Filters, mollifiers and the computation of the Gibbs phenomenon

Abstract

We are concerned here with processing discontinuous functions from their spectral information. We focus on two main aspects of processing such piecewise smooth data: detecting the edges of a piecewise smooth f, namely, the location and amplitudes of its discontinuities; and recovering with high accuracy the underlying function in between those edges. If f is a smooth function, say analytic, then classical Fourier projections recover f with exponential accuracy. However, if f contains one or more discontinuities, its global Fourier projections produce spurious Gibbs oscillations which spread throughout the smooth regions, enforcing local loss of resolution and global loss of accuracy. Our aim in the computation of the Gibbs phenomenon is to detect edges and to reconstruct piecewise smooth functions, while regaining the high accuracy encoded in the spectral data.To detect edges, we utilize a general family of edge detectors based on concentration kernels. Each kernel forms an approximate derivative of the delta function, which detects edges by separation of scales. We show how such kernels can be adapted to detect edges with one- and two-dimensional discrete data, with noisy data, and with incomplete spectral information. The main feature is concentration kernels which enable us to convert global spectral moments into local information in physical space. To reconstruct f with high accuracy we discuss novel families of mollifiers and filters. The main feature here is making these mollifiers and filters adapted to the local region of smoothness while increasing their accuracy together with the dimension of the data. These mollifiers and filters form approximate delta functions which are properly parametrized to recover f with (root-) exponential accuracy.