Deterministic and random approximation by the combination of algebraic polynomials and trigonometric polynomials
Abstract Fourier approximation plays a key role in qualitative theory of deterministic and random differential equations. In this paper, we will develop a new approximation tool. For an m m -order differentiable function f f on [ 0 , 1 0,1 ], we will construct an m m -degree algebraic polynomial P m {P}_{m} depending on values of f f and its derivatives at ends of [ 0 , 1 0,1 ] such that the Fourier coefficients of R m = f − P m {R}_{m}=f-{P}_{m} decay fast. Since the partial sum of Fourier series R m {R}_{m} is a trigonometric polynomial, we can reconstruct the function f f well by the combination of a polynomial and a trigonometric polynomial. Moreover, we will extend these results to the case of random processes.