I am using the Chebyshev spectral differentiation technique that is described concisely under "details" here. The idea is to take the initial data $v_0,v_1\,...,v_N$ and store it in union with itself as the vector $$V = [v_0\,v_1\,...\,v_{N-1}\,v_N\,v_{N-1}\,v_{N-2}\,...\,v_1]^\top$$

From there, the Fourier transform of this vector $V$ is taken. However, for the Fourier transform to provide a good interpolation of the data in $V$, $V$ should be smooth and periodic. Although $V$ is continous and periodic, there is (generally) a discontinuity in its first derivative (around the entries $v_{N-1},v_N,v_{N-1}$). Why, then, is this method of differentiation still so effective?

  • $\begingroup$ The way they arranged the array confused you. It's just packing the data to be able to use U=Re(FFT(V)) later. The more effective would be to use Discrete Cosine Transform. They just followed the recipe from Trefethen, ch. 8. since this is what they can implement in Mathematica easily. $\endgroup$ – Johntra Volta May 9 '13 at 12:16
  • $\begingroup$ Thanks Johntra. I think I may have asked the question too unclearly - I figured out the answer though, and documented it below. $\endgroup$ – Doubt May 9 '13 at 13:14

Ah, I have realized the answer to my own question:

It is important to recognize that the initial data $v_0,...,v_N$ is not stored on a uniform grid, but rather at the Chebyshev points $$ x_j = \cos\frac{\pi j}{N},\qquad j=0,...,N.$$

Now as long as the initial data has a decent polynomial interpolation, then \begin{align} v_j = p(x_j) &= a_0 + a_1x_j + \cdots + a_Nx_j^N \\ &=a_0 + a_1\cos\frac{\pi j}{N} + \cdots + a_N\cos^N\frac{\pi j}{N} \\ &=a_0 + a_1\cos\theta_j + \cdots + a_N\cos^N\theta_j = f(\theta_j) \end{align} where $\theta_j = \pi j/N\in[0,\pi]$ is a uniform grid. Therefore, on the new uniform grid the data is an even function (hence the powers of cosine), and in particular $df/d\theta|_{\theta=0} = 0$. Thus the function can easily be extended to $[-\pi,\pi]$, giving a smooth, even, periodic function with data at uniformly-spaced gridpoints: ripe for the Fourier transform.

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