Sobolev smoothing of SVD-based Fourier continuations

A method for calculating Sobolev smoothed Fourier continuations is presented. The method is based on the recently introduced singular value decomposition based Fourier continuation approach. This approach allows for highly accurate Fourier series approximations of non-periodic functions. These super-algebraically convergent approximations can be highly oscillatory in an extended region, contaminating the Fourier coefficients. It is shown that through solving a subsequent least squares problem, a Fourier continuation can be produced which has been dramatically smoothed in that the Fourier coefficients exhibit a prescribed rate of decay as the wave number increases. While the smoothing procedure has no significant negative effect on the accuracy of the Fourier series approximation, in some situations the smoothed continuations can actually yield increased accuracy in the approximation of the function and its derivatives.