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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. -
Address: University of St Andrews, School of Mathematics and Statistics, Mathematical Institute, North Haugh, St Andrews, Scotland, United Kingdom
DAVID REES JONES Address: University of St Andrews, School of Mathematics and Statistics, Mathematical Institute, North Haugh, St Andrews, Scotland, United Kingdom. Website: https://www.st-andrews.ac.uk/profile/dwrj1 Email: [email protected] ORCID: orcid.org/0000-0001-8698-401X POSITIONS 2019–: Lecturer in Applied Mathematics, School of Mathematics and Statistics, University of St Andrews. 2016–2019: Postdoctoral researcher in subduction-zone geodynamics, Department of Earth Sciences, University of Oxford (2016–2018). Department of Earth Sciences, University of Cambridge (2019). Advised by Professor Richard Katz and Dr John Rudge (Department of Earth Sciences, University of Cambridge). 2014–2016: Postdoctoral researcher on the fluid dynamics of frazil-ice crystals, Department of Physics, University of Oxford. Advised by Dr Andrew Wells. 2014–2019: College tutor, Department of Physics, University of Oxford St Anne’s College (2014–2019) and Hertford College (2015–2016). EDUCATION 2010–2013: PhD, Applied Mathematics, University of Cambridge Supervised by Professor Grae Worster. Thesis: The Convective Desalination of Sea Ice (accepted April 2014) Institute of Theoretical Geophysics. Department of Applied Mathematics and Theoretical Physics (DAMTP). NERC studentship. 2009–2010: MMath (‘Part III’), Distinction, University of Cambridge Essay ‘Global Modes in Shear Flows’ supervised by Professor Nigel Peake. Courses: Geophysical and Environmental Fluid Dynamics, Solidification of Fluids, Slow Viscous Flow, Fluid Dynamics of Energy, and Perturbation and Stability Methods. Not-examined: Polar Oceans and Climate Change, Biological Physics. 2006–2009: BA, First Class Hons., Mathematics, University of Cambridge First class in examinations in each year. PRIZES AND AWARDS 2015: Lighthill-Thwaites Prize finalist. Awarded by the Institute of Mathematics and its Applications (IMA) for a paper in Applied Mathematics within 5 years of first degree. -
Brief Biographies of Candidates 2004
BRIEF BIOGRAPHIES OF CANDIDATES 2014 Candidate for election as President (1 vacancy) Terry Lyons, Wallis Professor of Mathematics, and Director, Oxford-Man Institute for Quantitative Finance, University of Oxford Email: [email protected], [email protected] Home page: http://www.maths.ox.ac.uk/people/profiles/terry.lyons PhD: DPhil: University of Oxford 1980 Previous appointments: jr res fell Jesus Coll Oxford 1979-81, Hedrick visiting asst prof UCLA 1981-82, lectr in mathematics Imperial Coll of Sci and Technol London 1981-85; Univ of Edinburgh: Colin MacLaurin prof of mathematics 1985-93, head Dept of Mathematics and Statistics 1988-91; prof of mathematics Imperial Coll of Sci Technol and Med 1993-2000, Wallis prof of mathematics Univ of Oxford 2000-, dir Wales Inst of Mathematical and Computational Sciences 2007-11, dir Oxford-Man Inst Univ of Oxford 2011- Research interests: Stochastic Analysis, Rough Paths, Rough Differential Equations, and the particularly the development of the algebraic, analytic, and stochastic methodologies appropriate to describing the interactions within high dimensional and highly oscillatory systems. Applications of this mathematics (for example – in finance). LMS service: President, President Designate 2012-2014; Vice-President 2000-2002; Prizes Committee 1998, 2001 and 2002; Publications Committee 2002; Programme Committee 2002; LMS editorial advisor (10 years). Additional Information: sr fell EPSRC 1993-98, fell Univ of Aberystwyth 2010, fell Univ of Cardiff 2012; Rollo Davidson Prize 1985, Whitehead Prize London Mathematical Soc 1986, Polya Prize London Mathematical Soc 2000, European Research Cncl Advanced Grant 2011; Docteur (hc) Université Paul Sabatier Toulouse 2007; FRSE 1987, FRSA 1990, FIMA 1991, FRS 2002, FIMS 2004, FLSW 2011. -
Academic Genealogy of the Oakland University Department Of
Basilios Bessarion Mystras 1436 Guarino da Verona Johannes Argyropoulos 1408 Università di Padova 1444 Academic Genealogy of the Oakland University Vittorino da Feltre Marsilio Ficino Cristoforo Landino Università di Padova 1416 Università di Firenze 1462 Theodoros Gazes Ognibene (Omnibonus Leonicenus) Bonisoli da Lonigo Angelo Poliziano Florens Florentius Radwyn Radewyns Geert Gerardus Magnus Groote Università di Mantova 1433 Università di Mantova Università di Firenze 1477 Constantinople 1433 DepartmentThe Mathematics Genealogy Project of is a serviceMathematics of North Dakota State University and and the American Statistics Mathematical Society. Demetrios Chalcocondyles http://www.mathgenealogy.org/ Heinrich von Langenstein Gaetano da Thiene Sigismondo Polcastro Leo Outers Moses Perez Scipione Fortiguerra Rudolf Agricola Thomas von Kempen à Kempis Jacob ben Jehiel Loans Accademia Romana 1452 Université de Paris 1363, 1375 Université Catholique de Louvain 1485 Università di Firenze 1493 Università degli Studi di Ferrara 1478 Mystras 1452 Jan Standonck Johann (Johannes Kapnion) Reuchlin Johannes von Gmunden Nicoletto Vernia Pietro Roccabonella Pelope Maarten (Martinus Dorpius) van Dorp Jean Tagault François Dubois Janus Lascaris Girolamo (Hieronymus Aleander) Aleandro Matthaeus Adrianus Alexander Hegius Johannes Stöffler Collège Sainte-Barbe 1474 Universität Basel 1477 Universität Wien 1406 Università di Padova Università di Padova Université Catholique de Louvain 1504, 1515 Université de Paris 1516 Università di Padova 1472 Università -
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. -
Mathematical Genealogy of the Wellesley College Department Of
Nilos Kabasilas Mathematical Genealogy of the Wellesley College Department of Mathematics Elissaeus Judaeus Demetrios Kydones The Mathematics Genealogy Project is a service of North Dakota State University and the American Mathematical Society. http://www.genealogy.math.ndsu.nodak.edu/ Georgios Plethon Gemistos Manuel Chrysoloras 1380, 1393 Basilios Bessarion 1436 Mystras Johannes Argyropoulos Guarino da Verona 1444 Università di Padova 1408 Cristoforo Landino Marsilio Ficino Vittorino da Feltre 1462 Università di Firenze 1416 Università di Padova Angelo Poliziano Theodoros Gazes Ognibene (Omnibonus Leonicenus) Bonisoli da Lonigo 1477 Università di Firenze 1433 Constantinople / Università di Mantova Università di Mantova Leo Outers Moses Perez Scipione Fortiguerra Demetrios Chalcocondyles Jacob ben Jehiel Loans Thomas à Kempis Rudolf Agricola Alessandro Sermoneta Gaetano da Thiene Heinrich von Langenstein 1485 Université Catholique de Louvain 1493 Università di Firenze 1452 Mystras / Accademia Romana 1478 Università degli Studi di Ferrara 1363, 1375 Université de Paris Maarten (Martinus Dorpius) van Dorp Girolamo (Hieronymus Aleander) Aleandro François Dubois Jean Tagault Janus Lascaris Matthaeus Adrianus Pelope Johann (Johannes Kapnion) Reuchlin Jan Standonck Alexander Hegius Pietro Roccabonella Nicoletto Vernia Johannes von Gmunden 1504, 1515 Université Catholique de Louvain 1499, 1508 Università di Padova 1516 Université de Paris 1472 Università di Padova 1477, 1481 Universität Basel / Université de Poitiers 1474, 1490 Collège Sainte-Barbe -
1 David James Wallace
DAVID JAMES WALLACE Personal Data Born 7th October 1945, Hawick, Scotland. Married to Elizabeth; one daughter, Sara. 19, Buckingham Terrace, Edinburgh EH3 4AD [email protected] Previous employment Oct 2006 – Sep 2014 Master, Churchill College, Cambridge Oct 2006 – Sep 2011 Director, Isaac Newton Institute for Mathematical Sciences; and NM Rothschild & Sons Professor of Mathematical Sciences, University of Cambridge Jan 1994 – Dec 2005 Vice-Chancellor, Loughborough University Apr 2000 – May 2004 Non-executive director, Taylor & Francis Group plc Oct 2001 - Feb 2004 Non-executive director, UK e-Universities Worldwide Ltd July 1999 - June 2001 Non-executive director, The Scottish Life Assurance Company Oct 1979 - Dec 1993 Tait Professor of Mathematical Physics, University of Edinburgh Oct 1978 - Sep 1979 Reader, Department of Physics, University of Southampton Oct 1972 - Sep l978 Lecturer, as above Sep 1970 - July 1972 Harkness Fellow, Department of Physics, Princeton University Qualifications and Registrations Nov 1995 - Nov 1997 Institute of Directors, Diploma in Company Direction 1994 Engineering Council, Chartered Engineer 1993 Institute of Physics, Chartered Physicist Oct 1967 - Aug 1970 University of Edinburgh, Ph.D. Thesis on Applications of Current Algebras and Chiral Symmetry Breaking Oct 1963 - June 1967 University of Edinburgh, B.Sc. with First Class Honours in Mathematical Physics Distinctions Honorary Vice-President for Life, Churchill College Association 2014 Named Lecture in Mathematics “Sir David Wallace”, Loughborough -
Newton Institute Inaugurated
Newton Institute Encyclopedia Inaugurated Just over three years ago Trinity College in Cambridge, the college of Isaac Newton, offered money to help set up the national Isaac Newton Institute for Mathematical Sciences. St John’s College, the of Applied college of Paul Dirac, had already offered to provide a building. At Physics the inauguration of the Institute on 3 July, the Masters of the two Edited by George L. Trigg 13 APRIL-23 APRIL 1993 GEILO, NORWAY NATO ADVANCED STUDY INSTITUTE The 20-volume Encyclopedia of Applied Physics is the first ON work of its kind to approach physics from the standpoint of technical and industrial applications. PHASE TRANSITIONS AND RELAXATION IN SYSTEMS WITH COMPETING ENERGY SCALES Alphabetical coverage ensures that all aspects of applied physics are covered in depth. They include measurement Topics of lectures - critical fields - melting science, the electronic, magnetic, dielectric, and optical - critical dynamics - phase slip properties of condensed matter, materials science, atomic - entanglement - pinning and molecular physics, nuclear and elementary particle - instability - supercooling physics, biophysics, geophysics, space physics... - levitation - vortices Topics will cover both theory, experiments and laboratory Sponsored by the demonstrations. Open to participants from all countries. American Institute of Deadline for application: January 15th, 1993. Physics, the German Encyclopedia Information: Gerd Jarrett, Dept. of Physics, Institutt for Physical Society, the energiteknikk, POB 40, N-2007 Kjeller, Norway. Japanese Society of of Applied Telephone: +47 (6) 80 60 75; Fax: +47 (6) 81 09 20; Applied Physics and the Physics e-mail: gerd @ barney.ife.no Physical Society of Japan. Subscribe and save 19% L’Ecole Subscription price: DM 350.00 per volume. -
Michaelmas Term 2002 Special No.6 Part I
2 OFFICERS NUMBER–MICHAELMAS TERM 2002 SPECIAL NO.6 PART I Chancellor: H.R.H. The Prince PHILIP, Duke of Edinburgh, T Vice-Chancellor: 1996, Prof. Sir Alec BROERS, CHU, 2003 Deputy Vice-Chancellors: for 2002–2003: A. M. LONSDALE, NH,M.J.GRANT, CL,O.S.O’NEILL, N, Sir ROGER TOMKYS, PEM,D.E.NEWLAND, SE,S.G.FLEET, DOW,G.JOHNSON, W Pro-Vice-Chancellors: 1998, A. M. LONSDALE, NH, 30 June 2004 2001, M. GRANT, CL, 31 Dec. 2004 High Steward: 2001, Dame BRIDGET OGILVIE, G Deputy High Steward: 1983, The Rt Hon. Lord RICHARDSON, CAI Commissary: 2002, Lord MACKAY, T Proctors for 2002–2003: J. D. M ACDONALD, CAI Deputy: D. J. CHIVERS, SE T. N. M ILNER, PET Deputy: V.E. IZZET, CHR Orator: 1993, A. J. BOWEN, JE Registrary: 1997, T. J. MEAD, W Deputy Registrary: 1993, N. J. B. A. BRANSON, DAR Secretary General of the Faculties: 1992, D. A. LIVESEY, EM Treasurer: 1993, J. M. WOMACK, TH Librarian: 1994, P.K. FOX, SE Deputy Librarians: 1996, D. J. HALL, W 2000, A. MURRAY, W Director of the Fitzwilliam Museum and Marlay Curator: 1995, D. D. ROBINSON, M Development Director: 2002, P.AGAR, SE Esquire Bedells: 1996, J. P.EMMINES, PET 1997, J. H. WILLIAMS, HH University Advocate: 1999, N. M. PADFIELD, F, 2003 Deputy University Advocate: 1999, P.J. ROGERSON, CAI, 2003 OFFICERS IN INSTITUTIONS PLACED UNDER THE SUPERVISION OF THE GENERAL BOARD PROFESSORS Accounting Vacant Aeronautical Engineering, Francis Mond 1996 W.N. DAWES, CHU Aerothermal Technology 2000 H. P.HODSON, G African Archaeology 2001 D. -
Ordinal Game Theory and Applications – a New Framework for Games Without Payoff Functions
Ordinal Game Theory and Applications – A New Framework For Games Without Payoff Functions Jose B. Cruz*, Jr. and Marwan A. Simaan# *Department of Electrical Engineering The Ohio State University, Columbus, OH 43210 Email: [email protected] #Department of Electrical Engineering University of Pittsburgh, Pittsburgh, PA 15261 Email: [email protected] Keywords: Games Theory, Decision-Making, ordering could be the result of personal, Payoff Functions, Nash Solutions, Rank Ordering. subjective, preferences derived from qualitative analysis, as is the case in many social sciences ABSTRACT problems. In such problems a heuristic, knowledge-based, rank ordering of decision Decision-making problems in engineering, choices in a finite decision space can be viewed as business, management, and economics that a first step in the process of modeling complex involve two or more decision-makers with problems for which a mathematical description is competing objectives are often optimized using usually extremely difficult, if not impossible, to the theory of games. This theory, initially obtain. In order to distinguish between these two developed by Von Neumann and Morgenstern, types of games, we will refer to traditional payoff- and later by Nash, requires that each point in the based games as “Cardinal Games” and to these decision space be mapped, through a payoff new types of rank ordering-based games as function, into a real number representing the value “Ordinal Games”. In this paper, we review the of the collective set of decisions to each decision theory of ordinal games and discuss associated maker. This theory, which is cardinal in nature, solution concepts such as the Nash equilibrium. -
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. -
Committee Selection with a Weight Constraint Based on a Pairwise Dominance Relation Charles Delort, Olivier Spanjaard, Paul Weng
Committee Selection with a Weight Constraint Based on a Pairwise Dominance Relation Charles Delort, Olivier Spanjaard, Paul Weng To cite this version: Charles Delort, Olivier Spanjaard, Paul Weng. Committee Selection with a Weight Constraint Based on a Pairwise Dominance Relation. 2nd International Conference on Algorithmic Decision Theory (ADT’11), Oct 2011, Piscataway, NJ, United States. pp.28-41, 10.1007/978-3-642-24873-3_3. hal- 01285704 HAL Id: hal-01285704 https://hal.archives-ouvertes.fr/hal-01285704 Submitted on 10 Jul 2017 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Committee Selection with a Weight Constraint Based on a Pairwise Dominance Relation? Charles Delort, Olivier Spanjaard, and Paul Weng UPMC, LIP6-CNRS, UMR 7606 4 Place Jussieu, F-75005 Paris, France {charles.delort,olivier.spanjaard,paul.weng}@lip6.fr Abstract. This paper is devoted to a knapsack problem with a cardinal- ity constraint when dropping the assumption of additive representability [10]. More precisely, we assume that we only have a classification of the items into ordered classes. We aim at generating the set of preferred sub- sets of items, according to a pairwise dominance relation between subsets that naturally extends the ordering relation over classes [4, 16].