Interpolation of a rapidly oscillating function

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Discussion Overview

The discussion revolves around the challenges of interpolating an analytic function F(x,y,z) that exhibits rapid oscillations, particularly as the variable y approaches zero. Participants explore various interpolation methods suitable for handling such behavior in the context of numerical analysis and computational implementation.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant describes the need for interpolation in a phase space where the function F oscillates heavily as y approaches zero, questioning the effectiveness of linear interpolation and considering splines.
  • Another participant suggests mapping the axes through a function that corrects the period to be constant and proposes using a 3D Fourier transform as an alternative interpolation method.
  • A different participant expresses skepticism about the utility of splines for rapid oscillations, referencing the Nyquist-Shannon theorem which limits the ability to extract information beyond the grid's resolution.
  • Further, a participant inquires about the properties of the function F, such as its analytical nature and the characteristics of its oscillations, suggesting that a combination of trigonometric functions and interpolation might yield better results.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the best interpolation method for the rapidly oscillating function. Multiple competing views and suggestions remain, with no clear resolution on the most effective approach.

Contextual Notes

Participants highlight limitations related to the grid's resolution and the nature of the oscillations, indicating that these factors may significantly influence the choice of interpolation method.

CAF123
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I have an analytic function F(x,y,z) and grids in x,y and z. I would like to reproduce the values I get for F at a given x,y and z through carefully interpolating the values given in the grids I have in each of these variables. The problem is that in some part of the x,y,z phase space, namely when y->0, the function F(x,y,z) oscillates very heavily and I am not sure how to tackle the interpolation.

My interpolation routine is in Cpp and, for a good part of my phase space, linear interpolation is OK but for y->0 I see it is not and was thinking of using splines. But, I see only a max 2D spline given in the gsl_library and I am anyway not sure if splines would help here when the function oscillates rapidly.

Thanks in advance for any comments.
 
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What form does the oscillation take?
Map the axes through a function that corrects the period to be a constant.
Consider using a 3D Fourier transform as the interpolator.
 
CAF123 said:
I am anyway not sure if splines would help here when the function oscillates rapidly.
Probably not, you can't extract more information than the grid can encode (oscillations at twice the interval of the grid points by the Nyquist-Shannon theorem).

Below this limit you could extract more accuracy using e.g. https://www.geometrictools.com/GTE/Mathematics/IntpTricubic3.h.
 
Last edited:
Is there some other properties of the function ##F(x,y,z)## that can be used in decision what interpolation would be the best for it
- It is analytical . Does it can be represented in the following form
$$F(x,y,z)=\sum_{n=0}^{\infty} a_n (x-x_0)^n+b_n(y-y_0)^n+c_n(z-z_0)^n$$
- It oscillates. What are features of those oscillations ? ( amplitude, frequency property )
- Why oscillates more when ##y \to 0## ?
Maybe combination of a trigonometric function and an interpolation can describe it better.
 

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