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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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How well does the Hermite–Padé approximation smooth the Gibbs phenomenon?
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by Bernhard Beckermann, Valeriy Kalyagin, Ana C. Matos and Franck Wielonsky PDF
Math. Comp. 80 (2011), 931-958 Request permission

Abstract:

In order to reduce the Gibbs phenomenon exhibited by the partial Fourier sums of a periodic function $f$, defined on $[-\pi ,\pi ]$, discontinuous at 0,

Driscoll and Fornberg considered so-called singular Fourier-Padé approximants constructed from the Hermite-Padé approximants of the system of functions $(1,g_{1} (z),g_{2} (z))$, where $g_{1} (z)=\log (1-z)$ and $g_{2} (z)$ is analytic, such that $\operatorname {Re}(g_{2} (e^{it}))=f (t)$. Convincing numerical experiments have been obtained by these authors, but no error estimates have been proven so far. In the present paper we study the special case of Nikishin systems and their Hermite-Padé approximants, both theoretically and numerically. We obtain rates of convergence by using orthogonality properties of the functions involved along with results from logarithmic potential theory. In particular, we address the question of how to choose the degrees of the approximants, by considering diagonal and row sequences, as well as linear Hermite-Padé approximants. Our theoretical findings and numerical experiments confirm that these Hermite-Padé approximants are more efficient than the more elementary Padé approximants, particularly around the discontinuity of the goal function $f$.

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Additional Information
  • Bernhard Beckermann
  • Affiliation: Laboratoire Mathématiques, P. Painlevé UMR CNRS 8524, Université de Lille 1, France
  • Email: bbecker@math.univ-lille1.fr
  • Valeriy Kalyagin
  • Affiliation: Higher School of Economics Nizhny Novgorod, Russia
  • Email: kalia@hse.nnov.ru
  • Ana C. Matos
  • Affiliation: Laboratoire Mathématiques, P. Painlevé UMR CNRS 8524, Université de Lille 1, France
  • Email: Ana.Matos@math.univ-lille1.fr
  • Franck Wielonsky
  • Affiliation: Laboratoire Mathématiques, P. Painlevé UMR CNRS 8524, Université de Lille 1, France
  • Email: Franck.Wielonsky@math.univ-lille1.fr
  • Received by editor(s): July 7, 2009
  • Received by editor(s) in revised form: January 15, 2010
  • Published electronically: September 27, 2010
  • Additional Notes: This work was supported by INTAS network NeCCA 03-51-6637 and partly by RFBR 08-01-00179
  • © Copyright 2010 American Mathematical Society
  • Journal: Math. Comp. 80 (2011), 931-958
  • MSC (2010): Primary 41A21, 41A20, 41A28, 42A16, 31C15, 31C20
  • DOI: https://doi.org/10.1090/S0025-5718-2010-02411-1
  • MathSciNet review: 2772102