A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix

DOI10.1007/S00041-019-09718-5MaRDI QIDQ2291572zbMATH OpenOpenAlexWikidataFDO

Authors Marcus Webb, Arieh Iserles

Publication date 31 January 2020

Published in The Journal of Fourier Analysis and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1911.08917

zbMATH Keywords

fast Fourier transform Malmquist-Takenaka system orthogonal rational functions orthogonal systems spectral methods

Mathematics Subject Classification ID

Fourier coefficients, Fourier series of functions with special properties, special Fourier series (42A16) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: In this paper we explore orthogonal systems in

m a t h r m L_{2} (m a t h b b R)

which give rise to a skew-Hermitian, tridiagonal differentiation matrix. Surprisingly, allowing the differentiation matrix to be complex leads to a particular family of rational orthogonal functions with favourable properties: they form an orthonormal basis for

m a t h r m L_{2} (m a t h b b R)

, have a simple explicit formulae as rational functions, can be manipulated easily and the expansion coefficients are equal to classical Fourier coefficients of a modified function, hence can be calculated rapidly. We show that this family of functions is essentially the only orthonormal basis possessing a differentiation matrix of the above form and whose coefficients are equal to classical Fourier coefficients of a modified function though a monotone, differentiable change of variables. Examples of other orthogonal bases with skew-Hermitian, tridiagonal differentiation matrices are discussed as well.

Review text

In [Found. Comput. Math. 19, No. 6, 1191--1221 (2019; Zbl 1428.42048)] the authors considered on orthogonal system \(\Phi=[\varphi_0,\varphi_1,\ldots]^T\) for \(L^2(\mathbb{R})\) that gives a skew-symmetric tridiagonal differentiation matrix \(M\) (i.e., where \(\Phi'=M\Phi\)). The purpose of this paper is to generalize this to the complex skew-Hermitian case. The \(\varphi_n\) are simple rational functions that can be obtained as weighted Fourier transforms of orthogonal polynomials \(P=\{p_n\}\) with respect to a Borel measure and all possible systems \(\Phi\) can be obtained as simple transforms of a canonical set. For the Laguerre weight this gives for example the classical Malmquist-Takenaka (MT) basis. Recursive Fourier-based procedures allow to compute all the \(\varphi_n\) recursively. A connection is also made with chromatic expansions (see e.g. [\textit{A. I. Zayed}, Integral Transforms Spec. Funct. 22, No. 4--5, 383--390 (2011; Zbl 1229.94040)]). The MT basis is considered in more detail, and the expansion coefficients in this basis can be approximated using FFT. The order of decay of the expansion coefficients is known for some examples but in general however, the speed of convergence is still uncertain.

Recommendations

Cites work

Cited in

(13)

Describes a project that uses

Uses Software

This page was built for publication: A family of orthogonal rational functions and other orthogonal systems with a skew-Hermitian differentiation matrix

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2291572)