Pseudospectral Fourier reconstruction with the modified Inverse Polynomial Reconstruction Method

  • Authors:
  • Tomasz Hrycak;Karlheinz Gröchenig

  • Affiliations:
  • Department of Mathematics, University of Vienna, Nordbergstrasse 15, A-1090 Wien, Austria;Department of Mathematics, University of Vienna, Nordbergstrasse 15, A-1090 Wien, Austria

  • Venue:
  • Journal of Computational Physics
  • Year:
  • 2010

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Abstract

We generalize the Inverse Polynomial Reconstruction Method (IPRM) for mitigation of the Gibbs phenomenon by reconstructing a function from its m lowest Fourier coefficients as an algebraic polynomial of degree at most n-1(m=n). We compute approximate Legendre coefficients of the function by solving a linear least squares problem. We show that if m=n^2, the condition number of the problem does not exceed 2.39. Consequently, if m=n^2, the convergence rate of the modified IPRM for an analytic function is root exponential on the whole interval of definition. Numerical stability and accuracy of the proposed algorithm are validated experimentally.