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Unequally spaced fast Fourier transforms and their applications


Speaker: Gregory Beylkin, Dept. of Applied Math., University of Colorado at Boulder
Location: 693 Kerr
Start time: Fri, May 19 2000, 10:00AM

The Fast Fourier Transform (FFT) algorithm of Cooley and Tukey requires sampling on an equally spaced grid which proves to be a significant limitation in many applications (e.g. for computing Fourier integrals and/or Fourier series). Unequally Spaced Fast Fourier Transforms (USFFTs) are algorithms which overcome this limitation. We explain estimates behind USFFT and illustrate performance of the algorithms. Once we have at our disposal USFFT algorithms, we describe (time permitting) one or more applications where these transforms are used to achieve accuracy and speed. Examples include Fast Radon Transform, fast trigonometric interpolation of measured wave fields, and pseudospectral methods for PDEs.