Recovering Exponential Accuracy in Fourier Spectral Methods Involving Piecewise Smooth Functions with Unbounded Derivative Singularities

Abstract

Fourier spectral methods achieve exponential accuracy both on the approximation level and for solving partial differential equations, if the solution is analytic. If the solution is discontinuous but piecewise analytic up to the discontinuities, Fourier spectral methods produce poor pointwise accuracy, but still maintain exponential accuracy after post-processing (Gottlieb and Shu in SIAM Rev 30:644---668, 1997) . In Chen and Shu (J Comput Appl Math 265:83---95, 2014), an extended technique is provided to recover exponential accuracy for functions which have end-point singularities, from the knowledge of point values on standard collocation points. In this paper, we develop a technique to recover exponential accuracy from the first $$N$$N Fourier coefficients of functions which are analytic in the open interval but have unbounded derivative singularities at end points. With this post-processing method, we are able to obtain exponential accuracy of spectral methods applied to linear transport equations involving such functions.