Spectral methods represent an alternate way: the function is no longer represented through its values on a finite number of grid points, but using its coefficients (coordinates) in a finite basis of known functions

A relatively simple case is, for instance, when is a periodic function of period two, and the are trigonometric functions. Equation (2) is then nothing but the truncated Fourier decomposition of . In general, derivatives can be computed from the ’s, with the knowledge of the expression for each derivative as a function of . The decomposition (2) is approximate in the sense that represent a complete basis of some finite-dimensional functional space, whereas usually belongs to some other infinite-dimensional space. Moreover, the coefficients are computed with finite accuracy. Among the major advantages of using spectral methods is the rapid decay of the error (faster than any power of , and in practice often exponential ), for well-behaved functions (see Section 2.4.4); one, therefore, has an infinite-order scheme.In a more formal and mathematical way, it is useful to work within the methods of weighted residuals (MWR, see also Section 2.5). Let us consider the PDE

where is a linear operator, the operator defining the boundary conditions and is a source term. A function is said to be a numerical solution of this PDE if it satisfies the boundary conditions (4) and makes “small” the residual If the solution is searched for in a finite-dimensional subspace of some given Hilbert space (any relevant space) in terms of the expansion (2), then the functions are called trial functions and, in addition, the choice of a set of test functions defines the notion of smallness for the residual by means of the Hilbert space scalar product Within this framework, various numerical methods can be classified according to the choice of the trial functions:- Finite differences: the trial functions are overlapping local polynomials of fixed order (lower than ).
- Finite elements: the trial functions are local smooth functions, which are nonzero, only on subdomains of .
- Spectral methods: the trial functions are global smooth functions on .

Various choices of the test functions define different types of spectral methods, as detailed in Section 2.5. Usual choices for the trial functions are (truncated) Fourier series, spherical harmonics or orthogonal families of polynomials.

Living Rev. Relativity 12, (2009), 1
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