Algebraic Fourier reconstruction of piecewise smooth functions

TL;DR

This paper introduces an algebraic Fourier reconstruction method that accurately determines jump discontinuities and function values for piecewise smooth functions, improving the precision of location estimates using Fourier coefficients.

Contribution

It develops a constructive algorithm that achieves near-optimal accuracy in locating discontinuities and reconstructing function values from Fourier data, extending existing algebraic methods.

Findings

Reconstruction of jump locations with accuracy ~k^{-(d+2)}

Function values between jumps reconstructed with accuracy ~k^{-(d+1)}

Method effectively handles multiple discontinuities using localization techniques

Abstract

Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. The inherent inaccuracy, in particular the Gibbs phenomenon, is being intensively investigated during the last decades. Several nonlinear reconstruction methods have been proposed, and it is by now well-established that the "classical" convergence order can be completely restored up to the discontinuities. Still, the maximal accuracy of determining the positions of these discontinuities remains an open question. In this paper we prove that the locations of the jumps (and subsequently the pointwise values of the function) can be reconstructed with at least "half the classical accuracy". In particular, we develop a constructive approximation procedure which, given the first $k$ Fourier coefficients of a piecewise-$C^{2d+1}$ function, recovers the locations of the jumps with accuracy $\sim k^{-(d+2)}$, and the values of the function between the jumps with accuracy $\sim k^{-(d+1)}$ (similar estimates are obtained for the associated jump magnitudes). A key ingredient of the algorithm is to start with the case of a single discontinuity, where a modified version of one of the existing algebraic methods (due to K.Eckhoff) may be applied. It turns out that the additional orders of smoothness produce a highly correlated error terms in the Fourier coefficients, which eventually cancel out in the corresponding algebraic equations. To handle more than one jump, we propose to apply a localization procedure via a convolution in the Fourier domain.