Pseudo-spectral method

Pseudo-spectral methods, also known as discrete variable representation (DVR) methods, are a class of numerical methods used in applied mathematics and scientific computing for the solution of partial differential equations. They are closely related to spectral methods, but complement the basis by an additional pseudo-spectral basis, which allows representation of functions on a quadrature grid. This simplifies the evaluation of certain operators, and can considerably speed up the calculation when using fast algorithms such as the fast Fourier transform.