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The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…

Numerical Analysis · Mathematics 2019-07-17 Maximilian Bochmann , Lutz Kämmerer , Daniel Potts

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

Numerical Analysis · Mathematics 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

Given a time series vector, how can we efficiently compute a specified part of Fourier coefficients? Fast Fourier transform (FFT) is a widely used algorithm that computes the discrete Fourier transform in many machine learning applications.…

Machine Learning · Computer Science 2020-08-31 Yong-chan Park , Jun-Gi Jang , U Kang

In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…

Numerical Analysis · Mathematics 2023-02-03 Craig Gross , Mark Iwen

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

The Fast Fourier Transform(FFT) is a classic signal processing algorithm that is utilized in a wide range of applications. For image processing, FFT computes on every pixel's value of an image, regardless of their properties in frequency…

Signal Processing · Electrical Eng. & Systems 2020-02-25 Sheng Shi , Runkai Yang , Haihang You

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. The sFFT algorithms decrease the runtime and sampling complexity by taking advantage of the signal inherent…

Signal Processing · Electrical Eng. & Systems 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

The Discrete Fourier Transform (DFT) is a fundamental computational primitive, and the fastest known algorithm for computing the DFT is the FFT (Fast Fourier Transform) algorithm. One remarkable feature of FFT is the fact that its runtime…

Data Structures and Algorithms · Computer Science 2019-02-28 Michael Kapralov , Ameya Velingker , Amir Zandieh

In this paper a sublinear time algorithm is presented for the reconstruction of functions that can be represented by just few out of a potentially large candidate set of Fourier basis functions in high spatial dimensions, a so-called…

Numerical Analysis · Mathematics 2020-06-24 Lutz Kämmerer , Felix Krahmer , Toni Volkmer

The Discrete Fourier Transform (DFT) is central to the analysis of uniformly sampled signals, yet many practical applications involve non-uniform sampling, requiring the Non-Uniform Discrete Fourier Transform (NUDFT). While quantum…

Quantum Physics · Physics 2026-03-18 Junaid Aftab , Yuehaw Khoo , Haizhao Yang

Parameter Efficient Fine-Tuning (PEFT) is a key technique for adapting a large pretrained model to downstream tasks by fine-tuning only a small number of parameters. Recent methods based on Fourier transforms have further reduced the…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Baoquan Zhang , Zhehao Yu , Lisai Zhang , Kenghong Lin , Tianran Chen , Yuxi Sun , Yunming Ye , Yao He

Computing the Sparse Fast Fourier Transform(sFFT) of a K-sparse signal of size N has emerged as a critical topic for a long time. There are mainly two stages in the sFFT: frequency bucketization and spectrum reconstruction. Frequency…

Signal Processing · Electrical Eng. & Systems 2020-11-12 Bin Li , Zhikang Jiang , Jie Chen

The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…

Signal Processing · Electrical Eng. & Systems 2018-01-16 Shaogang Wang , Vishal M. Patel , Athina Petropulu

We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…

Numerical Analysis · Mathematics 2012-07-27 David Lawlor , Yang Wang , Andrew Christlieb

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

We consider the well-studied Sparse Fourier transform problem, where one aims to quickly recover an approximately Fourier $k$-sparse vector $\widehat{x} \in \mathbb{C}^{n^d}$ from observing its time domain representation $x$. In the exact…

Data Structures and Algorithms · Computer Science 2023-01-24 Karl Bringmann , Michael Kapralov , Mikhail Makarov , Vasileios Nakos , Amir Yagudin , Amir Zandieh

In this work, we present the \emph{twiddless fast Fourier transform (TFFT)}, a novel algorithm for computing the $N$-point discrete Fourier transform (DFT). The TFFT's divide strategy builds on recent results that decimate an $N$-point…

Computational Complexity · Computer Science 2025-12-23 Saulo Queiroz

We revisit the classical problem of Fourier-sparse signal reconstruction -- a variant of the \emph{Set Query} problem -- which asks to efficiently reconstruct (a subset of) a $d$-dimensional Fourier-sparse signal ($\|\hat{x}(t)\|_0 \leq…

Data Structures and Algorithms · Computer Science 2023-11-21 Yeqi Gao , Zhao Song , Baocheng Sun , Omri Weinstein , Ruizhe Zhang

Nonuniform Fourier data are routinely collected in applications such as magnetic resonance imaging, synthetic aperture radar, and synthetic imaging in radio astronomy. To acquire a fast reconstruction that does not require an online inverse…

Numerical Analysis · Mathematics 2016-10-05 Anne Gelb , Guohui Song

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei
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