Trigonometric Interpolation and Quadrature in Perturbed Points

Abstract

The trigonometric interpolants to a periodic function $f$ in equispaced points converge if $f$ is Dini-continuous, and the associated quadrature formula, the trapezoidal rule, converges if $f$ is continuous. What if the points are perturbed? With equispaced grid spacing $h$, let each point be perturbed by an arbitrary amount $\le \alpha h$, where $\alpha \in [0,1/2)$ is a fixed constant. The Kadec 1/4 theorem of sampling theory suggests there may be be trouble for $\alpha \ge 1/4$. We show that convergence of both the interpolants and the quadrature estimates is guaranteed for all $\alpha <1/2$ if $f$ is twice continuously differentiable, with the convergence rate depending on the smoothness of $f$. More precisely it is enough for $f$ to have $4\alpha$ derivatives in a certain sense, and we conjecture that $2\alpha$ derivatives is enough. Connections with the Fejér--Kalmár theorem are discussed.

Cited by in corpus (1)

• A nonuniform fast Fourier transform based on low rank approximation