Numerical Solution for the Extrapolation Problem of Analytic Functions

In this work, a numerical solution for the extrapolation problem of a discrete set of n values of an unknown analytic function is developed. The proposed method is based on a novel numerical scheme for the rapid calculation of higher order derivatives, exhibiting high accuracy, with error magnitude...

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Bibliographic Details
Main Author: Nikolaos P. Bakas
Format: Article
Language:English
Published: American Association for the Advancement of Science (AAAS) 2019-01-01
Series:Research
Online Access:http://dx.doi.org/10.34133/2019/3903187
Description
Summary:In this work, a numerical solution for the extrapolation problem of a discrete set of n values of an unknown analytic function is developed. The proposed method is based on a novel numerical scheme for the rapid calculation of higher order derivatives, exhibiting high accuracy, with error magnitude of O(10−100) or less. A variety of integrated radial basis functions are utilized for the solution, as well as variable precision arithmetic for the calculations. Multiple alterations in the function’s direction, with no curvature or periodicity information specified, are efficiently foreseen. Interestingly, the proposed procedure can be extended in multiple dimensions. The attained extrapolation spans are greater than two times the given domain length. The significance of the approximation errors is comprehensively analyzed and reported, for 5832 test cases.
ISSN:2639-5274