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Recurrent tasks such as pricing, calibration and risk assessment need to be executed accurately and in real-time. Simultaneously we observe an increase in model sophistication on the one hand and growing demands on the quality of risk…

Computational Finance · Quantitative Finance 2016-07-11 Maximilian Gaß , Kathrin Glau , Mirco Mahlstedt , Maximilian Mair

We present a new algorithm for finding isolated zeros of a system of real-valued functions in a bounded interval in $\mathbb{R}^n$. It uses the Chebyshev proxy method combined with a mixture of subdivision, reduction methods, and…

This paper provides a rigorous and delicate analysis for exponential decay of Jacobi polynomial expansions of analytic functions associated with the Bernstein ellipse. Using an argument that can recover the best estimate for the Chebyshev…

Numerical Analysis · Mathematics 2012-10-09 Xiaodan Zhao , Li-Lian Wang , Ziqing Xie

This article describes the implementation in the software package NumGfun of classical algorithms that operate on solutions of linear differential equations or recurrence relations with polynomial coefficients, including what seems to be…

Symbolic Computation · Computer Science 2010-06-01 Marc Mezzarobba

Rational best approximations (in a Chebyshev sense) to real functions are characterized by an equioscillating approximation error. Similar results do not hold true for rational best approximations to complex functions in general. In the…

Numerical Analysis · Mathematics 2023-12-22 Tobias Jawecki , Pranav Singh

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

We present a novel and unifying framework for constructing spectral approximations to fractional integral operators. These spectral approximations are based on transplanted Chebyshev polynomials, which are obtained by composing Chebyshev…

Numerical Analysis · Mathematics 2026-04-30 Xiaolin Liu , Kuan Xu

A new spectral type method for solving the one dimensional quantum-mechanical Lippmann-Schwinger integral equation in configuration space is described. The radial interval is divided into partitions, not necessarily of equal length. Two…

Nuclear Theory · Physics 2009-09-25 G. H. Rawitscher , I. Koltracht , R. A. Gonzales

This paper introduces a new method for discretizing and solving integral equation formulations of Maxwell's equations which achieves spectral accuracy for smooth surfaces. The approach is based on a hybrid Nystr\"om-collocation method using…

Computational Physics · Physics 2021-09-15 Jin Hu , Emmanuel Garza , Constantine Sideris

In this paper, we demonstrate the application of generalised rational uniform (Chebyshev) approximation in neural networks. In particular, our activation functions are one degree rational functions and the loss function is based on the…

Optimization and Control · Mathematics 2021-11-05 Vinesha Peiris

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy

We investigate deep composite polynomial approximations of continuous but non-differentiable functions with algebraic cusp singularities. The functions in focus consist of finitely many cusp terms of the form $|x-a_j|^{\alpha_j}$ with…

Numerical Analysis · Mathematics 2026-01-01 Kingsley Yeon , Steven B. Damelin , Michael Werman

In this work, we introduce new families of nonconforming approximation methods for reconstructing functions on general polygonal meshes. These methods are defined using degrees of freedom based on weighted moments of orthogonal polynomials…

Numerical Analysis · Mathematics 2025-08-12 Francesco Dell'Accio , Allal Guessab , Gradimir V. Milovanović , Federico Nudo

This research is concerned with finding the roots of a function in an interval using Chebyshev Interpolation. Numerical results of Chebyshev Interpolation are presented to show that this is a powerful way to simultaneously calculate all the…

Numerical Analysis · Mathematics 2018-10-11 Tianyu Sun

We consider the problem of finding a best uniform approximation to the standard monomial on the unit ball in $\bbC^2$ by polynomials of lower degree with complex coefficients. We reduce the problem to a one-dimensional weighted minimization…

Classical Analysis and ODEs · Mathematics 2010-02-11 I. Moale , P. Yuditskii

The discrete Chebyshev polynomials $t_n(x,N)$ are orthogonal with respect to a distribution function, which is a step function with jumps one unit at the points $x=0,1,..., N-1$, N being a fixed positive integer. By using a double integral…

Classical Analysis and ODEs · Mathematics 2011-10-14 J. H. Pan , R. Wong

In this work, considering a general subclass of bi-univalent functions and using the Chebyshev polynomials, we obtain coefficient expansions for functions in this class.

Complex Variables · Mathematics 2017-02-10 Sahsene Altinkaya , Sibel Yalcin

This paper considers functional series whose terms are higher-order derivatives of Chebyshev polynomials of the second kind, where the degree of the polynomial is related to the order of the derivative. Analytic summation is used to…

Complex Variables · Mathematics 2026-05-14 Dmitriy Dmitrishin , Daniel Gray , Vitaly Khamitov , Alexander Stokolos

We derive a three-term recurrence relation for computing the polynomial of best approximation in the uniform norm to $x^{-1}$ on a finite interval with positive endpoints. As application, we consider two-level methods for scalar elliptic…

Numerical Analysis · Mathematics 2012-05-24 Johannes K. Kraus , Panayot S. Vassilevski , Ludmil T. Zikatanov

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs