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Detecting derivative discontinuity locations in piecewise continuous functions from Fourier spectral data

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Abstract

We present a method that uses Fourier spectral data to locate jump discontinuities in the first derivatives of functions that are continuous with piecewise smooth derivatives. Since Fourier spectral methods yield strong oscillations near jump discontinuities, it is often difficult to distinguish true discontinuities from artificial oscillations. In this paper we show that by incorporating a local difference method into the global derivative jump function approximation, we can reduce oscillations near the derivative jump discontinuities without losing the ability to locate them. We also present an algorithm that successfully locates both simple and derivative jump discontinuities.

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Correspondence to Anne Gelb.

Additional information

This work was partially supported by NSF grants CNS 0324957 and DMS 0510813, and NIH grant EB 02553301 (AG).

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Cates, D., Gelb, A. Detecting derivative discontinuity locations in piecewise continuous functions from Fourier spectral data. Numer Algor 46, 59–84 (2007). https://doi.org/10.1007/s11075-007-9127-x

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