Modifications on the Singular Pade-Chebyshev Approximation

Modifications on the Singular Pade-Chebyshev

Approximation

Ma. Cristina Bargo Arnel Tampos

Jose Ernie Lope

Institute of Mathematics
University of the Philippines Diliman

2008 Annual MSP Convention

NISMED, UP Diliman
May 24, 2008
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Outline

1 Introduction

2 Detection of Jumps

3 Examples

4 Future Work
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Preliminaries

Driscoll and Fornberg [1] → Singular Fourier Pade (SFP)

Tampos and Lope → Singular Pade Chebyshev (SPC)
Better than Pade approximants (Kaber and Maday [3])
Limitations:
jump locations?
Fourier/Chebyshev coefficients?
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Some Definitions

Chebyshev polynomials: Tk (x) = cos (kθ), where x = cos θ

→ orthogonal in L2ω [−1, 1] under the inner product
´1
− 1
hu, viω = −1 u (x) v (x) ω (x) dx, where ω (x) = 1 − x2 2
∞
c0 X
f (x) = + ck Tk (x), where
2
k=1
ˆ 1
2 2
ck = f (x) Tk (x) ω (x) dx = hf, Tk iω
π −1 π
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Some Definitions
Given a function f (x) ∈ L2ω [−1, 1], we define the following
approximants:

Chebyshev
N
X
f (x) ≈ P (x) = ck Tk (x)
k=0

Pade-Chebyshev
N
X
pk Tk (x)
P (x)
f (x) ≈ = k=0
M
Q (x) X
qk Tk (x)
k=0
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Some Definitions
Given a function f (x) ∈ L2ω [−1, 1], we define the following
approximants:

Chebyshev
N
X
f (x) ≈ P (x) = ck Tk (x)
k=0

Pade-Chebyshev
N
X
pk Tk (x)
P (x)
f (x) ≈ = k=0
M
Q (x) X
qk Tk (x)
k=0
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Some Definitions
Given a function f (x) ∈ L2ω [−1, 1], we define the following
approximants:

Chebyshev
N
X
f (x) ≈ P (x) = ck Tk (x)
k=0

Pade-Chebyshev
N
X
pk Tk (x)
P (x)
f (x) ≈ = k=0
M
Q (x) X
qk Tk (x)
k=0
Modifications on the Singular Pade-Chebyshev Approximation
Introduction

Some Definitions

Singular Pade-Chebyshev

s  
X z
P (x) + Rj (x) log 1 −
ζj
j=1
f (x) ≈
Q (x)
 
N s Rj  
X X X (j) z
pk Tk (x) +  rk Tk (x) log 1 −

ζj
k=0 j=1 k=0
= M
X
qk Tk (x)
k=0

where s is the number of jumps, and ζ1 , . . . , ζs are the jump

locations.
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Outline

1 Introduction

2 Detection of Jumps

3 Examples

4 Future Work
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Detection of Jumps

Proposed by Gelb and Tadmor [2]

Given: Jacobi coefficients of the f (x)
Find: [f ] (x) := f (x+ ) − f (x− ) (the magnitude of the jump)
Approximate the jump: concentration kernels K (·)

K ∗ f (x) = [f ] (x) + O ()

 → 0, then K ∗ f → [f ]
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Detection of Jumps

Chebyshev case: (Let SN = truncated Chebyshev expansion)

 √ 
 π 1 − x2  log N
SN (f )0 (x) − [f ] (x) ≤ Const. ,
 
N N

 
x ∈ (−1, 1)
√
Note: K ∗ f (x) = π 1−x2
N SN (f )0 (x)
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Examples
Chebyshev Kernel for Sign Function: N = 40 Chebyshev Kernel for the Sawtooth Function: N = 40
2 1

0.5
1.5

0
1

−0.5

0.5
−1

0
−1.5

−0.5 −2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Chebyshev Kernel for the Box Function: N = 40

1

0.8

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.5 0 0.5 1
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Nonlinear Enhancement

Pinpoint finitely many edges

p
(
K ∗ f (x) , if − 2 |K ∗ f (x)|p > Jcrit
K,J [f ] (x) =
0, otherwise

Increase p → enhances separation between the vanishing scale

at smooth areas and growing scale at jumps
Jcrit → eliminates ’small’ jumps
Usually, p = 2 and Jcrit = 5
Modifications on the Singular Pade-Chebyshev Approximation
Detection of Jumps

Examples
Chebyshev Kernel for Sign Function: N = 40 Chebyshev Kernel for the Sawtooth Function: N = 40
2 0

1.8 −0.2

1.6 −0.4

1.4 −0.6

1.2 −0.8

1 −1

0.8 −1.2

0.6 −1.4

0.4 −1.6

0.2 −1.8

0 −2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Chebyshev Kernel for the Box Function: N = 40

1

0.8

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.5 0 0.5 1
Modifications on the Singular Pade-Chebyshev Approximation
Examples

Outline

1 Introduction

2 Detection of Jumps

3 Examples

4 Future Work
Modifications on the Singular Pade-Chebyshev Approximation
Examples

Test Functions

Identity (continuous)
Sign (jump at x = 0)
Sawtooth (jump at x = 0)
Box (two jumps)
Absolute Value (first-order jump at x = 0)
Modifications on the Singular Pade-Chebyshev Approximation
Examples

The Identity Function

SPC Approximation to the Identity Function
1
true
0.8
N = 10
0.6 N = 20
N = 40
0.4 N = 80
N = 160
0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.5 0 0.5 1

Figure: SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

The Sign Function


1,
 x>0
y = 0, x=0

−1, x < 0


Table: Jump Locations

N Jump Locations
10 1.2336 × 10−17
20 2.2204 × 10−17
40 0
80 0
160 0
Modifications on the Singular Pade-Chebyshev Approximation
Examples

SPC Approximation to the Sign Function

1.5

0.5

true
−0.5 N = 10
N = 20
N = 40
−1 N = 80
N = 160

−1.5
−1 −0.5 0 0.5 1

Figure: SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Modified SPC Approximation to the Sign Function

1.5

0.5

−0.5 true
N = 10
N = 20
−1 N = 40
N = 80
N = 160
−1.5
−1 −0.5 0 0.5 1

Figure: Modified SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Log Error of SPC Approximation Log Error of Modified SPC Approximation

−2 −2
10 10
N = 10 N = 10
N = 20 N = 20
−4 −4
10 N = 40 10 N = 40
N = 80 N = 80
N = 160 N = 160
−6 −6
10 10

−8 −8
10 10

−10 −10
10 10

−12 −12
10 10

−14 −14
10 10

−16 −16
10 10
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Error, SPC and Modified SPC

Modifications on the Singular Pade-Chebyshev Approximation
Examples

The Sawtooth Function


x − 1, x > 0

y = 0, x=0

x + 1, x < 0


Table: Jump Locations

N Jump Locations
10 3.1721 × 10−17
20 2.2204 × 10−17
40 0
80 0
160 0
Modifications on the Singular Pade-Chebyshev Approximation
Examples

SPC Approximation to the Sawtooth Function

1
true
0.8 N = 10
N = 20
0.6 N = 40
N = 80
0.4 N = 160

0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.5 0 0.5 1

Figure: SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Modified SPC Approximation to the Sawtooth Function

1
true
0.8 N = 10
N = 20
0.6 N = 40
N = 80
0.4 N = 160

0.2

−0.2

−0.4

−0.6

−0.8

−1
−1 −0.5 0 0.5 1

Figure: Modified SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Log Error of SPC Approximation Log Error of Modified SPC Approximation

−2 −2
10 10
N = 10 N = 10
−4 N = 20 −4 N = 20
10 10
N = 40 N = 40
N = 80 N = 80
−6 −6
10 N = 160 10 N = 160

−8 −8
10 10

−10 −10
10 10

−12 −12
10 10

−14 −14
10 10

−16 −16
10 10

−18 −18
10 10
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Error, SPC and Modified SPC

Modifications on the Singular Pade-Chebyshev Approximation
Examples

The Box Function

(
1, x ∈ (−0.3, 0.5)
y=
0, otherwise

Table: Jump Locations

N Jump Locations
10  none 
20  −0.2970 0.5050 
40  −0.2970 0.5050 
80  −0.2970 0.4950 
160 −0.3069 0.5050
Modifications on the Singular Pade-Chebyshev Approximation
Examples

SPC Approximation to the Box Function

1.2
true
1 N = 10
N = 20
N = 40
0.8 N = 80
N = 160

0.6

0.4

0.2

−0.2
−1 −0.5 0 0.5 1

Figure: SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Modified SPC Approximation to the Box Function

1.6
true
1.4
N = 10
N = 20
1.2
N = 40
1 N = 80
N = 160
0.8

0.6

0.4

0.2

−0.2

−0.4
−1 −0.5 0 0.5 1

Figure: Modified SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Log Error of SPC Approximation Log Error of Modified SPC Approximation

−1 1
10 10
N = 10 N = 10
N = 20 N = 20
0
−2 N = 40 10
10 N = 40
N = 80
N = 160 N = 80
−1
10 N = 160
−3
10
−2
10
−4
10
−3
10
−5
10
−4
10

−6
10 −5
10

−7 −6
10 10
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Error, SPC and Modified SPC

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Modified SPC Approximation to the Box Function Modified SPC Approximation to the Box Function
3 1.2
true
2.5 N = 10
1
N = 20
2 N = 40
N = 80 0.8
1.5 N = 160

1 0.6

0.5 0.4

0
0.2
−0.5

0
−1

−1.5 −0.2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Number of nodes = 2001

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Log Error of SPC Approximation Log Error of Modified SPC Approximation

−1 2
10 10

−2
10 0
10

−3
10
−2
10
−4
10
−4
10
−5
10
−6
10
−6
10 N = 10 N = 10
N = 20 N = 20
−8
−7 N = 40 10 N = 40
10
N = 80 N = 80
N= 160 N = 160
−8 −10
10 10
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Log Error, SPC and Modified SPC (2001 nodes)

Modifications on the Singular Pade-Chebyshev Approximation
Examples

The Absolute Value Function

(
x, x≥0
y = |x| =
−x, x < 0

Jump on the first derivative (x = 0)

Table: Jump Locations of the Derivative

N Jump Locations
10 1.2336 × 10−17
20 2.2204 × 10−17
40 0
80 0
160 0
Modifications on the Singular Pade-Chebyshev Approximation
Examples

SPC Approximation to the Absolute Value Function

1

0.9

0.8

0.7

0.6

0.5

0.4
true
0.3 N = 10
N = 20
0.2
N = 40
0.1 N = 80
N = 160
0
−1 −0.5 0 0.5 1

Figure: SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

SPC Approximation to the Absolute Value Function

60
true
N = 10
50
N = 20
N = 40
40 N = 80
N = 160

30

20

10

−10

−20
−1 −0.5 0 0.5 1

Figure: Modified SPC Approximation

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Modified SPC Approximation to the Absolute Value Function

1

0.9

0.8

0.7

0.6

0.5

0.4
true
0.3
N = 10
N = 20
0.2
N = 40
0.1 N = 80
N = 160
0
−1 −0.5 0 0.5 1

Figure: Modified SPC Approximation (derivative)

Modifications on the Singular Pade-Chebyshev Approximation
Examples

Log Error of SPC Approximation Log Error of Modified SPC Approximation

−2 −2
10 10
N = 10 N = 10
−3
N = 20 −3 N = 20
10 10
N = 40
N = 40
N = 80
−4 N = 80 −4
N = 160
10 10
N = 160
−5 −5
10 10

−6 −6
10 10

−7 −7
10 10

−8 −8
10 10

−9 −9
10 10

−10 −10
10 10
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Error, SPC and Modified SPC (derivative)

Modifications on the Singular Pade-Chebyshev Approximation
Future Work

Outline

1 Introduction

2 Detection of Jumps

3 Examples

4 Future Work
Modifications on the Singular Pade-Chebyshev Approximation
Future Work

Future Work

Fourier/Chebyshev coefficients
unknown→Chebyshev-Gauss-Lobatto
N
c0 X
f (x) ≈ + ck Tk (x)
2
k=1

1

!
π k− 2
where xi = cos , i = 1, 2, . . . , N + 1 and
N

N +1
2 X
ck = f (xi ) Tk (xi )
N
i=1
Modifications on the Singular Pade-Chebyshev Approximation

References

T.A. Driscoll and B. Fornberg. A Pade-Based Algorithm for

Overcoming the Gibbs Phenomenon. Numerical Algorithms,
26(1):77-92, 2001.
A. Gelb and E. Tadmor. Detection of Edges in Spectral Data II:
Nonlinear Enhancement. SIAM J. Num. Anal.,
38(4):1389-1408, 2000.
S.M. Kaber and Y. Maday. Analysis of some Pade-Chebyshev
Approximants. SIAM J. Num. Anal., 43(1):437-454, 2005.
Modifications on the Singular Pade-Chebyshev Approximation

The End
Modifications on the Singular Pade-Chebyshev Approximation

Modified SPC Approximation to the Sign Function Modified SPC Approximation to the Sign Function
2 3
true
2.5 N = 10
1.5
N = 20
2 N = 40
1 N = 80
1.5 N = 160

0.5
1

0 0.5

0
−0.5
true
N = 10 −0.5
−1 N = 20
N = 40 −1
−1.5 N = 80
−1.5
N = 160
−2 −2
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Sign Function

Modifications on the Singular Pade-Chebyshev Approximation

Modified SPC Approximation to the Sawtooth Function Modified SPC Approximation to the Sawtooth Function
2.5 20
true true
2 N = 10 15 N = 10
N = 20 N = 20
1.5 N = 40 N = 40
N = 80 10 N = 80
1 N = 160 N = 160
5
0.5
0
0
−5
−0.5
−10
−1
−15
−1.5

−2 −20

−2.5 −25
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Sawtooth Function

Modifications on the Singular Pade-Chebyshev Approximation

Modified SPC Approximation to the Box Function Modified SPC Approximation to the Box Function
3 20

2 15

1 10

0 5

−1 0

−2 −5

−3 −10
true true
−4 N = 10 −15
N = 10
N = 20 N = 20
−5 −20
N = 40 N = 40
N = 80 N = 80
−6 −25
N = 160 N = 160
−7 −30
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Box Function

Modifications on the Singular Pade-Chebyshev Approximation

Modified SPC Approximation to the Absolute Value Function Modified SPC Approximation to the Absolute Value Function
1.2 1.2

1 1

0.8 0.8

0.6 0.6

0.4 0.4

0.2 0.2
true true
N = 10 N = 10
0 0
N = 20 N = 20
N = 40 N = 40
−0.2 N = 80 −0.2 N = 80
N = 160 N = 160
−0.4 −0.4
−1 −0.5 0 0.5 1 −1 −0.5 0 0.5 1

Figure: Absolute Value Function