Abstract
Truncated Fourier series and trigonometric interpolants converge slowly for functions with jumps in value or derivatives. The standard Fourier–Padé approximation, which is known to improve on the convergence of partial summation in the case of periodic, globally analytic functions, is here extended to functions with jumps. The resulting methods (given either expansion coefficients or function values) exhibit exponential convergence globally for piecewise analytic functions when the jump location(s) are known. Implementation requires just the solution of a linear system, as in standard Padé approximation. The new methods compare favorably in experiments with existing techniques.
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Driscoll, T.A., Fornberg, B. A Padé-based algorithm for overcoming the Gibbs phenomenon. Numerical Algorithms 26, 77–92 (2001). https://doi.org/10.1023/A:1016648530648
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DOI: https://doi.org/10.1023/A:1016648530648