Fast multi-dimensional scattered data approximation with Neumann boundary conditions

An important problem in applications is the approximation of a function $f$ from a finite set of randomly scattered data $f(x_j)$. A common and powerful approach is to construct a trigonometric least squares approximation based on the set of exponentials $\{e^{2\pi i kx}\}$. This leads to fast numerical algorithms, but suffers from disturbing boundary effects due to the underlying periodicity assumption on the data, an assumption that is rarely satisfied in practice. To overcome this drawback we impose Neumann boundary conditions on the data. This implies the use of cosine polynomials $\cos (\pi kx)$ as basis functions. We show that scattered data approximation using cosine polynomials leads to a least squares problem involving certain Toeplitz+Hankel matrices. We derive estimates on the condition number of these matrices. Unlike other Toeplitz+Hankel matrices, the Toeplitz+Hankel matrices arising in our context cannot be diagonalized by the discrete cosine transform, but they still allow a fast matrix-vector multiplication via DCT which gives rise to fast conjugate gradient type algorithms. We show how the results can be generalized to higher dimensions. Finally we demonstrate the performance of the proposed method by applying it to a two-dimensional geophysical scattered data problem

A Levinson-Galerkin algorithm for regularized trigonometric approximation

Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the trigonometric approximation becomes an essential issue to avoid overfitting and underfitting of the data. Using the polynomial degree as regularization parameter we derive a multi-level algorithm that iteratively adapts to the least squares solution of optimal smoothness. The proposed algorithm computes the solution in at most $\cal{O}(NM + M^2)$ operations ($M$ being the polynomial degree of the approximation) by solving a family of nested Toeplitz systems. It is shown how the presented method can be extended to multivariate trigonometric approximation. We demonstrate the performance of the algorithm by applying it in echocardiography to the recovery of the boundary of the Left Ventricle

Numerical Analysis of the Non-uniform Sampling Problem

We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays a key role in the numerical solution of the non-uniform sampling problem. In the one approach (often proposed in the literature) the finite-dimensional model leads to an ill-posed problem even in very simple situations. The other approach that we consider leads to a well-posed problem that preserves important structural properties of the original infinite-dimensional problem and gives rise to efficient numerical algorithms. Furthermore a fast multilevel algorithm is presented that can reconstruct signals of unknown bandwidth from noisy non-uniformly spaced samples. We also discuss the design of efficient regularization methods for ill-conditioned reconstruction problems. Numerical examples from spectroscopy and exploration geophysics demonstrate the performance of the proposed methods

Subperiodic trigonometric subsampling: A numerical approach

We show that Gauss-Legendre quadrature applied to trigonometric poly- nomials on subintervals of the period can be competitive with subperiodic trigonometric Gaussian quadrature. For example with intervals correspond- ing to few angular degrees, relevant for regional scale models on the earth surface, we see a subsampling ratio of one order of magnitude already at moderate trigonometric degrees

Discrete Least-norm Approximation by Nonnegative (Trigonomtric) Polynomials and Rational Functions

Polynomials, trigonometric polynomials, and rational functions are widely used for the discrete approximation of functions or simulation models.Often, it is known beforehand, that the underlying unknown function has certain properties, e.g. nonnegative or increasing on a certain region.However, the approximation may not inherit these properties automatically.We present some methodology (using semidefinite programming and results from real algebraic geometry) for least-norm approximation by polynomials, trigonometric polynomials and rational functions that preserve nonnegativity.(trigonometric) polynomials;rational functions;semidefinite programming;regression;(Chebyshev) approximation

Polynomial Meshes: Computation and Approximation

We present the software package WAM, written in Matlab, that generates Weakly Admissible Meshes and Discrete Extremal Sets of Fekete and Leja type, for 2d and 3d polynomial least squares and interpolation on compact sets with various geometries. Possible applications range from data fitting to high-order methods for PDEs

On the resolution power of Fourier extensions for oscillatory functions

Functions that are smooth but non-periodic on a certain interval possess Fourier series that lack uniform convergence and suffer from the Gibbs phenomenon. However, they can be represented accurately by a Fourier series that is periodic on a larger interval. This is commonly called a Fourier extension. When constructed in a particular manner, Fourier extensions share many of the same features of a standard Fourier series. In particular, one can compute Fourier extensions which converge spectrally fast whenever the function is smooth, and exponentially fast if the function is analytic, much the same as the Fourier series of a smooth/analytic and periodic function. With this in mind, the purpose of this paper is to describe, analyze and explain the observation that Fourier extensions, much like classical Fourier series, also have excellent resolution properties for representing oscillatory functions. The resolution power, or required number of degrees of freedom per wavelength, depends on a user-controlled parameter and, as we show, it varies between 2 and \pi. The former value is optimal and is achieved by classical Fourier series for periodic functions, for example. The latter value is the resolution power of algebraic polynomial approximations. Thus, Fourier extensions with an appropriate choice of parameter are eminently suitable for problems with moderate to high degrees of oscillation.Comment: Revised versio

Energy-based comparison between the Fourier--Galerkin method and the finite element method

The Fourier-Galerkin method (in short FFTH) has gained popularity in numerical homogenisation because it can treat problems with a huge number of degrees of freedom. Because the method incorporates the fast Fourier transform (FFT) in the linear solver, it is believed to provide an improvement in computational and memory requirements compared to the conventional finite element method (FEM). Here, we systematically compare these two methods using the energetic norm of local fields, which has the clear physical interpretation as being the error in the homogenised properties. This enables the comparison of memory and computational requirements at the same level of approximation accuracy. We show that the methods' effectiveness relies on the smoothness (regularity) of the solution and thus on the material coefficients. Thanks to its approximation properties, FEM outperforms FFTH for problems with jumps in material coefficients, while ambivalent results are observed for the case that the material coefficients vary continuously in space. FFTH profits from a good conditioning of the linear system, independent of the number of degrees of freedom, but generally needs more degrees of freedom to reach the same approximation accuracy. More studies are needed for other FFT-based schemes, non-linear problems, and dual problems (which require special treatment in FEM but not in FFTH).Comment: 24 pages, 10 figures, 2 table