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An effective means to approximate an analytic, nonperiodic function on a bounded interval is by using a Fourier series on a larger domain. When constructed appropriately, this so-called Fourier extension is known to converge geometrically…

Numerical Analysis · Mathematics 2013-05-14 Ben Adcock , Daan Huybrechs , Jesus Martin-Vaquero

This paper presents a novel boundary-optimized fast Fourier extension algorithm for efficient approximation of non-periodic functions. The proposed methodology constructs periodic extensions through strategic utilization of boundary…

Numerical Analysis · Mathematics 2025-08-27 Z. Y. Zhao , Y. F Wang , A. G. Yagola

This paper proposes a novel localized Fourier extension method for approximating non-periodic functions via domain segmentation. By partitioning the computational domain into subregions with uniform discretization scales, the method…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$…

Numerical Analysis · Computer Science 2015-09-02 Roel Matthysen , Daan Huybrechs

Fourier extension is an approximation scheme in which a function on an arbitary bounded domain is approximated using a classical Fourier series on a bounding box. On the smaller domain the Fourier series exhibits redundancy, and it has the…

Numerical Analysis · Mathematics 2017-06-16 Roel Matthysen , Daan Huybrechs

A linear extension of a poset $P$ is a permutation of the elements of the set that respects the partial order. Let $L(P)$ denote the number of linear extensions. It is a #P complete problem to determine $L(P)$ exactly for an arbitrary…

Probability · Mathematics 2017-07-03 Jacqueline Banks , Scott Garrabrant , Mark L. Huber , Anne Perizzolo

In this paper, we introduce an algorithm that provides approximate solutions to semi-linear ordinary differential equations with highly oscillatory solutions, which, after an appropriate change of variables, can be rewritten as…

Numerical Analysis · Mathematics 2025-02-13 M. P. Calvo , J. Makazaga , A. Murua

The Fourier extension method, also known as the Fourier continuation method, is a method for approximating non-periodic functions on an interval using truncated Fourier series with period larger than the interval on which the function is…

Numerical Analysis · Mathematics 2021-11-08 Jeffrey S. Geronimo , Karl Liechty

Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs

The supervised learning problem to determine a neural network approximation $\mathbb{R}^d\ni x\mapsto\sum_{k=1}^K\hat\beta_k e^{{\mathrm{i}}\omega_k\cdot x}$ with one hidden layer is studied as a random Fourier features algorithm. The…

Numerical Analysis · Mathematics 2020-11-30 Aku Kammonen , Jonas Kiessling , Petr Plecháč , Mattias Sandberg , Anders Szepessy

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

The approximation of a general $d$-variate function $f$ by the shifts $\phi(\cdot-\xi)$, $\xi\in\Xi\subset \Rd$, of a fixed function $\phi$ occurs in many applications such as data fitting, neural networks, and learning theory. When…

Classical Analysis and ODEs · Mathematics 2008-02-19 Ronald DeVore , Amos Ron

Two contrasting algorithmic paradigms for constraint satisfaction problems are successive local explorations of neighboring configurations versus producing new configurations using global information about the problem (e.g. approximating…

Quantum Physics · Physics 2022-12-09 S. Andrew Lanham

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…

Numerical Analysis · Mathematics 2015-03-19 Ben Adcock , Daan Huybrechs

Random Fourier Features (RFF) is among the most popular and broadly applicable approaches for scaling up kernel methods. In essence, RFF allows the user to avoid costly computations on a large kernel matrix via a fast randomized…

Machine Learning · Statistics 2023-02-23 Junwen Yao , N. Benjamin Erichson , Miles E. Lopes

The computational efficiency of many neural operators, widely used for learning solutions of PDEs, relies on the fast Fourier transform (FFT) for performing spectral computations. As the FFT is limited to equispaced (rectangular) grids,…

We introduce a numerical method for the approximation of functions which are analytic on compact intervals, except at the endpoints. This method is based on variable transforms using particular parametrized exponential and…

Numerical Analysis · Mathematics 2016-09-06 Ben Adcock , Jésus Martín-Vaquero , Mark Richardson

The Fermat distance has been recently established as a useful tool for machine learning tasks when a natural distance is not directly available to the practitioner or to improve the results given by Euclidean distances by exploding the…

Automating algorithm configuration is growing increasingly necessary as algorithms come with more and more tunable parameters. It is common to tune parameters using machine learning, optimizing performance metrics such as runtime and…

Artificial Intelligence · Computer Science 2020-12-25 Maria-Florina Balcan , Tuomas Sandholm , Ellen Vitercik

We present a computationally efficient algorithm for stable numerical differentiation from noisy, uniformly-sampled data on a bounded interval. The method combines multi-interval Fourier extension approximations with an adaptive domain…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang , Xinran Liu
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