Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Available in electronic format
Available in print format
Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(e) ISSN 0025-5718(p)

     

On the convergence rate of a modified Fourier series

Author(s): Sheehan Olver.
Journal: Math. Comp. 78 (2009), 1629-1645.
MSC (2000): Primary 42A20
Posted: February 18, 2009
MathSciNet review: 2501067
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: The rate of convergence for an orthogonal series that is a minor modification of the Fourier series is proved. This series converges pointwise at a faster rate than the Fourier series for nonperiodic functions. We present the error as an asymptotic expansion, where the lowest term in this expansion is of asymptotic order two. Subtracting out the terms from this expansion allows us to increase the order of convergence, though the terms of this expansion depend on derivatives. Alternatively, we can employ extrapolation methods which achieve higher convergence rates using only the coefficients of the series. We also present a method for the efficient computation of the coefficients in the series.


References:

1.
Abramowitz, M., Stegun, I., Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards Appl. Math. Series, #55, U.S. Govt. Printing Office, Washington, D.C., 1964. MR 0167642 (29:4914)

2.
Aksenov, S., Savageau, M.A., Jentschura, U.D., Becher, J., Soff, G., Mohr, P.J., Application of the combined nonlinear-condensation transformation to problems in statistical analysis and theoretical physics, Comp. Phys. Comm., 150 (2003) 1-20.

3.
Boyd, J.P., Trouble with Gegenbauer reconstruction for defeating Gibbs' phenomenon: Runge phenomenon in the diagonal limit of Gegenbauer polynomial approximations, J. Comput. Physics, 204 (2005) 253-264. MR 2121910 (2005m:65005)

4.
Filon, L.N.G., On a quadrature formula for trigonometric integrals, Proc. Roy. Soc. Edinburgh 49 (1928) 38-47.

5.
Gottlieb, D., Shu, C.-W., On the Gibbs phenomenon and its resolution, SIAM Review 39 (1997) 644-668. MR 1491051 (98m:42002)

6.
Huybrechs, D., Vandewalle, S., On the evaluation of highly oscillatory integrals by analytic continuation, SIAM J. Numer. Anal. 44 (2006) 1026-1048. MR 2231854 (2007d:41033)

7.
Iserles, A., Nørsett, S.P., From high oscillation to rapid approximation II: Expansions in polyharmonic eigenfunctions, DAMTP Tech. Rep. NA2006/07.

8.
Iserles, A., Nørsett, S.P., From high oscillation to rapid approximation I: Modified Fourier expansions, IMA J. Numer. Anal. 28 (2008), 862-887. MR 2457350

9.
Iserles, A., Nørsett, S.P., Efficient quadrature of highly oscillatory integrals using derivatives, Proceedings Royal Soc. A. 461 (2005) 1383-1399. MR 2147752 (2006b:65030)

10.
Krein, M. G., On a special class of differential operators, Doklady AN USSR 2 (1935), 345-349.

11.
Levin, D., Procedures for computing one and two-dimensional integrals of functions with rapid irregular oscillations, Math. Comp. 38 (1982), no. 158, 531-538. MR 645668 (83a:65023)

12.
Olver, F.W.J., Asymptotics and Special Functions, Academic Press, New York, 1974. MR 0435697 (55:8655)

13.
Olver, S.; Moment-free numerical integration of highly oscillatory functions, IMA J. Numer. Anal. 26 (2006) 213-227. MR 2218631 (2006k:65064)

14.
Powell, M.J.D., Approximation Theory and Methods, Cambridge University Press, Cambridge, 1981. MR 604014 (82f:41001)

15.
Srivastava, H.M., Choi, J., Series associated with the zeta and related functions, Kluwer Academic Publishers, Dordrecht, The Netherlands, 2001. MR 1849375 (2003a:11107)


Similar Articles:

Retrieve articles in Mathematics of Computation with MSC (2000): 42A20

Retrieve articles in all Journals with MSC (2000): 42A20


Additional Information:

Sheehan Olver
Affiliation: Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford, United Kingdom
Email: sheehan.olver@sjc.ox.ac.uk

DOI: 10.1090/S0025-5718-09-02204-2
PII: S 0025-5718(09)02204-2
Keywords: Orthogonal series, function approximation, oscillatory quadrature.
Received by editor(s): April 22, 2008
Posted: February 18, 2009
Copyright of article: Copyright 2009, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia