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Computing discrete convolutions with verified accuracy via Banach algebras and the FFT

Jean-Philippe Lessard (2018)

Applications of Mathematics

We introduce a method to compute rigorous component-wise enclosures of discrete convolutions using the fast Fourier transform, the properties of Banach algebras, and interval arithmetic. The purpose of this new approach is to improve the implementation and the applicability of computer-assisted proofs performed in weighed 1 Banach algebras of Fourier/Chebyshev sequences, whose norms are known to be numerically unstable. We introduce some application examples, in particular a rigorous aposteriori...

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