A
periodic
map
for
linear
barycentric
rational
trigonometric
interpolation
Jean-Paul Berrut, Giacomo Elefante
∗Department of Mathematics, University of Fribourg, Pérolles, Fribourg 1700, Switzerland
Keywords:
Barycentric rational interpolation Trigonometric interpolation Conformal maps
a
b
s
t
r
a
c
t
Considerthesetofequidistantnodesin[0,2π), θk:=k·2π
n , k=0,...,n− 1.
Foranarbitrary2π–periodicfunctionf(θ),thebarycentricformulaforthecorresponding trigonometricinterpolantbetweentheθk’sis
T[f ](θ )= n−1 k=0(−1)kcst( θ−2θk)f(θk) n−1 k=0(−1)kcst( θ−2θk) ,
wherecst(·):=ctg(·)ifthenumber ofnodes nis even,and cst(·):=csc(·)ifn isodd. Baltensperger[3]hasshownthatthecorrespondingbarycentricrationaltrigonometric inter-polantgivenby theright-handsideoftheaboveequationforarbitrarynodes introducedin [9] convergesexponentiallytowardfwhenthenodes aretheimagesoftheθk’sundera
pe-riodicconformalmap.Inthepresentwork,weintroduceasimpleperiodicconformalmap whichaccumulatesnodes inthe neighborhoodofanarbitrarilylocatedfront,as wellas itsextensiontoseveralfronts.Despiteitssimplicity,thismapallowsforaveryaccurate approximationofsmoothperiodicfunctionswithsteepgradients.
1. Introduction
The polynomial interpolating between Chebyshev nodes of the second kindis a very efficient way of approximating smoothfunctionsonafiniteinterval.Itconvergesexponentiallyrapidlyforanalyticfunctions,fasterthanalgebraically (spec-trally)forinfinitelysmoothonesandwithanordercorrespondingtothatofdifferentiabilityforseveraltimesdifferentiable functions.TheMATLAB–basedsoftwareChebfunaswellassome(pseudo)spectralmethodsforpartialdifferentialequations arebasedonit[23,24].
Thebarycentricformulaforitsevaluationreads Pn
(
x)
= n k=0 (−1) k x−x kF(
xk)
n k=0 (−1) k x−x k , (1) ∗ Corresponding author.E-mail addresses: jean-paul.berrut@unifr.ch (J.-P. Berrut),giacomo.elefante@unifr.ch (G. Elefante).
http://doc.rero.ch
Published in "Applied Mathematics and Computation 371(): 124924, 2020"
which should be cited to refer to this work.
wherethexkaretheinterpolationpoints(nodes),Fistheinterpolatedfunctionandthedoubleprimemeansthatthefirst
andthelasttermofthesumaremultipliedby 1 2 .Foradescriptionofthebarycentricrepresentation,thereadermayconsult [13].
In[9],thefirstauthorhassuggestedtheuseof(1)alsowhen theinterpolationpointsxkare nottheChebyshev ones.
TheresultisarationalfunctionwithnopolesonR[9],whichweshalldenotebyrn[f].Baltenspergeretal.[6]haveshown
thatrn[f]retainstheexponentialconvergenceforanalyticfunctions,whenthexk’sareimagesoftheChebyshevnodesunder
aconformalmap.Thismaybeusedtoimprovethestabilityofpseudospectralmethodsintimeevolutionproblems[5]and todiminishthenumberofiterationsinthesolutionofthesystemsofequationsarising frompseudospectralmethodsfor stationaryproblems [10].But itmay alsobe used to concentratethe nodesin thevicinity of fronts inorder to improve accuracy[11],apropertywhichhasledtoseveralapplications,startingwiththesolutionofstationaryproblemswithfronts in[12]andoftimeevolutionproblemsin[22].Theauthorsofthelatterpaperhaveintroducedamapwhichmoves(known) singularitiesofthefunctionawayfromtheirdomain.Thispermittedtheaccuratesolutionofexplosionproblemsin[22]and ofinfiltrationproblemsin[14],forinstance.
Thework[11]makes useoftheBayliss–Turkelmap[7],whichinvolvestwoparametersfordescribingthefront,onefor its location,theother forits strength,andoptimizesthe parametersasfunctionsoff,renderingrn[f] nonlinearinf,with
spectacular results;see [4] fora close alternative. [11] alsopresents a method forextending the map to functions with severalfronts,whichhasbeenappliedrecently[18,20]andwillbeusedinthepresentpaperaswell.
Letting x=cos
θ
,xk=cosθk
in(1)showsthatthe latteristhecosine polynomialinterpolantofthe 2π
–periodicevenfunctionF(cos
φ
)[8]betweentheequidistantnodesθ
k:=k·2
π
n , k=0,...,n− 1. (2)
Foran arbitrary 2
π
–periodicfunction f(θ
), the corresponding trigonometric interpolantbetweenthe equidistantθk
from (2)reads[16] T[f ](
θ
)
= n−1 k=0(
−1)
kcst θ−θk 2 f(
θ
k)
n−1 k=0(
−1)
kcst θ−θk 2 , (3)wherecst
(
·)
=ctg(
·)
ifthenumberofnodesniseven,andcst(
·)
=csc(
·)
ifnisodd.AnextensionofChebfuntoperiodicfunctionsusingtrigonometricinterpolationhasrecentlybeenconstructedbyWright andal.[25].
In[9],thefirstauthorhassuggestedtouseT[f](
φ
)asinformula(3)forarbitrarynodesφk
with0≤
φ
0 <φ
1 <· · · <· · · <φ
n−1 <2π
(4) andprovedthatthecorrespondinglinearrationaltrigonometricinterpolantdoesnothaveanypoleson[0,2π
)foranyset ofnodessatisfying(4).Baltensperger [3]has later shownthat, similarly to the rationalinterpolant (1), (3)converges exponentially towardf whenthenodesaretheimagesofthe
θ
k’sfrom(2)underaperiodicconformalmap.Baltenspergertestedhisresultsmerely withaperiodicversionoftheTal–Ezermap,whichimprovestheaccuracyonlyforfunctionswitha frontinthecenterof theinterval.Inhisthesis[21],Teehasconstructedaperiodicmap whichpushes(known)polesoffaway fromthedomain[0,2
π
), butinvolvesspecialfunctions.Inthepresentwork,weintroduceasimpleperiodicconformalmapwhichaccumulatesnodesintheneighborhoodofan arbitrarilylocatedfront,aswell asitsextensiontoseveralfronts.Despiteitssimplicity,thismapallowsforaveryaccurate approximationofsmoothperiodicfunctionswithsteepgradients.
2. Exponentialconvergenceoftheinterpolant
Asmentionedbefore,Baltensperger[3]wasabletoextendthetheoremfortheexponentialconvergenceofrn[f]tothe
caseoftrigonometricinterpolation.Hisresultreadsasfollows.
Theorem1. Letgbeacomplexvaluedfunctionwithperiod2
π
suchthatg(
[0,2π
])
=[0,2π
]andsuchthatw
(
φ
,ψ
)
:=cst((
g(
φ
)
− g(
ψ
))
/2)
cst(
(
φ
−ψ
)
/2)
is boundedand analyticin Sa1× Sa1,where Sa1:=
{
ζ
:|
Imζ |
≤ a1}
(a1 >0).Letfbea functiontobe approximatedsuchthatf◦gisacomplex-valuedfunctionwithperiod2
π
.LetT[f](
φ
):=T[f◦g](θ
),φ
=g(
θ
)
,betherationalfunction(3)interpolatingfbetweenthetransformedpointsφk
=g(
θk
)
withθ
kasin(2).Then,foreveryφ
∈[0,2π
],wehavethefollowing:(i) Iff◦ ghassimplejumpdiscontinuitiesinthepthderivative,then
|
f(
φ
)
− T[f ](
φ
)
|
=O(
n−p)
;(ii) Iff◦ gisanalyticinastripSa2:=
{
ζ
:|
Imζ |
≤ a2}
,wherea1 ≥ a2 ≥ 0and|f(φ
)|≤ M,then|
f(
φ
)
− T[f ](
φ
)
|
=O(
ρ
−n)
, withρ
:=ea2.Onecanthereforeuseconformalmapstomoveequidistantnodesandstillretainrapidconvergence.
Oneideaistousethemapsforpolynomialinterpolationappropriatelymodifiedinordertomakethemperiodic[3].For instance,themapbyKosloff andTal-Ezer[19]
g
(
x)
=arcsin(
α
x)
/arcsin(
α
)
, 0 <α
<1, (5) becomes[3] g(
θ
)
=2arccos arcsin(
α
cos(
θ
/2))
arcsin(
α
)
, 0<α
<1, (6)whiletheoneofBaylissandTurkel[7] g
(
x)
=β
+ 1α
tan(
λ
(
x−μ
))
(7) becomes g(
θ
)
=2arccosβ
+1α
tan(
λ
(
cos(
θ
/2)
−μ
))
, (8)withthefollowingparameters
μ
andλ
:λ
=γ
+η
2 ,
μ
=γ
−η
γ
+η
,γ
=arctan(
α
(
1+β
))
,η
=arctan(
α
(
1−β
))
.Weshallusethesetwomapsforcomparisoninthenumericalexamples;forothermapsforthenon–periodiccase,see, e.g.[2,18,22].
3. Aperiodicconformalmap
We shall now introduce the conformal maps which constitute the central part of this work. For z∈C, consider the Möbiustransformation[15]
ha
(
z)
= z+a1+z¯a, with
|
a|
<1. (9)ha mapsthe unit diskonto itself in such a waythat the image ofthe point −ais mapped to 0.Recall that, since ha is
a Möbius transformation,it maps (arcs of) circles to (arcs of) circles. Notice also that the inverse function of ha is h−a . Moreover,ha mapsconnectedsubsetsofCconformallyandleavestheunit circleEinvariant, i.e., mapsitontoitself.The
imageoftheboundarypointeiθ is
eiψ(θ ):=ha
(
eiθ)
= eiθ+a1+eiθ¯a. (10)
ψ
(θ
)istheso–calledboundarycorrespondencefunctionofthemaphafromtheunitdiskontoitself[17];itwillbethebasisofourchangesofvariable.
Letusconsiderareal;ifwewriteeiθ=x+iy,wehavex2 +y2 =1andwecanwriteeiψ( θ) as
eiθ+a 1+eiθa= x+iy+a 1+
(
x+iy)
a= x+2a+a2 x 1+2ax+a2 +i y− a2 y 1+2ax+a2 =ua(
x,y)
+iv
a(
x,y)
.Thepartialderivativeofua(x,y)withrespecttoais
∂
ua(
x,y)
∂
a =(
x2 − 1)(
2a2 − 2)
(
1+2ax+a2)
2 =− y2(
2a2 − 2)
(
1+2ax+a2)
2andispositivewhen0<a<1,whichmeansthatallpointsofEbut± 1movetotheright.Therefore,manyelementsofthe set{eiθ},where
θ
:={
θk
= 2 kπn ,k=0,...,n− 1
}
isthesetoftheequidistantnodes(2),willclusteraround1(seeFig.1).When we consider a complex value ofa such as a=
ρ
eiϕ,ϕ
∈(0, 2π
), many imagesof {eiθ} will cluster around eiϕ,since thisgeneral caseis the rotation of the previous case by the angle
ϕ
. So, ifwe restrict ourselves to the boundary correspondencefunction,theargumentsofthemappedpointsha(eiθ)willclusteraroundϕ
.Fig. 1. Uniform points on the circle and their radii mapped with h a with various values of a = ρ.
3.1. Amapforasinglefront
Ourmapg,then,willbetheboundarycorrespondencefunction,whichweobtainbytakingthelogarithmwithvaluein [0,2
π
)of(10): ga(
θ
)
=−ilog eiθ+a 1+eiθ¯a (11)(sincetheprincipalvalueofthelogarithmliesin
(
−π
,π
],wemustchooseanotherbranch).Ingeneralwehavega(0)=0,inwhichcase,sincethefunctionisperiodic,we considerthefunction ga
(
φ
)
:=ga(
φ
+γ
)
foraconstant
γ
suchthat ga(
0)
=0.We can now use these new pointsto interpolate a function with the barycentric trigonometric interpolant and take advantageofTheorem1.Inthepresentwork,wewishtoconstructan exponentiallyconvergentapproximantofafunction fofwhichweknowthatithasafrontat
θ
=ϕ
.Wedothisbychoosingaρ
ina=ρ
eiϕsuch thattheinterpolationpointsθ
clusteraroundϕ
andapplyingthebarycentricrationalinterpolant(3)forφ
:=ga(θ
)insteadofθ
.3.2. Multiplefronts
Incasethefunctionfhasseveralfronts,weneedtoconstructaconformalmapthataccumulatesthepointsaroundallthe locationsofthefronts.As proposedin[12],we considertheinversefunctionsg−1 q withparameters
ρq
,ϕq
,forq=1,...,J,onegqforeachfront,andwedefinethemap ¯g−1 as
¯g−1
(
φ
)
=1 J J q=1 g−1 q(
φ
)
; (12)¯gwillcluster thenodes aroundthe variousfronts.Sincethe latterlie atthe (known)points
ϕq
,we wantto chooseρq
such thataq=ρq
eiϕq areadequateparametersin ¯g(
θ
)
.Wehave 1 J J q=1 −ilog
eiφ− a q 1− eiφa¯ k =θ
J k=1 eiφ− a k 1− eiφa¯k =eJiθ, (13) or J k=1 eiφ− a k − eJiθ J k=1 1− eiφa¯ k =0. (14)Settingz:=eiφ,wehavetofindthezeroofapolynomialofdegreelessthanorequaltoJforeveryvalueof
φ
atwhich weneedthatofθ
,inparticularforeachoftheninterpolationpoints.However, inthecaseoftwofronts wecancompute theinversefunction analytically.Indeed,letusconsidera=
ρ
1 eiϕ1andb=
ρ
2 eiϕ2,theparametersofthefunctionsg−11 andg−1 2 ,respectively.(13)becomes
eiφ− a 1− eiφa eiφ− b 1− eiφb =e2 iθ or eiφ− aeiφ− b 1+e2 iφab− eiφa+b =e 2 iθ,whichleadstotheequation
e2 iφ
1− e2 iθ¯a¯b+eiφ(
e2 iθ¯a+¯b)
−(
a+b)
+ab− e2 iθ=0 (15) forφ
.Settingz:=eiφ,thisturnsintoz2
1−e2 iθ¯a¯b+ze2 iθ(
¯a+¯b)
−(
a+b)
+ab− e2 iθ=z2
e−iθ− eiθ¯a¯b+zeiθ(
¯a+¯b)
− e−iθ(
a+b)
+e−iθab− eiθ=z2
e−iθ− eiθ¯a¯b− 2izIme−iθ(
a+b)
+e−iθab− eiθ=0.Thereduceddiscriminantofthisseconddegreeequationforzis
4 =
iIm
e−iθ(
a+b)
2 +e−iθ− eiθ¯a¯beiθ− e−iθab=
eiθ− e−iθab2− Im
e−iθ(
a+b)
2 andthesolutionsarez1 ,2
(
θ
)
= iIme−iθ(
a+b)
±(
4)
1 /2 e−iθ− eiθ¯a¯b . But z1(
θ
+π
)
=−i Ime−iθ(
a+b)
+(
4)
1 /2−e−iθ+eiθ¯a¯b =
iIm
e−iθ(
a+b)
−(
4)
1 /2e−iθ− eiθ¯a¯b =z2
(
θ
)
,sothatthesolutionisuniqueuptoatranslation;translatingittohavetheimageof0in0,wehave
φ
=−ilogz1(
θ
)
. (16)Onecould alsoobtainanalyticalmapsforthecasesofthreeandfourfronts,butthisrequirestheuseofmoreinvolved formulas such as that of Cardano for the third degree equation and even more complicatedones for the fourthdegree equation;moreover,astableimplementationofsuchformulasrequirescare.
4. Numericalexamples
4.1.Onefrontfunction
WehavefirstconsideredafunctionsimilartothatofExample1in[11],butmodifieditinordertomakeitperiodic, f1
(
θ
)
=e1 /(sin (θ+ π )+1 .5)+cos(
4(
sin(
θ
+π
)
+0.5))
+erf(
δ
(
sin(
θ
+π
)
+1))
erf
(
δ
)
,Fig. 2. Left: an example with the function f 1 ; Right: various point sets.
Table 1
Error with the function f 1 with = 10 4 .
n Equi KT BT BRT
10 5.7201e-01 5.7295e-01 (0.05) 3.7049e-01 (3.05) 4.5603e-01 (0.04) 20 4.3166e-01 4.3332e-01 (0.05) 5.0872e-01 (11.30) 3.5469e-02 (0.40) 40 6.0408e-02 5.0592e-02 (0.99) 6.0059e-02 (2.05) 2.0856e-03 (0.46) 80 4.9557e-03 5.0356e-03 (0.05) 1.3034e-02 (2.05) 5.8500e-07 (0.51) 160 4.5164e-05 4.2683e-05 (0.86) 3.1541e-03 (2.05) 1.9540e-14 (0.54) 320 1.1680e-10 1.1921e-10 (0.47) 7.8051e-04 (2.05) 1.7764e-14 (0.62)
Table 2
Error with the function f 1 with = 10 6 .
n Equi KT BT BRT
15 9.6326e-01 5.9939e-01 (0.92) 4.8577e-01 (3.60) 4.6128e-01 (0.52) 30 9.9971e-01 5.1234e-01 (0.59) 4.2361e-01 (3.05) 2.0320e-01 (0.56) 60 4.7472e-01 4.6612e-01 (0.94) 5.7724e-02 (3.05) 3.9628e-03 (0.63) 120 8.5163e-02 7.9048e-02 (0.94) 9.1171e-03 (2.75) 5.2002e-06 (0.68) 240 9.2787e-03 8.0863e-03 (0.94) 1.4085e-03 (2.05) 1.2257e-13 (0.70) 480 6.2903e-05 5.4821e-05 (0.20) 3.4604e-04 (2.05) 4.1744e-14 (0.51)
with
δ
=√0.5for a parameter
which characterizes the steepness off1 . Here we have computed withthe two cases
=104 and
=106 .Thefrontofthisfunctionisin
θ
= π2 ,asmaybeseeninFig.2.Toestimatetheerrorweconsidered2000uniformlyspacedpointsin[0,2
π
]andwecomputedthemaximumdifference betweentheinterpolantandthefunctioninthesepoints.InTables1and2wemadeacomparisonusingvariouskindsofpoints.Thefirstsetofpointswerenequidistantpoints in[0,2
π
).Weusedthemap(6)derivedfromthatofKosloff andTal-Ezer(KTinthetable)andthatofBaylissandTurkel (8)(BTinthetable):asparameterα
wechosethebestvalues(writteninparenthesesinthetables)throughatrialanderror methodwithinthe sets[0.05:0.01:0.99]and[2.05:0.05:15],respectively;asparameterβ
inBayliss andTurkelwe took thevalueforwhichthemapclustersthepointsatthefrontπ
/2,i.e.,β
=1/√2.Sincein[7,11]theresultsdidnotnoticably dependonaperturbationoftheparameterβ
aboutthelocationofthefront,werefrainedfromtryingothervalues.Forthe lastcolumnweusedthemap(11)presentedabove(BRT—for“barycentricrationaltrigonometric”—inthetables),wherewe chose thebestρ
within theset [0: 0.01:0.99].(Onecould gofurther byestimatingan optimalρ
,inthespirit of[7],or numericallyoptimizeit,asin[11],butouraimhereisonlytodemonstratetheeffectivenessoftheproposedmapinsome situations.)Forthesamereasonasforβ
above,wefixedρ
asthelocationofthefront.The approximate squaring of the error when N is doubled reflects the exponential decay of the error predicted by Theorem1.
The reasonwhythe map (8)does not leadto exponential convergenceis that its construction doesnot provide con-formality.Indeed,g
(
0)
=0inview ofthefactorsin(θ
/2)intheinnerderivative;andan analyticfunctionwithvanishing derivativeisnotconformal[1,p.133].Fig. 3. The two test functions.
Table 3
Error with the function f 2 .
n Equi BT BRT
60 4.7774e-01 3.6941e-02 (13.3) 2.1843e-02 (0.77) 120 8.6081e-02 5.3467e-03 (12.7) 9.8636e-05 (0.79) 240 9.3970e-03 5.7084e-04 (6.00) 1.5925e-09 (0.79) 480 6.3819e-05 2.7993e-05 (2.05) 6.6613e-14 (0.74)
Table 4
Error with the function f 3 .
n Equi BT BRT
35 1.1156e + 00 3.0810e-01 (12.35) 1.9638e-02 (0.90) 70 7.3624e-01 1.0701e-01 (13.70) 1.0129e-03 (0.87) 140 1.9318e-01 8.6162e-03 (14.65) 2.0570e-06 (0.86) 280 2.2589e-02 2.1048e-04 (10.10) 1.9059e-12 (0.85) 560 2.8214e-04 3.0953e-05 (2.80) 9.7700e-15 (0.89)
4.2.Twofrontsfunction
Asanexampleofafunctionwithtwofrontswehaveconsideredamodificationoff1 : f2
(
θ
)
=e1 /(sin (θ+ π2)+1 .6)+cosπ
sinθ
+π
2 +0.5+erf(
δ
(
sin(
θ
+π3)
+1))
erf(
δ
)
+ erf(
δ
(
sin(
θ
+6 π 5)
+1))
erf(
δ
)
,with
δ
=√0.5,and
=106 ;thisfunctionhasonefrontin
θ
1 =7 6π
andanotherinθ
2 = 10 3π
. Thefunction f3(
θ
)
=tanh 50cosθ
+π
3 ,hastwofrontsaswell,respectivelyin
θ
1 =π6 andθ
2 =7 6π
. Thetestfunctionsf2 andf3 areplottedinFig.3.As forf1 ,weperformedatrialan errorsearch fortheparameterofthemap(16),inthesamesetasforf1 andsetting thesame
ρ
forbothfronts,asthesameparameterδ
isusedinthetwoerf–functionsinf2 andthesamevalue50multiplies thetwozerovaluesofthecosineinf3 .In Tables 3and4,we display acomparisonwiththe equidistantnodesandwiththe periodicBayliss andTurkelmap withthesamevalue oftheparameter
α
forthetwofronts,chosen witha trialanderrorinthesamesetasforf1 .Again, theβ
–valuesarethecosinesofhalftheabscissaeofthefronts.Sincewedonothaveanexplicitformulafortheinverseof thismapwithmultiplefronts,weapproximatedtheφk
bymeansofthefunctionfsolveinMATLAB,i.e.,asthevalueswhich solvetheequation ¯g−1(
φ
)
=θ
, where ¯g−1 is thefunctionin(12)withJ=2andg−1 q theinverseoftheBaylissandTurkel map.5. Conclusions
Inthisworkwehaveintroduced aperiodicconformal mapforshiftingnodesontheintervalofinterpolationwiththe purposeofapproximatingperiodicfunctionswithfronts.Ourexperimentsdemonstratethatthesuggestedmapindeedleads to exponentially convergent barycentric rationaltrigonometric interpolants, as to be expectedfrom the theorem by Bal-tensperger. Suchan exponential convergenceis fasterthananypower of1/n,in other wordsspectral. Inthe caseoftwo frontswehaveananalyticalformulaanddonotneedtonumericallysolveanequationforeverypoint,aswithothermaps suggestedintheliterature.Inmanycasesthisleadstoanenormoussavingofcomputation.Whenmorethantwofrontsare present,wemerelyhavetosolveapolynomialequationofcorrespondingdegreeforeverynode.
Acknowledgement
TheauthorsthankRichardBaltenspergerandarefereefortheircomments,whichhaveimprovedthepresentwork.
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