A Fourier continuation framework for high-order approximations

Abstract

It is well known that approximation of functions on $[0,1]$ whose periodic extension is not continuous fail to converge uniformly due to rapid Gibbs oscillations near the boundary. Among several approaches that have been proposed toward the resolution of Gibbs phenomenon in recent years, a Fourier continuation (FC) based approximation scheme has been suggested by Bruno and collaborators in the context of certain PDE solvers where approximation grids used are equispaced. While the practical efficacy of FC based schemes in obtaining a high-order numerical solution of PDEs is well known, theoretical convergence analyses largely remain unavailable. The primary objective of this paper is to take a step in this direction where we analyze the convergence rates of a Fourier continuation framework for approximations based on discrete functional data coming from equispaced grids. In this context, we explore a certain two-point Hermite interpolation strategy for constructing Fourier continuations that, not only simplifies the implementation of such approximations but also makes possible a rigorous analysis of its numerical properties. In particular, we show that the approximations converge with order $r+1$ for functions coming from a subspace of $C^{r,1}([0,1])$, the space of $r$-times continuously differentiable function whose $r$th derivative is Lipschitz continuous. We also demonstrate that theoretical rates are indeed achieved in practice, through a variety of numerical experiments.