A Pade-based algorithm for overcoming the Gibbs phenomenon

被引:79
作者
Driscoll, TA
Fornberg, B
机构
[1] Univ Delaware, Dept Math Sci, Newark, DE 19716 USA
[2] Univ Colorado, Dept Appl Math, Boulder, CO 80309 USA
基金
美国国家科学基金会;
关键词
Fourier series; Pade approximation; interpolation; Gibbs phenomenon;
D O I
10.1023/A:1016648530648
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Truncated Fourier series and trigonometric interpolants converge slowly for functions with jumps in value or derivatives. The standard Fourier-Pade approximation, which is known to improve on the convergence of partial summation in the case of periodic, globally analytic functions, is here extended to functions with jumps. The resulting methods (given either expansion coefficients or function values) exhibit exponential convergence globally for piecewise analytic functions when the jump location(s) are known. Implementation requires just the solution of a linear system, as in standard Pade approximation. The new methods compare favorably in experiments with existing techniques.
引用
收藏
页码:77 / 92
页数:16
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