On the convergence rate of a modified Fourier series

The rate of convergence for an orthogonal series that is a minor modification of the Fourier series is proved. This series converges pointwise at a faster rate than the Fourier series for nonperiodic functions. We present the error as an asymptotic expansion, where the lowest term in this expansion is of asymptotic order two. Subtracting out the terms from this expansion allows us to increase the order of convergence, though the terms of this expansion depend on derivatives. Alternatively, we can employ extrapolation methods which achieve higher convergence rates using only the coefficients of the series. We also present a method for the efficient computation of the coefficients in the series.

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