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.
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creator Trefethen, Lloyd N.
Nakatsukasa, Yuji
Weideman, J. A. C.
description 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.
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subjects Approximation
Biharmonic equations
Clustering
Conformal mapping
Contours
Convergence
Integrals
Mathematical analysis
Mathematical and Computational Engineering
Mathematical and Computational Physics
Mathematical Methods in Physics
Mathematics
Mathematics and Statistics
Minimax technique
Numerical Analysis
Numerical and Computational Physics
Potential theory
Quadratures
Simulation
Singularity (mathematics)
Tapering
Theoretical
title Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
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