Abstract
In this paper we derive error estimates for two filters based on piecewise polynomial interpolations of zeroth and first degrees. For a piecewise smooth function f(x) in [0,1], we show that, if all the discontinuity points of f(x) are nodes then, using these filters, we can reconstruct point values of f(x) accurately even near discontinuity points. If f(x) is a piecewise constant or a linear function, the reconstruction formulas are exact. We also propose reconstruction formulas such that we can compute the (approximate ) point values of f(x) using the fast Fourier transform, even when using non-uniform meshes. Several numerical experiments are also provided to illustrate the results.
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Wei, M., De Pierro, A.R. & Yin, J. Error Estimates for Two Filters Based on Polynomial Interpolation for Recovering a Function from Its Fourier Coefficients. Numerical Algorithms 35, 205–231 (2004). https://doi.org/10.1023/B:NUMA.0000021769.62129.2d
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DOI: https://doi.org/10.1023/B:NUMA.0000021769.62129.2d