Discrete orthogonal function expansions for non-uniform grids using the fast Fourier transform

Abstract

A technique for applying discrete Fourier series to infinite domains is presented. The technique uses mappings designed to minimize truncation error and can be applied to solve mixed initial boundary value problems among others. The method is alias-free and yields consistent differentiation and integration operators. The mapping-induced truncation error is explicitly expressible and small in nearly all cases of interest. The method is illustrated for three problems involving convection, diffusion, and vortex interaction.