English

Exponential sum approximations for $t^{-\beta}$

Numerical Analysis 2018-10-12 v3

Abstract

Given β>0\beta>0 and δ>0\delta>0, the function tβt^{-\beta} may be approximated for tt in a compact interval [δ,T][\delta,T] by a sum of terms of the form weatwe^{-at}, with parameters w>0w>0 and a>0a>0. One such an approximation, studied by Beylkin and Monz\'on, is obtained by applying the trapezoidal rule to an integral representation of tβt^{-\beta}, after which Prony's method is applied to reduce the number of terms in the sum with essentially no loss of accuracy. We review this method, and then describe a similar approach based on an alternative integral representation. The main difference is that the new approach achieves much better results before the application of Prony's method; after applying Prony's method the performance of both is much the same.

Keywords

Cite

@article{arxiv.1606.00123,
  title  = {Exponential sum approximations for $t^{-\beta}$},
  author = {William McLean},
  journal= {arXiv preprint arXiv:1606.00123},
  year   = {2018}
}

Comments

18 pages, 5 figures. I have completely rewritten this paper because after uploading the previous version I realised that there is a much better approach. Note the change to the title. Have included minor corrections following review

R2 v1 2026-06-22T14:14:32.666Z