Fast Algorithms for Fourier extension based on boundary interval data

Abstract: In this paper, we first propose a new algorithm for the computation of Fourier extension based on boundary data, which can obtain a super-algebraic convergent Fourier approximation for non-periodic functions. The algorithm calculates the extended part using the boundary interval data and then combines it with the original data to form the data of the extended function within a period. By testing the key parameters involved, their influences on the algorithm was clarified and an optimization setting scheme for the parameters was proposed. Compared with FFT, the algorithm only needs to increase the computational complexity by a small amount. Then, an improved algorithm for the boundary oscillation function is proposed. By refining the boundary grid, the resolution constant of the boundary oscillation function was reduced to approximately 1/4 of the original method.