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Extrapolation Algorithms for Filtering Series of Functions, and Treating the Gibbs Phenomenon

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Abstract

In this paper, we study the application of some convergence acceleration methods to Fourier series, to orthogonal series, and, more generally, to series of functions. Sometimes, the convergence of these series is slow and, moreover, they exhibit a Gibbs phenomenon, in particular when the solution or its first derivative has discontinuities. It is possible to circumvent, at least partially, these drawbacks by applying a convergence acceleration method (in particular, the ε-algorithm) or by approximating the series by a rational function (in particular, a Padé approximant). These issues are discussed and some numerical results are presented. We will see that adding its conjugate series as an imaginary part to a Fourier series greatly improves the efficiency of the algorithms for accelerating the convergence of the series and reducing the Gibbs phenomenon. Conjugacy for series of functions will also be considered.

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Brezinski, C. Extrapolation Algorithms for Filtering Series of Functions, and Treating the Gibbs Phenomenon. Numer Algor 36, 309–329 (2004). https://doi.org/10.1007/s11075-004-2843-6

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