A comparison of numerical algorithms for Fourier extension of the first, second, and third kinds
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Publication:1601548
Fourier extensionhomogeneous boundary value probleminhomogeneous Poisson equationiterative refinementslocal Fourier basispseudospectral algorithmssingular value decompositionwavelets
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Trigonometric approximation (42A10) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Numerical methods for trigonometric approximation and interpolation (65T40) Numerical methods for wavelets (65T60)
The author compares in a fairly suggestive way several methods which work when one tries to extend a given nonperiodic function to a periodic one on a larger interval. The best extension requires a singular value decomposition with iterative refinements. This achieves accuracy close to machine precision.
Recommendations
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- Asymptotic Fourier coefficients for a \(C^\infty\) bell (smoothed-``top-hat) \& the Fourier extension problem
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