zachary j. grant [email protected] sidafa conde sconde ... · faced with discontinuous problems due...
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Hybrid Trigonometric Polynomial Approximation
Hybrid Trigonometric Polynomial Approximation
Zachary J. Grant [email protected] Conde [email protected]
Advisors: Dr. Sigal Gottlieb & Dr. Alfa HeryudonoUniversity of Massachusetts Dartmouth
Mathematics Department
June 11, 2010
Hybrid Trigonometric Polynomial Approximation
Introduction
Abstract
Fourier Series approximations are well known for their spectralconvergence of data reconstructions on smooth and periodicfunctions. However, they fail to produce similar convergence whenfaced with discontinuous problems due to peculiar behavior nearthe discontinuities. Our work is to remedy this problem by using ahybrid method. In this method, polynomial approximation is usednear the discontinuity and Fourier approximations are used on theother regions. We present numerical differences between ourmethods and other previous methods applied to similar popularproblems.
Hybrid Trigonometric Polynomial Approximation
Introduction
Outline
What is a Fourier Partial Sum?
What are some issues that we face when using this technique
What are Ideas to Resolve these issues.
Numerical Results
Conclusions/Summary
Hybrid Trigonometric Polynomial Approximation
Introduction
Fourier Partial Sum
The Classic Fourier Sum says that we can take a function, f (x),and rewrite it as a summation of sine and cosine waves.
FN(x) =a0
2+
N�
k=1
ak cos(πkx) + bk sin(πkx)
ak =
�1
−1
f (x) cos(πkx)dx
bk =
�1
−1
f (x) sin(πkx)dx
This reprojection works out great given the conditions that F (x) isboth smooth and periodic, resulting in high rate of convergence.
maxa≤x≤b|f (x)− FN(x)| ≤ e−N
Hybrid Trigonometric Polynomial Approximation
Introduction
Fourier Partial Sum
Fourier Partial Sum
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Filtering
There are two stages for providing information about a function fora reconstruction:
Storage: The Projection into Fourier Space, ”the Coefficients”
Retrieval: Going from Fourier Space back into Real Space,”The Summation”
The coefficients f̂k decays at a faster rate for continuous/periodicproblems than the cases where Gibbs Phenomenon is present.
Continuous: f̂k ≈ Ae−bk
Discontinuous: f̂k ≈ 1
k
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
With this idea of wanting to increase the convergence we can thinkto multiply our coefficients,f̂k , by a function σ( k
N ) such that itimposes the speedy convergence on the coefficients. This cansimply be done in the retrieval stage.
F σN(x) =
N�
k=−N
σ(k
N)f̂ke ikx
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Window Functions
Window functions works just as the name suggests, we only wantto look at only a certain part of a function and ignore all the otherdata thats not in our desired scope.Using the following idea:
f (x) =f (x) ∗ w(x)
w(x)
f (x) ≈ FN(x)
FN(x) =N�
k=−N
f̂ke ikx
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Window Cont.
Now from combining above we can have a windowed Fourierre-projection.
FwN (x) ≈ 1
w(x)
N�
k=−N
ˆf wk e ikx
ˆf wk =
1
2π
�2π
0
w(x) ∗ f (x)e−ikxdx
Where w(x) is our windowing function which we impose thefollowing conditions:
w(x) =
�1 : x ∈ [a, b] ⊂ [0, 2π]� : x /∈ [a, b]
window cont.Instead of just cutting off the subinterval [a, b] ⊂ [0, 2π] we wantto nicely dissect the interval.
w(x) = e(− (x−π)
π
−2λ)
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
F versus Windowed F
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Window Cont.
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Hybrid Fourier Polynomial Approximation
We showed already that when using a subinterval [a, b] ⊂ [−1, 1]that is free of the discontinuity we can have an approximation thatis not affected by Gibbs Phenomenon . To try and gain even moreaccuracy instead of ignoring the area outside our subinterval wedecided to treat them as separate entities.
F (x) =
Pn(x) : −1 ≤ x < −SFN(x) :≤ x ≤ SPn(x) : S ≤ x < −1
We still used the Fourier Partial Sum over a majority of thedomain, however in our smaller subdomains which contain theshock we used a more flexible polynomial approximation. Thismethod is introduce to eliminate Gibbs Phenomenon indiscontinuous function.
Hybrid Trigonometric Polynomial Approximation
Introduction
Ideas to Resolve Gibbs Phenomenon
Hybrid Trigonometric Polynomial Approximation
Conclusions/Future Work
Conclusion/Future Work
Many of the techniques in [1, 2, 5, 7, 8] requires knowing thelocation of the discontinuity for best result. We will look at someedge detection techniques and integrate it with the differentmethods and compare the results. Localization of the discontinuitycan be obtained from the coefficients f̂k [1]. We will explore thisidea to improve the hybrid method above and analyze the error.We also plan on projecting the Fourier reconstruction onto theGegenbauer polynomial as done in [1, 7]. We will also try toreproject the hybrid method, where no Gibbs Phenomenon exists,on the same polynomial and see what happens.We will study the Aliasing-Error and see how each method affectsit.
Hybrid Trigonometric Polynomial Approximation
Conclusions/Future Work
Gottlieb, David and Shu, Chi-Wang.On the Gibbs phenomenon and its resolutionSIAM Review. A Publication of the Society for Industrial andApplied Mathematics
Gottlieb, David and Tadmor, Eitan.Recovering pointwise values of discontinuous data withinspectral accuracy.Progress and supercomputing in computational fluid dynamics(Jerusalem, 1984).
Gelb, Anne and Tadmor, Eitan.Detection of edges in spectral data.Applied and Computational Harmonic Analysis.Time-Frequency and Time-Scale Analysis, Wavelets,Numerical Algorithms, and Applications.
‘ Gelb, Anne.
Hybrid Trigonometric Polynomial Approximation
Conclusions/Future Work
A hybrid approach to spectral reconstruction of piecewisesmooth functions.Journal of Scientific Computing.
Gelb, A. and Gottlieb, D..The resolution of the Gibbs phenomenon for “spliced”functions in one and two dimensions.Computers & Mathematics with Applications. An InternationalJournal.
Platte, Rodrigo B. and Gelb, Anne.A hybrid Fourier-Chebyshev method for partial differentialequations.Journal of Scientific Computing.
David Gotllieb & Sigal Gottlieb.Spectral Methods for Discontinuous Problems.
Anne Gelb & Sigal Gottlieb.
Hybrid Trigonometric Polynomial Approximation
Conclusions/Future Work
The Resolution of the Gibbs Phenomenon for Fourier SpectralMethods.