Fourier Extension Based on Weighted Generalized Inverse

Fuente: arXiv
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Main Authors: Zhao, Zhenyu, Wang, Yanfei, Yagola, Anatoly G., Li, Xusheng
Format: Preprint
Published: 2025
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author Zhao, Zhenyu
Wang, Yanfei
Yagola, Anatoly G.
Li, Xusheng
author_facet Zhao, Zhenyu
Wang, Yanfei
Yagola, Anatoly G.
Li, Xusheng
contents This paper introduces a weighted generalized inverse framework for Fourier extensions, designed to suppress spurious oscillations in the extended region while maintaining high approximation accuracy on the original interval. By formulating the Fourier extension problem as a compact operator equation, we propose a weighted best-approximation solution that incorporates a priori smoothness information through suitable weight operators on the Fourier coefficients. This leads to a regularization scheme based on the generalized truncated singular value decomposition (GTSVD). Under algebraic and exponential smoothness assumptions, convergence analysis demonstrates optimal $L^2$ accuracy and improved stability for derivatives. Compared with classical Fourier extension using standard TSVD, the proposed method effectively controls high-frequency components and yields smoother extensions. A practical discretization using uniform sampling is developed, along with an adaptive design of weight functions. Numerical experiments confirm that the method significantly improves derivative approximations and reduces oscillations in the extended domain without compromising accuracy on the original interval.
format Preprint
id arxiv_https___arxiv_org_abs_2501_16096
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Fourier Extension Based on Weighted Generalized Inverse
Zhao, Zhenyu
Wang, Yanfei
Yagola, Anatoly G.
Li, Xusheng
Numerical Analysis
42A10, 65T40, 65T50
This paper introduces a weighted generalized inverse framework for Fourier extensions, designed to suppress spurious oscillations in the extended region while maintaining high approximation accuracy on the original interval. By formulating the Fourier extension problem as a compact operator equation, we propose a weighted best-approximation solution that incorporates a priori smoothness information through suitable weight operators on the Fourier coefficients. This leads to a regularization scheme based on the generalized truncated singular value decomposition (GTSVD). Under algebraic and exponential smoothness assumptions, convergence analysis demonstrates optimal $L^2$ accuracy and improved stability for derivatives. Compared with classical Fourier extension using standard TSVD, the proposed method effectively controls high-frequency components and yields smoother extensions. A practical discretization using uniform sampling is developed, along with an adaptive design of weight functions. Numerical experiments confirm that the method significantly improves derivative approximations and reduces oscillations in the extended domain without compromising accuracy on the original interval.
title Fourier Extension Based on Weighted Generalized Inverse
topic Numerical Analysis
42A10, 65T40, 65T50
url https://arxiv.org/abs/2501.16096