Modified Fourier expansions: theory, construction and applications

Modified Fourier expansions present an alternative to more standard algorithms for the approximation of nonperiodic functions in bounded domains. This thesis addresses the theory of such expansions, their effective construction and computation, and their application to the numerical solution of partial differential equations. As the name indicates, modified Fourier expansions are closely related to classical Fourier series. The latter are naturally defined in the d-variate cube, and, in an analogous fashion, we primarily study modified Fourier expansions in this domain. However, whilst Fourier coefficients are commonly computed with the Fast Fourier Transform (FFT), we use modern numerical quadratures instead. In contrast to the FFT, such schemes are adaptive, leading to great potential savings in computational cost. Standard algorithms for the approximation of nonperiodic functions in $d$-variate cubes exhibit complexities that grow exponentially with dimension. The aforementioned quadratures permit the design of approximations based on modified Fourier expansions that do not possess this feature. Consequently, such schemes are increasingly effective in higher dimensions. When applied to the numerical solution of boundary value problems, such savings in computational cost impart benefits over more commonly used polynomial-based methods. Moreover, regardless of the dimensionality of the problem, modified Fourier methods lead to well-conditioned matrices and corresponding linear systems that can be solved cheaply with standard iterative techniques. The theoretical component of this thesis furnishes modified Fourier expansions with a convergence analysis in arbitrary dimensions. In particular, we prove uniform convergence of modified Fourier expansions under rather general conditions. Furthermore, it is known that the notion of modified Fourier expansions can be effectively generalised, resulting in a family of approximation bases sharing many of the features of the modified Fourier case. The purpose of such a generalisation is to obtain both faster rates and higher degrees of convergence. Having detailed the approximation-theoretic properties of modified Fourier expansions, we extend this analysis to the general case and thereby verify this improvement. A central drawback of these expansions is that their convergence rate is both fixed and typically slow. This makes the construction of effective convergence acceleration techniques imperative. In the final part of this thesis, we design and analyse a robust method, applicable in arbitrary numbers of dimensions, for accelerating convergence of modified Fourier expansions. When employed in the approximation of multivariate functions, this culminates in efficient, high-order approximants comprising relatively small numbers of terms

Polyharmonic Hardy Spaces on the Klein-Dirac Quadric with Application to Polyharmonic Interpolation and Cubature Formulas

In the present paper we introduce a new concept of Hardy type space naturally defined on the Klein-Dirac quadric. We study different properties of the functions belonging to these spaces, in particular boundary value problems. We apply these new spaces to polyharmonic interpolation and to interpolatory cubature formulas.Comment: 32 page

Factorizing the Stochastic Galerkin System

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix equation whose matrix and right hand side depend on a set of parameters (e.g. a PDE with stochastic inputs semidiscretized in space) and examine the linear system arising from a similar Galerkin approximation of the solution. We derive a useful factorization of this system of equations, which yields bounds on the eigenvalues, clues to preconditioning, and a flexible implementation method for a wide array of problems. We complement this analysis with (i) a numerical study of preconditioners on a standard elliptic PDE test problem and (ii) a fluids application using existing CFD codes; the MATLAB codes used in the numerical studies are available online.Comment: 13 pages, 4 figures, 2 table