Fourier Interpolation and Zero-Padding in the Middle
Let \(f\) be a function that you want to interpolate on the interval \([0, 1]\). Let \(k\) be some number of points. Say you know the values of \(f_i=f(i/k)\) for \(i=0, \dots, k-1\). If you knew that \(f\) were periodic with period \(1\), or in general if you knew that \(f\) decomposed into a sum of sinusoids with low frequencies, how might you leverage that knowledge to estimate \(f_{i+1/2}=f((i+1/2)/k)\)? (I’m assuming that the interpolation you have in mind exactly doubles the density of the grid. If you want to interpolate even more points, just repeat your procedure.)