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Numerical Computation with Rational Functions
NUMERICAL COMPUTATION WITH RATIONAL FUNCTIONS (scalars only) Nick Trefethen, University of Oxford and ENS Lyon + thanks to Silviu Filip, Abi Gopal, Stefan Güttel, Yuji Nakatsukasa, and Olivier Sète 1/26 1. Polynomial vs. rational approximations 2. Four representations of rational functions 2a. Quotient of polynomials 2b. Partial fractions 2c. Quotient of partial fractions (= barycentric) 2d. Transfer function/matrix pencil 3. The AAA algorithm with Nakatsukasa and Sète, to appear in SISC 4. Application: conformal maps with Gopal, submitted to Numer. Math. 5. Application: minimax approximation with Filip, Nakatsukasa, and Beckermann, to appear in SISC 6. Accuracy and noise 2/26 1. Polynomial vs. rational approximation Newman, 1964: approximation of |x| on [−1,1] −휋 푛 퐸푛0 ~ 0.2801. ./푛 , 퐸푛푛 ~ 8푒 Poles and zeros of r: exponentially clustered near x=0, exponentially diminishing residues. Rational approximation is nonlinear, so algorithms are nontrivial. poles There may be nonuniqueness and local minima. type (20,20) 3/26 2. Four representations of rational functions Alpert, Carpenter, Coelho, Gonnet, Greengard, Hagstrom, Koerner, Levy, Quotient of polynomials 푝(푧)/푞(푧) SK, IRF, AGH, ratdisk Pachón, Phillips, Ruttan, Sanathanen, Silantyev, Silveira, Varga, White,… 푎푘 Beylkin, Deschrijver, Dhaene, Drmač, Partial fractions 푧 − 푧 VF, exponential sums Greengard, Gustavsen, Hochman, 푘 Mohlenkamp, Monzón, Semlyen,… Berrut, Filip, Floater, Gopal, Quotient of partial fractions 푛(푧)/푑(푧) Floater-Hormann, AAA Hochman, Hormann, Ionita, Klein, Mittelmann, Nakatsukasa, Salzer, (= barycentric) Schneider, Sète, Trefethen, Werner,… 푇 −1 Antoulas, Beattie, Beckermann, Berljafa, Transfer function/matrix pencil 푐 푧퐵 − 퐴 푏 IRKA, Loewner, RKFIT Druskin, Elsworth, Gugercin, Güttel, Knizhnerman, Meerbergen, Ruhe,… Sometimes the boundaries are blurry! 4/26 2a. -
IRJET-V3I8330.Pdf
International Research Journal of Engineering and Technology (IRJET) e-ISSN: 2395 -0056 Volume: 03 Issue: 08 | Aug-2016 www.irjet.net p-ISSN: 2395-0072 A comprehensive study on different approximation methods of Fractional order system Asif Iqbal and Rakesh Roshon Shekh P.G Scholar, Dept. of Electrical Engineering, NITTTR, Kolkata, West Bengal, India P.G Scholar, Dept. of Electrical Engineering, NITTTR, Kolkata, West Bengal, India ---------------------------------------------------------------------***--------------------------------------------------------------------- Abstract - Many natural phenomena can be more infinite dimensional (i.e. infinite memory). So for analysis, accurately modeled using non-integer or fractional order controller design, signal processing etc. these infinite order calculus. As the fractional order differentiator is systems are approximated by finite order integer order mathematically equivalent to infinite dimensional filter, it’s system in a proper range of frequencies of practical interest proper integer order approximation is very much important. [1], [2]. In this paper four different approximation methods are given and these four approximation methods are applied on two different examples and the results are compared both in time 1.1 FRACTIONAL CALCULAS: INRODUCTION domain and in frequency domain. Continued Fraction Expansion method is applied on a fractional order plant model Fractional Calculus [3], is a generalization of integer order and the approximated model is converted to its equivalent calculus to non-integer order fundamental operator D t , delta domain model. Then step response of both delta domain l and continuous domain model is shown. where 1 and t is the lower and upper limit of integration and Key Words: Fractional Order Calculus, Delta operator the order of operation is . -
High Order Gradient, Curl and Divergence Conforming Spaces, with an Application to NURBS-Based Isogeometric Analysis
High order gradient, curl and divergence conforming spaces, with an application to compatible NURBS-based IsoGeometric Analysis R.R. Hiemstraa, R.H.M. Huijsmansa, M.I.Gerritsmab aDepartment of Marine Technology, Mekelweg 2, 2628CD Delft bDepartment of Aerospace Technology, Kluyverweg 2, 2629HT Delft Abstract Conservation laws, in for example, electromagnetism, solid and fluid mechanics, allow an exact discrete representation in terms of line, surface and volume integrals. We develop high order interpolants, from any basis that is a partition of unity, that satisfy these integral relations exactly, at cell level. The resulting gradient, curl and divergence conforming spaces have the propertythat the conservationlaws become completely independent of the basis functions. This means that the conservation laws are exactly satisfied even on curved meshes. As an example, we develop high ordergradient, curl and divergence conforming spaces from NURBS - non uniform rational B-splines - and thereby generalize the compatible spaces of B-splines developed in [1]. We give several examples of 2D Stokes flow calculations which result, amongst others, in a point wise divergence free velocity field. Keywords: Compatible numerical methods, Mixed methods, NURBS, IsoGeometric Analyis Be careful of the naive view that a physical law is a mathematical relation between previously defined quantities. The situation is, rather, that a certain mathematical structure represents a given physical structure. Burke [2] 1. Introduction In deriving mathematical models for physical theories, we frequently start with analysis on finite dimensional geometric objects, like a control volume and its bounding surfaces. We assign global, ’measurable’, quantities to these different geometric objects and set up balance statements. -
An Extension of Matlab to Continuous Functions and Operators∗
SIAM J. SCI. COMPUT. c 2004 Society for Industrial and Applied Mathematics Vol. 25, No. 5, pp. 1743–1770 AN EXTENSION OF MATLAB TO CONTINUOUS FUNCTIONS AND OPERATORS∗ † † ZACHARY BATTLES AND LLOYD N. TREFETHEN Abstract. An object-oriented MATLAB system is described for performing numerical linear algebra on continuous functions and operators rather than the usual discrete vectors and matrices. About eighty MATLAB functions from plot and sum to svd and cond have been overloaded so that one can work with our “chebfun” objects using almost exactly the usual MATLAB syntax. All functions live on [−1, 1] and are represented by values at sufficiently many Chebyshev points for the polynomial interpolant to be accurate to close to machine precision. Each of our overloaded operations raises questions about the proper generalization of familiar notions to the continuous context and about appropriate methods of interpolation, differentiation, integration, zerofinding, or transforms. Applications in approximation theory and numerical analysis are explored, and possible extensions for more substantial problems of scientific computing are mentioned. Key words. MATLAB, Chebyshev points, interpolation, barycentric formula, spectral methods, FFT AMS subject classifications. 41-04, 65D05 DOI. 10.1137/S1064827503430126 1. Introduction. Numerical linear algebra and functional analysis are two faces of the same subject, the study of linear mappings from one vector space to another. But it could not be said that mathematicians have settled on a language and notation that blend the discrete and continuous worlds gracefully. Numerical analysts favor a concrete, basis-dependent matrix-vector notation that may be quite foreign to the functional analysts. Sometimes the difference may seem very minor between, say, ex- pressing an inner product as (u, v)orasuTv. -
Householder Triangularization of a Quasimatrix
IMA Journal of Numerical Analysis (2010) 30, 887–897 doi:10.1093/imanum/drp018 Advance Access publication on August 21, 2009 Householder triangularization of a quasimatrix LLOYD N.TREFETHEN† Oxford University Computing Laboratory, Wolfson Building, Parks Road, Downloaded from Oxford OX1 3QD, UK [Received on 4 July 2008] A standard algorithm for computing the QR factorization of a matrix A is Householder triangulariza- tion. Here this idea is generalized to the situation in which A is a quasimatrix, that is, a ‘matrix’ whose http://imajna.oxfordjournals.org/ ‘columns’ are functions defined on an intervala [ , b]. Applications are mentioned to quasimatrix least squares fitting, singular value decomposition and determination of ranks, norms and condition numbers, and numerical illustrations are presented using the chebfun system. Keywords: Householder triangularization; QR factorization; chebfun; quasimatrix; singular value decom- position. 1. QR factorization and Householder triangularization at Radcliffe Science Library, Bodleian Library on April 18, 2012 Let A be an m n matrix, where m n. A (reduced) QR factorization of A is a factorization × > x x x x q q q q r r r r x x x x q q q q r r r A QR, x x x x q q q q r r , (1.1) = x x x x q q q q r x x x x q q q q x x x x q q q q where Q is m n with orthonormal columns and R is upper triangular. Here and in subsequent equations we illustrate our× matrix operations by schematic pictures in which x denotes an arbitrary entry, r denotes an entry of an upper triangular matrix, q denotes an entry of an orthonormal column and a blank denotes a zero. -
Numerical Integration and Differentiation Growth And
Numerical Integration and Differentiation Growth and Development Ra¨ulSantaeul`alia-Llopis MOVE-UAB and Barcelona GSE Spring 2017 Ra¨ulSantaeul`alia-Llopis(MOVE,UAB,BGSE) GnD: Numerical Integration and Differentiation Spring 2017 1 / 27 1 Numerical Differentiation One-Sided and Two-Sided Differentiation Computational Issues on Very Small Numbers 2 Numerical Integration Newton-Cotes Methods Gaussian Quadrature Monte Carlo Integration Quasi-Monte Carlo Integration Ra¨ulSantaeul`alia-Llopis(MOVE,UAB,BGSE) GnD: Numerical Integration and Differentiation Spring 2017 2 / 27 Numerical Differentiation The definition of the derivative at x∗ is 0 f (x∗ + h) − f (x∗) f (x∗) = lim h!0 h Ra¨ulSantaeul`alia-Llopis(MOVE,UAB,BGSE) GnD: Numerical Integration and Differentiation Spring 2017 3 / 27 • Hence, a natural way to numerically obtain the derivative is to use: f (x + h) − f (x ) f 0(x ) ≈ ∗ ∗ (1) ∗ h with a small h. We call (1) the one-sided derivative. • Another way to numerically obtain the derivative is to use: f (x + h) − f (x − h) f 0(x ) ≈ ∗ ∗ (2) ∗ 2h with a small h. We call (2) the two-sided derivative. We can show that the two-sided numerical derivative has a smaller error than the one-sided numerical derivative. We can see this in 3 steps. Ra¨ulSantaeul`alia-Llopis(MOVE,UAB,BGSE) GnD: Numerical Integration and Differentiation Spring 2017 4 / 27 • Step 1, use a Taylor expansion of order 3 around x∗ to obtain 0 1 00 2 1 000 3 f (x) = f (x∗) + f (x∗)(x − x∗) + f (x∗)(x − x∗) + f (x∗)(x − x∗) + O3(x) (3) 2 6 • Step 2, evaluate the expansion (3) at x -
Publications by Lloyd N. Trefethen
Publications by Lloyd N. Trefethen I. Books I.1. Numerical Conformal Mapping, editor, 269 pages. Elsevier, 1986. I.2. Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations, x+315 pages. Graduate textbook, privately published at http://comlab.ox.ac.uk/nick.trefethen/, 1996. I.3. Numerical Linear Algebra, with David Bau III, xii+361 pages. SIAM, 1997. I.4. Spectral Methods in MATLAB, xviii+165 pages. SIAM, 2000. I.5. Schwarz-Christoffel Mapping, with Tobin A. Driscoll, xvi+132 pages. Cambridge U. Press, 2002. I.6. Spectra and Pseudospectra: The Behavior of Nonnormal Matrices and Operators, with Mark Embree, xviii+606 pages. Princeton U. Press, 2005. I.7. Trefethen’s Index Cards: Forty years of Notes about People, Words, and Mathematics, xv + 368 pages. World Scientific Publishing, 2011. I.8. Approximation Theory and Approximation Practice. SIAM, to appear in 2013. In addition to these a book has been published by other authors about the international problem solving challenge I organised in 2002 (item VIII.8 below): F. Bornemann, D. Laurie, S. Wagon and D. Waldvogel, The SIAM 100-Digit Challenge, SIAM, 2004, to appear in German translation as Abenteuer Numerik: Eine Führung entlang der Herausforderung von Trefethen, Springer, 2006. II. Finite difference and spectral methods for partial differential equations II.1. Group velocity in finite difference schemes. SIAM Review 24 (1982), 113-136. II.2. Group velocity interpretation of the stability theory of Gustafsson, Kreiss, and Sundström. J. Comp. Phys. 49 (1983), 199-217. II.3. On Lp-instability and dispersion at discontinuities in finite difference schemes. -
Quadrature Formulas and Taylor Series of Secant and Tangent
QUADRATURE FORMULAS AND TAYLOR SERIES OF SECANT AND TANGENT Yuri DIMITROV1, Radan MIRYANOV2, Venelin TODOROV3 1 University of Forestry, Sofia, Bulgaria [email protected] 2 University of Economics, Varna, Bulgaria [email protected] 3 Bulgarian Academy of Sciences, IICT, Department of Parallel Algorithms, Sofia, Bulgaria [email protected] Abstract. Second-order quadrature formulas and their fourth-order expansions are derived from the Taylor series of the secant and tangent functions. The errors of the approximations are compared to the error of the midpoint approximation. Third and fourth order quadrature formulas are constructed as linear combinations of the second- order approximations and the trapezoidal approximation. Key words: Quadrature formula, Fourier transform, generating function, Euler- Mclaurin formula. 1. Introduction Numerical quadrature is a term used for numerical integration in one dimension. Numerical integration in more than one dimension is usually called cubature. There is a broad class of computational algorithms for numerical integration. The Newton-Cotes quadrature formulas (1.1) are a group of formulas for numerical integration where the integrand is evaluated at equally spaced points. Let . The two most popular approximations for the definite integral are the trapezoidal approximation (1.2) and the midpoint approximation (1.3). The midpoint approximation and the trapezoidal approximation for the definite integral are Newton-Cotes quadrature formulas with accuracy . The trapezoidal and the midpoint approximations are constructed by dividing the interval to subintervals of length and interpolating the integrand function by Lagrange polynomials of degree zero and one. Another important Newton-Cotes quadrat -order accuracy and is obtained by interpolating the function by a second degree Lagrange polynomial. -
Interpolation Polynomials Which Give Best Order Of
transactions of the american mathematical society Volume 200, 1974 INTERPOLATIONPOLYNOMIALS WHICH GIVE BEST ORDER OF APPROXIMATIONAMONG CONTINUOUSLY DIFFERENTIABLE FUNCTIONSOF ARBITRARYFIXED ORDER ON [-1, +1] by A. K. VARMA Dedicated to Professor P. Turan ABSTRACT. The object of this paper is to show that there exists a poly- nomial Pn(x) of degree < 2n — 1 which interpolates a given function exactly at the zeros of nth Tchebycheff polynomial and for which \\f —Pn\\ < Ckwk(iln> f) where wfc(l/n, /) is the modulus of continuity of / of fcth order. 1. Introduction. The classical theorems of D. Jackson extend the Weierstrass approximation theorem by giving quantitative information on the degree of ap- proximation to a continuous function in terms of its smoothness. Specifically, Jackson proved Theorem 1. Let f(x) be continuous for \x\ < 1 and have modulus of continuity w(t). Then there exists a polynomial P(x) of degree n at most suchthat \f(x)-P(x)\ <Aw(l/n) for \x\ < 1, where A is a positive numer- ical constant. In 1951 S. B. Steckin [3] made an important generalization of the Jackson theorem. Theorem 2 (S. B. Steckin). Let k be a positive integer; then there exists a positive constant Ck such that for every fE C[-\, +1] we can find an algebraic polynomial Pn(x) of degree n so that (1.1) Hf-Pn\\<Ckwk(l/n,f), where wk(l/n, f) is the modulus of continuity of f(x) of kth order. During personal conversation in Poznan, S. B. Steckin raised the following Presented to the Society, April 20, 1973; received by the editors March 23, 1973 and, in revised form, December 7, 1973. -
"FOSLS on Curved Boundaries"
Approximated Flux Boundary Conditions for Raviart-Thomas Finite Elements on Domains with Curved Boundaries and Applications to First-Order System Least Squares von der Fakultät für Mathematik und Physik der Gottfried Wilhelm Leibniz Universität Hannover zur Erlangung des akademischen Grades Doktor der Naturwissenschaften Dr. rer. nat. genehmigte Dissertation von Dipl.-Math. Fleurianne Bertrand geboren am 06.06.1987 in Caen (Frankreich) 2014 2 Referent: Prof. Dr. Gerhard Starke Universität Duisburg-Essen Fakultät für Mathematik Thea-Leymann-Straße 9 45127 Essen Korreferent: Prof. Dr. James Adler Department of Mathematics Tufts University Bromfield-Pearson Building 503 Boston Avenue Medford, MA 02155 Korreferent: Prof. Dr. Joachim Escher Institut für Angewandte Mathematik Gottfried Wilhelm Leibniz Universität Hannover Welfengarten 1 30167 Hannover Tag der Promotion: 15.07.2014 Acknowledgement: This work was supported by the German Research Foundation (DFG) under grant STA402/10-1. 3 Abstract Optimal order convergence of a first-order system least squares method using lowest-order Raviart-Thomas elements combined with linear conforming elements is shown for domains with curved boundaries. Parametric Raviart-Thomas elements are presented in order to retain the optimal order of convergence in the higher-order case in combination with the isoparametric scalar elements. In particular, an estimate for the normal flux of the Raviart-Thomas elements on interpolated boundaries is derived in both cases. This is illustrated numerically for the Pois- son problem on the unit disk. As an application of the analysis derived for the Poisson problem, the effect of interpolated interface condition for a stationary two-phase flow problem is then studied. Keywords: Raviart-Thomas, Curved Boundaries, First-Order System Least Squares 4 Zusammenfassung Für Gebiete mit gekrümmten Rändern wird die optimale Konvergenzordnung einer Least Squares finite Elemente Methode für Systeme erster Ordnung mit Raviart-Thomas Elementen niedrig- ster Ordnung und linearen konformen Elementen gezeigt. -
Order of Approximation of Functions of Two Variables by New Type Gamma Operators1 Aydın Izgi˙
General Mathematics Vol. 17, No. 1 (2009), 23–32 Order of approximation of functions of two variables by new type gamma operators1 Aydın Izgi˙ Abstract The theorems on weighetd approximation and order of approxi- mation of continuous functions of two variables by new type Gamma operators on all positive square region are established. 2000 Mathematics Subject Classification: 41A25,41A36 Key words and phrases: Order of approximation,weighted approximation,new type Gamma operators. 1 Introduction Lupa¸sand M¨uller[11] introduced the sequence of linear positive ope- rators {Gn},Gn : C(0, ∞) → C(0, ∞) defined by ∞ n G (f; x)= g (x, u)f( )du n n u Z0 xn+1 G is called Gamma operator, where g (x, u)= e−xuun,x> 0. n n n! 1Received 15 February, 2008 Accepted for publication (in revised form) 21 March, 2008 23 24 Aydın Izgi˙ Mazhar [12] used same gn(x, u) of Gamma operator and introduced the following sequence of linear positive operators: ∞ ∞ Fn(f; x) = gn(x, u)du gn−1(u, t)f(t)dt Z0 Z0 ∞ (2n)!xn+1 tn−1 = f(t)dt, n > 1,x> 0 n!(n − 1)! (x + t)2n+1 Z0 for any f which the last integral is convergent. Now we will modify the ope- rators Fn(f; x) as the following operators An(f; x) (see [9]) which confirm 2 2 An(t ; x) = x . Many linear operators Ln (f; x) confirm, Ln (1; x) = 1, 2 2 Ln (t; x)= x but don’t confirm Ln (t ; x)= x (see [2],[10]). -
Order of Approximation by Linear Combinations of Positive Linear Operators
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector JOLKhAL Ok APPKOXIMATION THEORY 45. 375-382 ( 19x5 1 Order of Approximation by Linear Combinations of Positive Linear Operators B. WOOD Order of uniform approximation is studled for linear combmatlons due to May and Rathore of Baskakov-type operators and recent methods of Pethe. The order of approximation is estimated in terms of a higher-order modulus of continuity of the function being approximated. ( lY8C4cakmK Pm,. ln1. 1. INTRODUCTION Let c[O, CC) denote the set of functions that are continuous and boun- ded on the nonnegative axis. For ,f’E C[O, x8) we consider two classes of positive linear operators. DEFINITION 1.1. Let (d,,),,. N, d,,: [0, h] + R (h > 0) be a sequence of functions having the following properties: (i) q5,,is infinitely differentiable on [O,h]; (ii) 4,,(O)= 1; (iii) q5,,is completely monotone on [0, h], i.e., (~ 1 )“@],“‘(.Y)30 for .YE [0, h] and k E No; (iv) there exists an integer C’ such that (6)y(.Y)=n$q ,“(.Y) for .YE [0, h], k EN, n E N, and n > max(c, 0). For ,f’~ c[O, x ). x E [0, h], and n E N, define 376 B. WOOD The positive operators (1.1) specialize well-known methods of Baskakov [ 1] and Schurer 191. Recently Lehnhoff [S] has studied uniform approximation properties of ( 1.1 ). DEFINITION 1.2. Let O( .t) = C;-=,, ui J’. /y/ < Y, with (I,, = 1.