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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Main Authors: Trefethen, LN, Nakatsukasa, Y, Weideman, JAC
Format: Journal article
Language:English
Published: Springer 2021
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author Trefethen, LN
Nakatsukasa, Y
Weideman, JAC
author_facet Trefethen, LN
Nakatsukasa, Y
Weideman, JAC
author_sort Trefethen, LN
collection OXFORD
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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spelling oxford-uuid:a1c8c44e-1ff6-4b57-9e4d-b688dc93de532022-03-27T02:15:39ZExponential node clustering at singularities for rational approximation, quadrature, and PDEsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:a1c8c44e-1ff6-4b57-9e4d-b688dc93de53EnglishSymplectic ElementsSpringer2021Trefethen, LNNakatsukasa, YWeideman, JACRational 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.
spellingShingle Trefethen, LN
Nakatsukasa, Y
Weideman, JAC
Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title_full Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title_fullStr Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title_full_unstemmed Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title_short Exponential node clustering at singularities for rational approximation, quadrature, and PDEs
title_sort exponential node clustering at singularities for rational approximation quadrature and pdes
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AT nakatsukasay exponentialnodeclusteringatsingularitiesforrationalapproximationquadratureandpdes
AT weidemanjac exponentialnodeclusteringatsingularitiesforrationalapproximationquadratureandpdes