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Four-point Fourier collocation differentiates the Nyquist cosine at its nodes
Example
Take and on the grid . Its samples are . The interpolating space contains the Nyquist cosine , while the derivative matrix omits that mode's derivative because it vanishes at every grid point. The returned derivative vector is .
Facts & Assumptions
Given: The four-point periodic Fourier grid, the real interpolant convention, and the polynomial .
Periodic Fourier collocation grid and even-grid Nyquist convention: for even the interpolation space contains and uses the cosine Nyquist mode only.
Quarter-turn values and shifts by pi/2 and pi: the sine and cosine values at integer multiples of are .
Sums, scalar multiples, products and quotients: , , , and when : derivatives distribute over finite sums and scalar multiples.
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
Substitution of into using [F2] gives respectively . The frequencies lie in [F1]'s interpolation space, so is the interpolant of these samples.
By [F3] and [F5], . At the four nodes, the final term is zero and the first two terms give .
Exactness [F4] therefore gives , including the vanishing nodal derivative of the Nyquist mode.
Depends on
- Periodic Fourier collocation grid and even-grid Nyquist convention
- Periodic Fourier collocation differentiation matrix
- Periodic Fourier collocation differentiates its interpolant exactly
- The derivatives of sine and cosine are cosine and minus sine
- Quarter-turn values and shifts by pi/2 and pi
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
Used by
Nothing in the library uses this result yet.
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Sources
- Jie Shen and Tao Tang, Spectral and High-Order Methods with Applications, §2.2 (standard reference, not scraped)
- Lloyd N. Trefethen, Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, Ch. 7 (standard reference, not scraped)