A stability barrier for reconstructions from Fourier samples
Abstract
We prove that any stable method for resolving the Gibbs phenomenon - that is, recovering high-order accuracy from the first Fourier coefficients of an analytic and nonperiodic function - can converge at best root-exponentially fast in . Any method with faster convergence must also be unstable, and in particular, exponential convergence implies exponential ill-conditioning. This result is analogous to a recent theorem of Platte, Trefethen & Kuijlaars concerning recovery from pointwise function values on an equispaced -grid. The main step in our proof is an estimate for the maximal behaviour of a polynomial of degree with bounded -term Fourier series, which is related to a conjecture of Hrycak & Groechenig. In the second part of the paper we discuss the implications of our main theorem to polynomial-based interpolation and least-squares approaches for overcoming the Gibbs phenomenon. Finally, we consider the use of so-called Fourier extensions as an attractive alternative for this problem. We present numerical results demonstrating rapid convergence in a stable manner.
Cite
@article{arxiv.1210.7831,
title = {A stability barrier for reconstructions from Fourier samples},
author = {Ben Adcock and Anders C. Hansen and Alexei Shadrin},
journal= {arXiv preprint arXiv:1210.7831},
year = {2013}
}