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Four-point Fourier collocation differentiates the Nyquist cosine at its nodes

Example

Take N=4 and p(x)=1+2cos⁡x+3sin⁡x−4cos⁡(2x) on the grid xj=πj/2. Its samples are U=(−1,8,−5,2). The interpolating space contains the Nyquist cosine cos⁡(2x), while the derivative matrix omits that mode's derivative because it vanishes at every grid point. The returned derivative vector is (3,−2,−3,2).

Facts & Assumptions

Given: The four-point periodic Fourier grid, the real interpolant convention, and the polynomial p.

[F1]

Periodic Fourier collocation grid and even-grid Nyquist convention: for even N=4 the interpolation space contains 1,cos⁡x,sin⁡x,cos⁡(2x) and uses the cosine Nyquist mode only.

[F2]

Quarter-turn values and shifts by pi/2 and pi: the sine and cosine values at integer multiples of π/2 are 0,±1.

[F4]

Periodic Fourier collocation differentiates its interpolant exactly: the matrix output on nodal data equals the derivative of their periodic trigonometric interpolant at every grid point, with the Nyquist derivative zero at the nodes.

Proof

1.1givenF1F2algebra

Substitution of x0=0,x1=π/2,x2=π,x3=3π/2 into p using [F2] gives respectively −1,8,−5,2. The frequencies 0,1,2 lie in [F1]'s interpolation space, so p is the interpolant of these samples.

1.2givenF2F3F5algebra

By [F3] and [F5], p′(x)=−2sin⁡x+3cos⁡x+8sin⁡(2x). At the four nodes, the final term is zero and the first two terms give 3,−2,−3,2.

2.1F1F4step 1.1step 1.2∎

Exactness [F4] therefore gives D4U=(3,−2,−3,2), including the vanishing nodal derivative of the Nyquist mode.

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