Reconstruction of piecewise-smooth multivariate functions from Fourier data
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In some applications, one is interested in reconstructing a function f from its Fourier series coefficients. The problem is that the Fourier series is slowly convergent if the function is non-periodic, or is non-smooth. In this paper, we suggest a method for deriving high order approximation to f using a Padé-like method. Namely, by fitting some Fourier coefficients of the approximant to the given Fourier coefficients of f. Given the Fourier series coefficients of a function on a rectangular domain in R^d, assuming the function is piecewise smooth, we approximate the function by piecewise high order spline functions. First, the singularity structure of the function is identified. For example in the 2-D case, we find high accuracy approximation to the curves separating between smooth segments of f. Secondly, simultaneously we find the approximations of all the different segments of f. We start by developing and demonstrating a high accuracy algorithm for the 1-D case, and we use this algorithm to step up to the multidimensional case.
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