Fourier-informed knot placement schemes for B-spline approximation

Abstract

Fitting B-splines to scientific data is especially challenging when the given data contain noise, jumps, or corners. Here, we describe how periodic data sets with these features can be efficiently approximated with B-splines by analyzing the Fourier spectrum of the data. Our method uses a collection of spectral filters to compute high-order derivatives, smoothed versions of noisy data, and the locations of jump discontinuities. These quantities are then combined to choose knots that capture the qualitative features of the data, leading to accurate B-spline approximations with few knots. The method we introduce is direct and does not require any intermediate B-spline fitting before choosing the final knot distribution. Aside from fast Fourier transforms to transfer to and from Fourier space, the method runs in linear time with very little communication. We assess performance on several test cases in one and two dimensions, including data sets with jump discontinuities and noise. These tests show the method fits discontinuous data without spurious oscillations and remains effective in the presence of noise.