Rational Empirical Interpolation Methods with Applications

Autor: Li, Aidi, Li, Yuwen
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: We present a rational empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for space-fractional differential equations, parameter-robust preconditioning, and evaluation of matrix functions. Compared to classical rational approximation algorithms, the proposed method is more efficient for approximating a large number of target functions. In addition, we derive a convergence estimate of our rational approximation algorithm using the metric entropy numbers. Numerical experiments are included to demonstrate the effectiveness of the proposed method.
Databáze: arXiv