A Fast Algorithm for Fourier Continuation

DOI10.1137/11082436XzbMath1255.65253MaRDI QIDQ3116485

Publication date: 23 February 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

numerical examples singular value decomposition fast Fourier transforms continuation method randomized algorithm Fourier series Fourier extension least-squares solution overdetermined system of linear equations

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Trigonometric approximation (42A10) Numerical methods for discrete and fast Fourier transforms (65T50) Numerical methods for trigonometric approximation and interpolation (65T40)

Related Items (30)

Function Approximation on Arbitrary Domains Using Fourier Extension Frames ⋮ Accurate and efficient spectral methods for elliptic PDEs in complex domains ⋮ Fourier continuation method for incompressible fluids with boundaries ⋮ Fourier-informed knot placement schemes for B-spline approximation ⋮ On the numerical stability of Fourier extensions ⋮ Fourier continuation discontinuous Galerkin methods for linear hyperbolic problems ⋮ A Fast Algorithm for the Convolution of Functions with Compact Support Using Fourier Extensions ⋮ Computing with Functions on Domains with Arbitrary Shapes ⋮ AAA interpolation of equispaced data ⋮ Fast and stable approximation of analytic functions from equispaced samples via polynomial frames ⋮ Convergence and error theorems for Hermite function pseudo-RBFs: interpolation on a finite interval by Gaussian-localized polynomials ⋮ Frames and numerical approximation. II: Generalized sampling ⋮ The AZ Algorithm for Least Squares Systems with a Known Incomplete Generalized Inverse ⋮ The Fourier approximation of smooth but non-periodic functions from unevenly spaced data ⋮ Spectral methods in non-tensor geometry. II: Chebyshev versus Zernike polynomials, gridding strategies and spectral extension on squircle-bounded and perturbed-quadrifolium domains ⋮ Approximation error in regularized SVD-based Fourier continuations ⋮ Sobolev smoothing of SVD-based Fourier continuations ⋮ Frame approximation with bounded coefficients ⋮ A Fourier Extension Based Numerical Integration Scheme for Fast and High-Order Approximation of Convolutions with Weakly Singular Kernels ⋮ Fast Algorithms for the Computation of Fourier Extensions of Arbitrary Length ⋮ Parameter selection and numerical approximation properties of Fourier extensions from fixed data ⋮ On the resolution power of Fourier extensions for oscillatory functions ⋮ A Windowed Fourier Method for Approximation of Non-periodic Functions on Equispaced Nodes ⋮ Frames and Numerical Approximation ⋮ A high-order embedded domain method combining a predictor-corrector-Fourier-continuation-Gram method with an integral Fourier pseudospectral collocation method for solving linear partial differential equations in complex domains ⋮ Numerical differentiation for two-dimensional functions by a Fourier extension method ⋮ Pointwise and uniform convergence of Fourier extensions ⋮ Numerical differentiation by a Fourier extension method with super-order regularization ⋮ Efficient function approximation on general bounded domains using splines on a Cartesian grid ⋮ An Efficient Spectral Method for Elliptic PDEs in Complex Domains with Circular Embedding

Uses Software

FFTW

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