Related papers: Solving Laplace problems with the AAA algorithm
The AAA algorithm, introduced in 2018, computes best or near-best rational approximations to functions or data on subsets of the real line or the complex plane. It is much faster and more robust than previous algorithms for such problems…
A two-step method for solving planar Laplace problems via rational approximation is introduced. First complex rational approximations to the boundary data are determined by AAA approximation, either globally or locally near each corner or…
The AAA algorithm for rational approximation is employed to illustrate applications of rational functions all across numerical analysis.
We introduce a theoretical framework for the rational approximation of optical response functions in resonant photonic systems. The framework is based on the AAA algorithm and further allows to solve the underlying nonlinear eigenproblems…
A new method is introduced for solving Laplace problems on 2D regions with corners by approximation of boundary data by the real part of a rational function with fixed poles exponentially clustered near each corner. Greatly extending a…
The traditional view in numerical conformal mapping is that once the boundary correspondence function has been found, the map and its inverse can be evaluated by contour integrals. We propose that it is much simpler, and 10-1000 times…
We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. Even on a disk or interval the algorithm may outperform…
This paper presents an adaptive numerical framework for solving exterior "sound-soft" scattering problems governed by the Helmholtz equation. By interpreting the Method of Fundamental Solutions through the lens of rational approximation, we…
We present an extension of the AAA (adaptive Antoulas--Anderson) algorithm for periodic functions, called 'AAAtrig'. The algorithm uses the key steps of AAA approximation by (i) representing the approximant in (trigonometric) barycentric…
The Laplace approximation (LA) to posteriors is a ubiquitous tool to simplify Bayesian computation, particularly in the high-dimensional settings arising in Bayesian inverse problems. Precisely quantifying the LA accuracy is a challenging…
New numerical algorithms based on rational functions are introduced that can solve certain Laplace and Helmholtz problems on two-dimensional domains with corners faster and more accurately than the standard methods of finite elements and…
Potential theory for rational approximation is reviewed by means of examples computed with the AAA algorithm.
The AAA algorithm has become a popular tool for data-driven rational approximation of single variable functions, such as transfer functions of a linear dynamical system. In the setting of parametric dynamical systems appearing in many…
New algorithms are presented for numerical conformal mapping based on rational approximations and the solution of Dirichlet problems by least-squares fitting on the boundary. The methods are targeted at regions with corners, where the…
This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
We study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraints. We show that the global convergence rate of the exact ADA…
At the ANZIAM conference in Hobart in February, 2018, there were several talks on the solution of Laplace problems in multiply connected domains by means of conformal mapping. It appears to be not widely known that such problems can also be…
We investigate the techniques and ideas used in the convergence analysis of two proximal ADMM algorithms for solving convex optimization problems involving compositions with linear operators. Besides this, we formulate a variant of the ADMM…
There are numerous efforts to achieve a lightweight and systematic account of what is done by a group and its individuals. The Algorithmic-Autoregulation (AA) is a special case, in which a technical community embraced the challenge of…