Exponential node clustering at singularities for rational approximation, quadrature, and PDEs

Rational approximations of functions with singularities can converge at a root-exponential rate if the poles are exponentially clustered. We begin by reviewing this effect in minimax, least-squares, and AAA approximations on intervals and complex domains, conformal mapping, and the numerical solutio...

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Veröffentlicht in:Numerische Mathematik 2021-01, Vol.147 (1), p.227-254
Hauptverfasser: Trefethen, Lloyd N., Nakatsukasa, Yuji, Weideman, J. A. C.
Format: Artikel
Sprache:eng
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Zusammenfassung:Rational approximations of functions with singularities can converge at a root-exponential rate if the poles are exponentially clustered. We begin by reviewing this effect in minimax, least-squares, and AAA approximations on intervals and complex domains, conformal mapping, and the numerical solution of Laplace, Helmholtz, and biharmonic equations by the “lightning” method. Extensive and wide-ranging numerical experiments are involved. We then present further experiments giving evidence that in all of these applications, it is advantageous to use exponential clustering whose density on a logarithmic scale is not uniform but tapers off linearly to zero near the singularity. We propose a theoretical model of the tapering effect based on the Hermite contour integral and potential theory, which suggests that tapering doubles the rate of convergence. Finally we show that related mathematics applies to the relationship between exponential (not tapered) and doubly exponential (tapered) quadrature formulas. Here it is the Gauss–Takahasi–Mori contour integral that comes into play.
ISSN:0029-599X
0945-3245
DOI:10.1007/s00211-020-01168-2