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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

The Fourier transform is approximated over a finite domain using a Riemann sum. This Riemann sum is then expressed in terms of the discrete Fourier transform, which allows the sum to be computed with a fast Fourier transform algorithm more…

Numerical Analysis · Mathematics 2015-08-07 Jeremy Axelrod

Recently we developed a new sampling methodology based on incomplete cosine expansion of the sinc function and applied it in numerical integration in order to obtain a rational approximation for the complex error function $w\left(z \right)…

Numerical Analysis · Mathematics 2019-03-08 S. M. Abrarov , B. M. Quine , R. K. Jagpal

Computationally efficient numerical methods for high-order approximations of convolution integrals involving weakly singular kernels find many practical applications including those in the development of fast quadrature methods for…

Numerical Analysis · Mathematics 2018-10-10 Akash Anand , Awanish Kumar Tiwari

In our previous publications we have introduced the cosine product-to-sum identity [17] $$ \prod\limits_{m = 1}^M {\cos \left( {\frac{t}{{{2^m}}}} \right)} = \frac{1}{{{2^{M - 1}}}}\sum\limits_{m = 1}^{{2^{M - 1}}} {\cos \left( {\frac{{2m -…

Numerical Analysis · Mathematics 2020-01-09 S. M. Abrarov , B. M. Quine

We present a rational approximation for rapid and accurate computation of the Voigt function, obtained by residue calculus. The computational test reveals that with only $16$ summation terms this approximation provides average accuracy…

Data Analysis, Statistics and Probability · Physics 2015-05-13 S. M. Abrarov , B. M. Quine

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

We consider a class of linear integral operators with impulse responses varying regularly in time or space. These operators appear in a large number of applications ranging from signal/image processing to biology. Evaluating their action on…

Numerical Analysis · Mathematics 2016-04-18 Paul Escande , Pierre Weiss

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

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

Partial differential equations with highly oscillatory input terms are hardly ever solvable analytically and their numerical treatment is difficult. Modulated Fourier expansion used as an {\it ansatz} is a well known and extensively…

Numerical Analysis · Mathematics 2023-11-21 Karolina Kropielnicka , Rafał Perczyński

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

Recently, the present authors derived new asymptotic expansions for linear differential equations having a simple turning point. These involve Airy functions and slowly varying coefficient functions, and were simpler than previous…

Classical Analysis and ODEs · Mathematics 2020-04-28 T. M. Dunster , A. Gil , J. Segura

In this paper, we study functional approximations where we choose the so-called radial basis function method and more specifically, quasi-interpolation. From the various available approaches to the latter, we form new quasi-Lagrange…

Numerical Analysis · Mathematics 2023-09-07 Martin Buhmann , Janin Jäger , Joaquín Jódar , Miguel L. Rodríguez

The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic…

Numerical Analysis · Computer Science 2012-01-31 Glauco Masotti

Inferential models (IMs) offer provably reliable, data-driven, possibilistic statistical inference. But despite the IM framework's theoretical and foundational advantages, efficient computation is a challenge. This paper presents a simple…

Computation · Statistics 2025-07-09 Leonardo Cella , Ryan Martin

It is shown that if a function defined on the segment [-1,1] has sufficiently good approximation by partial sums of the Legendre polynomial expansion, then, given the function's Fourier coefficients $c_n$ for some subset of $n\in[n_1,n_2]$,…

Number Theory · Mathematics 2010-08-31 Sergei N. Preobrazhenskii

The numerical evaluation of integrals of the form \begin{align*} \int_a^b f(x) e^{ikg(x)}\,dx \end{align*} is an important problem in scientific computing with significant applications in many branches of applied mathematics, science and…

Numerical Analysis · Mathematics 2024-09-02 Akash Anand , Damini Dhiman

We present a new simple algorithm for efficient, and relatively accurate computation of the Faddeyeva function w(z). The algorithm carefully exploits previous approximations by Hui et al [1978] and Humlicek [1982] along with asymptotic…

Instrumentation and Methods for Astrophysics · Physics 2017-11-16 Mofreh R. Zaghloul

In order to compute the Fourier transform of a function $f$ on the real line numerically, one samples $f$ on a grid and then takes the discrete Fourier transform. We derive exact error estimates for this procedure in terms of the decay and…

Numerical Analysis · Mathematics 2025-12-18 Martin Ehler , Karlheinz Gröchenig , Andreas Klotz