Approximation of analytic functions: a method of enhanced convergence
HTML articles powered by AMS MathViewer
- by Oscar P. Bruno and Fernando Reitich PDF
- Math. Comp. 63 (1994), 195-213 Request permission
Abstract:
We deal with a method of enhanced convergence for the approximation of analytic functions. This method introduces conformal transformations in the approximation problems, in order to help extract the values of a given analytic function from its Taylor expansion around a point. An instance of this method, based on the Euler transform, has long been known; recently we introduced more general versions of it in connection with certain problems in wave scattering. In §2 we present a general discussion of this approach. As is known in the case of the Euler transform, conformal transformations can enlarge the region of convergence of power series and can enhance substantially the convergence rates inside the circles of convergence. We show that conformal maps can also produce a rather dramatic improvement in the conditioning of Padé approximation. This improvement, which we discuss theoretically for Stieltjes-type functions, is most notorious in cases of very poorly conditioned Padé problems. In many instances, an application of enhanced convergence in conjunction with Padé approximation leads to results which are many orders of magnitude more accurate than those obtained by either classical Padé approximants or the summation of a truncated enhanced series.References
- George A. Baker Jr., The theory and application of the Padé approximant method, Advances in Theoretical Physics, Vol. 1, Academic Press, New York, 1965, pp. 1–58. MR 0187807
- George A. Baker Jr., J. L. Gammel, and John G. Wills, An investigation of the applicability of the Padé approximant method, J. Math. Anal. Appl. 2 (1961), 405–418. MR 130093, DOI 10.1016/0022-247X(61)90019-1
- George A. Baker Jr. and Peter Graves-Morris, Padé approximants. Part I, Encyclopedia of Mathematics and its Applications, vol. 13, Addison-Wesley Publishing Co., Reading, Mass., 1981. Basic theory; With a foreword by Peter A. Carruthers. MR 635619
- George A. Baker Jr. and Peter Graves-Morris, Padé approximants. Part I, Encyclopedia of Mathematics and its Applications, vol. 13, Addison-Wesley Publishing Co., Reading, Mass., 1981. Basic theory; With a foreword by Peter A. Carruthers. MR 635619
- Claude Brezinski, Procedures for estimating the error in Padé approximation, Math. Comp. 53 (1989), no. 188, 639–648. MR 979935, DOI 10.1090/S0025-5718-1989-0979935-0
- Oscar P. Bruno and Fernando Reitich, Solution of a boundary value problem for the Helmholtz equation via variation of the boundary into the complex domain, Proc. Roy. Soc. Edinburgh Sect. A 122 (1992), no. 3-4, 317–340. MR 1200203, DOI 10.1017/S0308210500021132 —, Numerical solution of diffraction problems: a method of variation of boundaries, J. Opt. Soc. Amer. A 10 (1993), 1168-1175.
- Stanley Cabay and Dong Koo Choi, Algebraic computations of scaled Padé fractions, SIAM J. Comput. 15 (1986), no. 1, 243–270. MR 822203, DOI 10.1137/0215018
- Albert Edrei, Sur les déterminants récurrents et les singularités d’une fonction donnée par son développement de Taylor, Compositio Math. 7 (1939), 20–88 (French). MR 1285
- George E. Forsythe and Cleve B. Moler, Computer solution of linear algebraic systems, Prentice-Hall, Inc., Englewood Cliffs, N.J., 1967. MR 0219223
- Walter Gautschi, Construction of Gauss-Christoffel quadrature formulas, Math. Comp. 22 (1968), 251–270. MR 228171, DOI 10.1090/S0025-5718-1968-0228171-0
- Walter Gautschi, On generating orthogonal polynomials, SIAM J. Sci. Statist. Comput. 3 (1982), no. 3, 289–317. MR 667829, DOI 10.1137/0903018
- P. R. Graves-Morris, The numerical calculation of Padé approximants, Padé approximation and its applications (Proc. Conf., Univ. Antwerp, Antwerp, 1979) Lecture Notes in Math., vol. 765, Springer, Berlin, 1979, pp. 231–245. MR 561453
- S.-Ȧ. Gustafson, Convergence acceleration on a general class of power series, Computing 21 (1978/79), no. 1, 53–69 (English, with German summary). MR 619912, DOI 10.1007/BF02252194
- Sven-Ȧke Gustafson, On stable calculation of linear functionals, Math. Comp. 33 (1979), no. 146, 694–704. MR 521283, DOI 10.1090/S0025-5718-1979-0521283-0 C. Isenberg, Moment calculations in lattice dynamics. I. fcc lattice with nearest-neighbor interactions, Phys. Rev. 132 (1963), 2427-2433. —, Expansion of the vibrational spectrum at low frequencies, Phys. Rev. 150 (1966), 712-719.
- Yudell L. Luke, Mathematical functions and their approximations, Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1975. MR 0501762
- Yudell L. Luke, Algorithms for the computation of mathematical functions, Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1977. MR 0494840
- Yudell L. Luke, Computations of coefficients in the polynomials of Padé approximations by solving systems of linear equations, J. Comput. Appl. Math. 6 (1980), no. 3, 213–218. MR 594164, DOI 10.1016/0771-050X(80)90028-5
- Lawrence R. Mead and N. Papanicolaou, Maximum entropy in the problem of moments, J. Math. Phys. 25 (1984), no. 8, 2404–2417. MR 751523, DOI 10.1063/1.526446
- Philip M. Morse and Herman Feshbach, Methods of theoretical physics. 2 volumes, McGraw-Hill Book Co., Inc., New York-Toronto-London, 1953. MR 0059774
- R. E. Scraton, A note on the summation of divergent power series, Proc. Cambridge Philos. Soc. 66 (1969), 109–114. MR 244667, DOI 10.1017/s0305004100044765
- R. E. Scraton, The practical use of the Euler transformation, BIT 29 (1989), no. 2, 356–360. MR 997541, DOI 10.1007/BF01952689
- J. M. Taylor, The condition of Gram matrices and related problems, Proc. Roy. Soc. Edinburgh Sect. A 80 (1978), no. 1-2, 45–56. MR 529568, DOI 10.1017/S030821050001012X
Additional Information
- © Copyright 1994 American Mathematical Society
- Journal: Math. Comp. 63 (1994), 195-213
- MSC: Primary 30B10; Secondary 41A21, 41A25
- DOI: https://doi.org/10.1090/S0025-5718-1994-1240654-9
- MathSciNet review: 1240654