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arXiv 1210.7831math.NAcs.NA
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傅里叶采样重建的稳定性障碍

A stability barrier for reconstructions from Fourier samples

Purdue University(普渡大学);University of Cambridge(剑桥大学)

Ben Adcock, Anders C. Hansen, Alexei Shadrin

AI总结:

本文证明从解析非周期函数的前m个傅里叶系数恢复高精度时,任何稳定方法最多只能达到根指数收敛速度,指数收敛必然导致指数病态,并讨论了多项式插值和最小二乘方法的局限性,最后提出傅里叶扩展作为稳定且快速收敛的替代方案。

摘要:

我们证明任何解决吉布斯现象的稳定方法——即从解析非周期函数的前$m$个傅里叶系数恢复高精度——最多只能达到根指数收敛速度$m$。任何收敛更快的方法必然是不稳定的,特别地,指数收敛意味着指数病态。这一结果类似于Platte、Trefethen和Kuijlaars关于等距$m$网格点函数值恢复的近期定理。我们证明的主要步骤是对具有有界$m$项傅里叶级数的$n$次多项式最大行为的估计,该估计与Hrycak和Groechenig的一个猜想相关。在论文的第二部分,我们讨论主要定理对基于多项式插值和最小二乘方法克服吉布斯现象的启示。最后,我们考虑使用所谓的傅里叶扩展作为该问题的一个有吸引力的替代方案。我们给出数值结果,展示其稳定且快速收敛的特性。

英文摘要:

We prove that any stable method for resolving the Gibbs phenomenon - that is, recovering high-order accuracy from the first $m$ Fourier coefficients of an analytic and nonperiodic function - can converge at best root-exponentially fast in $m$. 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 $m$-grid. The main step in our proof is an estimate for the maximal behaviour of a polynomial of degree $n$ with bounded $m$-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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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