ON THE GIBBS PHENOMENON .5. RECOVERING EXPONENTIAL ACCURACY FROM COLLOCATION POINT VALUES OF A PIECEWISE ANALYTIC-FUNCTION

This paper presents a method to recover exponential accuracy at all points (including at the discontinuities themselves), from the knowledge of an approximation to the interpolation polynomial (or trigonometrical polynomial). We show that if we are given the collocation point values (or a highly accurate approximation) at the Gauss or Gauss-Lobatto points, we can reconstruct an uniform exponentially convergent approximation to the function f(x) in any sub-interval of analyticity. The proof covers the cases of Fourier, Chebyshev, Legendre, and more general Gegenbauer collocation methods. A numerical example is also provided.