Algorithms for Uncertainty Quantification

Lecture 6: Polynomial Chaos Approximation 1: The

Pseudo-spectral Approach

ST 2018

Tobias Neckel
Scientific Computing in Computer Science
TUM
Repetition of Previous Lecture

• Interpolation concepts
• every continuous function can be interpolated uniquely
• interpolation with Lagrange cardinal polynomials
• interpolation error ⇔ Lebesgue constant
• uniform grid not always a good choice

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 2
Repetition of Previous Lecture

• Interpolation concepts
• every continuous function can be interpolated uniquely
• interpolation with Lagrange cardinal polynomials
• interpolation error ⇔ Lebesgue constant
• uniform grid not always a good choice
• Quadrature concepts
• weighted inner product spaces
• orthogonal polynomials
• examples: Lagrange (uniform weight), Hermite (Gaussian weight)
polynomials
• Gaussian quadrature
• nodes: zeros of the underlying orthogonal polynomial
• weights: integral of the Lagrange cardinal polynomial evaluated at the nodes

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 2
Concept of Building Block:
• Time: ≈ 90 minutes
• Content
• Polynomial Chaos: Basic concept & pseudo-spectral approach
• Example: Damped linear oscillator

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 3
Concept of Building Block:
• Time: ≈ 90 minutes
• Content
Polynomial Chaos: Basic concept & pseudo-spectral approach
•
Example: Damped linear oscillator
•
• Expected Learning Outcomes
• The participants can describe the basic idea of generalized
polynomial chaos (gPC) methods and underlying reasons.
• They are able to list several ways to compute the gPC coefficients
and to describe and relate the pseudo-spectral approach in this
context.
• They can give rough estimates for the dependency of the
approximation orders N and K .
• The participants are able to derive the formulas relating expectation
and variance to the coefficients of the gPC approach.
• They can indicate the relevant changes in the concept if several
instead of one parameters are uncertain, i.e. in the multivariate
context.
T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 3
Agenda

Topic
Methods based on polynomial chaos approximation

Content
• polynomial chaos expansion
• orthogonal polynomials
• the pseudo-spectral approach
• example: damped linear oscillator
• extension to multivariate polynomials
• summary

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 4
Forward Propagation of Uncertainty

stochastic
model f (t, ω)

stochastic input Ω stochastic output Y

Problem
• assumption: f computationally expensive or available as a black-box
• deterministic independent variable: t (placeholder for t, x, . . .)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 5
Forward Propagation of Uncertainty

stochastic
model f (t, ω)

stochastic input Ω stochastic output Y

Problem
• assumption: f computationally expensive or available as a black-box
• deterministic independent variable: t (placeholder for t, x, . . .)

What we want
• a good approximation of f (or statistical moments of its output Y ) that is
cheap to evaluate

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 5
Forward Propagation of Uncertainty (2)

stochastic
model f (t, ω)

stochastic input Ω stochastic output Y

Which method to use?

• remember: standard or improved Monte Carlo sampling
1. sample from the input distribution
2. solve system for each sample
3. compute statistical output properties
• slow convergence in general
• computationally expensive (many samples)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 6
Polynomial Chaos Methods

Analogy: Fourier series

• series of trigonometric functions for periodic functions s(t)

∞
X
s(t) = ŝn sin(. . . )
n=0

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 7
Polynomial Chaos Methods

Analogy: Fourier series

• series of trigonometric functions for periodic functions s(t)

∞
X
s(t) = ŝn sin(. . . )
n=0

Polynomial chaos expansion

• idea: approximate f (t, ω) by series of polynomials
∞
X
f (t, ω) = f̂n (t) φn (ω)
n=0

• φn (ω) polynomials of degree n, f̂n (t) coefficients

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 7
Polynomial Chaos Methods (2)

Polynomial chaos expansion

• truncate series after N terms
N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0

• φn (ω) orthogonal
• type of polynomials chosen w.r.t. input distribution ρ(ω)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 8
Polynomial Chaos Methods – Checklist

Polynomial chaos expansion

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0

What we need to do
• specify type of polynomials φn (ω)
• compute coefficients f̂n (t)
• choose maximum order N
• compute statistical properties of f (t, ω) based on this approximation

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 9
Polynomial Chaos Methods – Checklist

Polynomial chaos expansion

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0

What we need to do
• specify type of polynomials φn (ω)
• compute coefficients f̂n (t)
• choose maximum order N
• compute statistical properties of f (t, ω) based on this approximation

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 2018 9
Inner Product of Functions

Remember: Scalar product of vectors

• vectors in Euclidean space: a, b
N
X
< a, b > = a · b = ai bi
i=1

(Weighted) inner product of functions

• Euclidean space → Hilbert space
• vectors → functions: p(ω), q(ω)
• sum → integral with weight function ρ(ω)
Z
< p(ω), q(ω) >ρ = p(ω) q(ω) ρ(ω) dω
supp(ρ)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201810
Orthogonality

Remember: Orthogonal vectors

• scalar product is zero
< a, b > = 0 ⇐⇒ a ⊥ b

Orthogonal functions
• inner product is zero

< p(ω), q(ω) >ρ =

Z
p(ω) q(ω) ρ(ω) dω = 0 ⇐⇒ p(ω) ⊥ q(ω)
supp(ρ)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201811
Univariate Orthogonal Polynomials

Orthogonal basis
• degree 0 to N − 1: φ0 , φ1 , . . . , φN−1
• orthogonal w.r.t. weight ρ(ω)
Z
< φi (ω), φj (ω) >ρ = φi (ω) φj (ω) ρ(ω) dω = γi δij

(
1, if i = j,
• Kronecker delta δij =
0, if i 6= j.
• normalization constants γi =< φi (ω), φi (ω) >ρ

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201812
Univariate Orthogonal Polynomials (2)

Orthogonal basis
Z
< φi (ω), φj (ω) >ρ = φi (ω) φj (ω) ρ(ω) dω = γi δij

Orthonormal basis
• Normalization constants are 1

1
φei = √ φi
γi

• from now on: assume φi (ω) are normalized

< φi (ω), φj (ω) >ρ = δij

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201813
Type of Polynomials

Polynomial chaos expansion

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0

What type of polynomials to use?

• chosen w.r.t. probability distribution ρ(ω)
• examples:
• Ω ∼ U(−1, 1) → Legendre polynomials
• Ω ∼ N (0, 1): → Hermite polynomials
• the idea can be generalized to all probability distributions

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201814
Legendre Polynomials
• orthogonal w.r.t. integral from -1 to 1 with weight function ρ(ω) = 1
2
Z 1
2
φi (ω) φj (ω) ρ(ω) dω = δij
−1 2i + 1

1.0
• φ0 = 1
• φ1 = ω

Legendre polynomials
1 0.5
3ω 2 − 1


• φ2 = 2
1
5ω 3 − 3ω


• φ3 = 2 0.0
1
35ω 4 − 30ω 2 + 3


• φ4 = 8
• ... −0.5
φ0
φ1
φ2
φ3
−1.0 φ4
−1.0 −0.5 0.0 0.5 1.0
x

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201815
Hermite Polynomials
• orthogonal w.r.t. integral from −∞ to ∞
2
• weight function ρ(ω) = √1 exp(− ω2 )
2π
Z ∞
φi (ω) φj (ω) ρ(ω) dx = i! δij
−∞

8
• φ0 = 1
6
• φ1 = ω

Hermite polynomials
4
• φ2 = ω 2 − 1
2
• φ3 = ω 3 − 3ω
0
• φ4 = ω 4 − 6ω 2 + 3 −2
• ... φ0
−4 φ1
φ2
−6 φ3
φ4
−8
−3 −2 −1 0 1 2 3
x
T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201816
Three-Term Recursion

Computation of polynomials
• Stieltjes’ three-term recursion relation

φ−1 (ω) ≡ 0
φ0 (ω) ≡ 1
φn+1 (ω) = (An ω + Bn ) φn (ω) − Cn φn−1 (ω) n≥0

• An , Bn , Cn constants (computed by recursion, depending on weight ρ via

inner product)
• satisfied by all orthogonal polynomials
• numerically stable method for computation of polynomials
• other schemes possible, e.g. Gram-Schmidt algorithm

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201817
Polynomial Chaos Methods – Checklist

Polynomial chaos expansion

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0

What we need to do
• specify type of polynomials φn (ω) X
• compute coefficients f̂n (t)
• choose maximum order N
• compute statistical properties of f (t, ω) based on this approximation

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201818
Computation of Coefficients
The pseudo-spectral approach
• exploit orthonormality of underlying basis

N−1
X
f̂n (t) φn (ω) = f (t, ω)
n=0
N−1
X
< f̂n (t) φn (ω), φm (ω) >ρ = < f (t, ω), φm (ω) >ρ
n=0
N−1
X
f̂n (t) < φn (ω), φm (ω) >ρ = < f (t, ω), φm (ω) >ρ
| {z }
n=0
δnm

f̂n (t) =< f (t, ω), φn (ω) >ρ

• other approaches: least squares, stochastic Galerkin (next lecture) . . .

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201819
The Pseudo-spectral Approach

Computation of coefficients
Z
f̂n (t) =< f (t, ω), φn (ω) >ρ = f (t, ω) φn (ω) ρ(ω) dω
Ω

• possible difficulties:
• f (t, ω) computationally expensive
• f (t, ω) available only as a black box
• solution: use quadrature
• Gaussian quadrature optimal in one dimensional settings

K
X −1
f̂n (t) = f (t, xk ) φn (xk ) wk
k =0

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201820
The Pseudo-spectral Approach (2)

Nodes and weights

K −1
• quadrature rule → nodes, weights {xk , wk }k =0
• chosen w.r.t. the input probability distribution ρ
• the underlying model f (t, ω) needs be evaluated only once at xk

Algorithm 1: compute coefficients

Require: N, K , ρ
generate polynomials φi
for k = 0 to K − 1 do
generate xk , wk
evaluate f (t, xk )
for n = 0 to N − 1 do PK −1
compute f̂n (t) = k =0 f (t, xk ) φn (xk ) wk

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201821
Polynomial Chaos Methods – Checklist
Polynomial chaos expansion and the pseudo-spectral approach

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0
K
X −1
f̂n (t) = f (t, xk ) φn (xk ) wk
k =0

What we need to do
• specify type of polynomials φn (ω) X
• compute coefficients f̂n (t) X
• choose maximum order N and number of number of quadrature terms K
• compute statistical properties of f (t, ω) based on this approximation

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201822
Number of Terms and Nodes
Number of quadrature nodes K
• expensive: evaluate f (t, xk )
• K determines computational effort

10 0
10 -1
Number of expansion terms N 10 -2
10 -3
10 -4
• f̂n (t) decay exponentially 10 -5
10 -6

|ci |
• few coefficients sufficient 10 -7
10 -8
• low computational effort once 10 -9
f (t, xk ) known 10 -10
10 -11
• rule of thumb: use N ≈ 1
2K
10 -12 0 1 2 3 4 5 6 7
i

coefficients of oscillator example

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201823
Polynomial Chaos Methods – Checklist
Polynomial chaos expansion and pseudo spectral approach

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0
K
X −1
f̂n (t) = f (t, xk ) φn (xk ) wk
k =0

What we need to do
• specify type of polynomials φn (ω) X
• compute coefficients f̂n (t) X
• choose maximum order N and number of quadrature terms K X
• compute statistical properties of f (t, ω) based on this approximation

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201824
Expectation and Variance

Expectation
• remember: φ0 (ω) ≡ 1
• E[φ0 (ω) φn (ω)] = < φ0 (ω), φn (ω) >ρ

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201825
Expectation and Variance

Expectation
• remember: φ0 (ω) ≡ 1
• E[φ0 (ω) φn (ω)] = < φ0 (ω), φn (ω) >ρ

"N−1 #
X
E[f (t, ω)] ≈ E f̂n (t) φn (ω)
n=0
N−1
X
= f̂n (t) E[1 · φn (ω)]
n=0
N−1
X
= f̂n (t) E[φ0 (ω) φn (ω)] = f̂0 (t)
| {z }
n=0 =δ0n
Expectation and Variance

Expectation
• remember: φ0 (ω) ≡ 1
• E[φ0 (ω) φn (ω)] = < φ0 (ω), φn (ω) >ρ

"N−1 #
X
E[f (t, ω)] ≈ E f̂n (t) φn (ω)
n=0
N−1
X
= f̂n (t) E[1 · φn (ω)]
n=0
N−1
X
= f̂n (t) E[φ0 (ω) φn (ω)] = f̂0 (t)
| {z }
n=0 =δ0n

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201825
Expectation and Variance

Variance
h i
2
Var [f (t, ω)] = E (f (t, ω) − E[f (t, ω)])

N−1
!2  
N−1
!2 
X X
≈E f̂n (t) φn (ω) − f̂0 (x)  = E  f̂n (t) φn (ω) 
n=0 n=1
N−1
X N−1
X
f̂n2 (t) E φn (ω)2 = f̂n2 (t)
 
=
n=1 n=1
| {z }
=1

• squared sum → sum of squares

• mixed terms = 0 due to orthogonality: E[φn (ω) φm (ω)] = δnm
Expectation and Variance

Variance
h i
2
Var [f (t, ω)] = E (f (t, ω) − E[f (t, ω)])

N−1
!2  
N−1
!2 
X X
≈E f̂n (t) φn (ω) − f̂0 (x)  = E  f̂n (t) φn (ω) 
n=0 n=1
N−1
X N−1
X
f̂n2 (t) E φn (ω)2 = f̂n2 (t)
 
=
n=1 n=1
| {z }
=1

• squared sum → sum of squares

• mixed terms = 0 due to orthogonality: E[φn (ω) φm (ω)] = δnm

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201826
Polynomial Chaos Methods – Checklist
Polynomial approximation and the pseudo-spectral approach

N−1
X
f (t, ω) ≈ f̂n (t) φn (ω)
n=0
K
X −1
f̂n (t) = f (t, xk ) φn (xk ) wk
k =0

What we need to do
• specify type of polynomials φn (ω) X
• compute coefficients f̂n (t) X
• choose maximum order N and number of quadrature terms K X
• compute statistical properties of f (t, ω) based on this approximation X

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201827
Model Problem – Damped Linear Oscillator

 2
d y dy
 dt 2 (t) + c dt (t) + ky (t) = f cos(ωO t)

y (0) = y0
 dy

dt (0) = y1

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201828
Model Problem – Damped Linear Oscillator

 2
d y dy
 dt 2 (t) + c dt (t) + ky (t) = f cos(ωO t)

y (0) = y0
 dy

dt (0) = y1

• c – damping coefficient
• k – spring constant
• f – forcing amplitude
• ωO – frequency
• y0 – initial position
• y1 – initial velocity

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201828
Damped Linear Oscillator (2)
• c = 0.100, k = 0.035, f = 0.100, ωO = 1.000, y0 = 0.500, y1 = 0.000
• t ∈ [0, 30]

0.8
displacement
0.6 velocity
0.4

0.2

0.0

0.2

0.4
0 5 10 15 20 25 30
time
T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201829
The Pseudo-spectral Approach – Example

• assume c ∼ U(0.08, 0.12)

N−1
X
y (T , ω) ≈ ŷn (T )φn (ω)
n=0
K
X −1
ŷn (T ) = y (T , xk ) φn (xk ) wk
k =0

• ŷn (T ) – coefficients
• φn (ω) – Legendre polynomials
• xk , wk – Gauss-Legendre quadrature nodes and weights

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201830
The Pseudo-spectral Approach – Example (2)

• T = 15

Deterministic result
• y (T ) = −1.51e − 01

Stochastic results – Monte Carlo sampling

• 100000 samples → E[y (T , ω)] ≈ −1.53e − 01, Var[y (T , ω)] ≈ 7.83e − 04

Stochastic results – the pseudo-spectral approach

• 5 nodes → E[y (T , ω)] ≈ −1.52e − 01, Var[y (T , ω)] ≈ 7.80e − 04

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201831
The Pseudo-spectral Approach – Example (3)
Convergence
• sufficient to use small K and N = 12 K
• oscillator example: stoch. Galerkin with 10 terms as reference

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201832
The Pseudo-spectral Approach – Example (3)
Convergence
• sufficient to use small K and N = 12 K
• oscillator example: stoch. Galerkin with 10 terms as reference

10 -2 10 -2

10 -3 10 -3
relative error in variance

relative error in variance

10 -4 10 -4

10 -5 10 -5

10 -6 10 -6

10 -7 10 -7

10 -8 3 4 5 6 7 10 -8 2 3 4 5 6 7
K N

number of quadrature nodes number of expansion terms (K=10)

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201832
Multivariate Polynomial Chaos Expansion

• random vector Ω consisting of independent random variables Ωi ,

i = 1, . . . , d
• multi-index n = (n1 , . . . , nd ) ∈ Nd0
• multivariate polynomials: product of univariate polynomials
φn (ω) = φn1 (ω1 ) · · ·φnd (ωd ),
< φn (ω), φm (ω) >w = δnm , δnm = δn1 m1 · · · δnd md
• multivariate polynomial chaos expansion:
X
f (t, ω) ≈ f̂n (t)φn (ω)
n
• use multivariate pseudo-spectral approach to obtain f̂n :
K
X −1
f̂n (t) = f (t, x k ) φn (x k ) wk
k =0

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201833
Multivariate Polynomial Chaos Expansion (2)

• multivariate polynomial chaos expansion

X
f (t, ω) ≈ f̂n (t)φn (ω)
n

• n typically chosen such as n1 + . . . nd ≤ N for a given N

• in this situation, the number of elements of
d+N
{n ∈ Nd0 : n1 + . . . nd ≤ N} =


d := P
• example
• if d = 2, N =4→P = 15
• if d = 3, N =4→P = 35
• if d = 4, N =4→P = 70
• if d = 5, N =4→P = 126
• ...

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201834
Multivariate Polynomial Chaos Expansion (2)

• multivariate polynomial chaos expansion

X
f (t, ω) ≈ f̂n (t)φn (ω)
n

• n typically chosen such as n1 + . . . nd ≤ N for a given N

• in this situation, the number of elements of
d+N
{n ∈ Nd0 : n1 + . . . nd ≤ N} =


d := P
• example
• if d = 2, N =4→P = 15
• if d = 3, N =4→P = 35
• if d = 4, N =4→P = 70
• if d = 5, N =4→P = 126
• ...
• computational cost: K , only indirectly related to P
T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201834
Literature

• Chapter 10 in R. C. Smith, Uncertainty Quantification – Theory,

Implementation, and Applications, SIAM, 2014
• D. Xiu, Numerical Methods for Stochastic Computations – A Spectral
Method Approach, Princeton Univ. Press, 2010

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201835
Summary

Polynomial chaos methods

• polynomial chaos expansion
• approximate quantity of interest by polynomial series
PN−1
• f (t, ω) ≈ n=0 f̂n (t) φn (ω)
• orthogonal polynomials and polynomial chaos
• inner product 0 for orthogonal polynomials
• < φi (ω), φj (ω) >ρ = δij
• choose polynomial type according to input distribution
• the pseudo-spectral approach
• use quadrature rule to compute coefficients
PK −1
• f̂n ≈ k =0 f (t, xk ) φn (xk ) wk
• model problem: damped linear oscillator
• multivariate polynomial chaos expansion

T. Neckel | Algorithms for Uncertainty Quantification | L6: PC approx. 1: pseudo-spectral approach | ST 201836