />

⎧<br />

⎪⎨<br />

⎪⎩<br />

−p ′′ (η (n)<br />

i ) + µp(η (n)<br />

i ) = q(η (n)<br />

i ) 1 ≤ i ≤ n − 1,<br />

−p ′′ (η (n)<br />

0 ) + µp(η (n)<br />

0 ) − γp ′ (η (n)<br />

0 ) = q(η (n)<br />

0 ) − γσ1,<br />

−p ′′ (η (n)<br />

n ) + µp(η (n)<br />

n ) + γp ′ (η (n)<br />

n ) = q(η (n)<br />

n ) + γσ2.<br />

σ2

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