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We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…

Numerical Analysis · Mathematics 2025-07-08 Vladimir Yu. Protasov , Rinat Kamalov

The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

The theory of Chebyshev (uniform) approximation for univariate polynomial and piecewise polynomial functions has been studied for decades. The optimality conditions are based on the notion of alternating sequence. However, the extension the…

Numerical Analysis · Mathematics 2017-09-01 Nadezda Sukhorukova , Julien Ugon , David Yost

We discuss the relation between the linear Tschebyshev-Pad\'e approximations to analytic function $f$ and the diagonal type I Hermite-Pad\'e polynomials for the tuple of functions $[1,f_1,f_2]$ where the pair of functions $f_1,f_2$ forms…

Complex Variables · Mathematics 2021-06-07 Evguenii A. Rakhmanov , Sergey P. Suetin

For trigonometric series and series of Chebyshev polynomials, we defined trigonometric Hermite-Pad\'e and Hermite-Jacobi approximations, linear and nonlinear Hermite-Chebyshev approximations. We established criterion of the existence and…

Classical Analysis and ODEs · Mathematics 2025-07-22 A. P. Starovoitov , I. V. Kruglikov , T. M. Osnach

This paper considers the approximation of a monomial $x^n$ over the interval $[-1,1]$ by a lower-degree polynomial. This polynomial approximation can be easily computed analytically and is obtained by truncating the analytical Chebyshev…

Numerical Analysis · Mathematics 2021-01-19 Arvind K. Saibaba

We derive optimal asymptotic and non-asymptotic lower bounds on the Widom factors for weighted Chebyshev and orthogonal polynomials on compact subsets of the real line. In the Chebyshev case we extend the optimal non-asymptotic lower bound…

Classical Analysis and ODEs · Mathematics 2024-08-22 Gökalp Alpan , Maxim Zinchenko

For a function that is analytic on and around an interval, Chebyshev polynomial interpolation provides spectral convergence. However, if the function has a singularity close to the interval, the rate of convergence is near one. In these…

Numerical Analysis · Mathematics 2017-08-10 Kevin W. Aiton , Tobin A. Driscoll

The present paper concerns filtered de la Vall\'ee Poussin (VP) interpolation at the Chebyshev nodes of the four kinds. This approximation model is interesting for applications because it combines the advantages of the classical Lagrange…

Numerical Analysis · Mathematics 2021-01-13 D. Occorsio , W. Themistoclakis

The Chisholm rational approximant is a natural generalization to two variables of the well-known single variable Pad\'e approximant, and has the advantage of reducing to the latter when one of the variables is set equals to 0. We present,…

Mathematical Software · Computer Science 2023-09-15 Souvik Bera , Tanay Pathak

Some new results on the convergence of nonlinear diagonal Pad\'e--Chebyshev approximations to multivalued analytic function given on the segment $[-1,1]$, are proved. We show that these approximations converge to the given function in the…

Complex Variables · Mathematics 2015-05-20 Andrei A. Gonchar , Evguenii A. Rakhmanov , Sergey P. Suetin

Estimating the Domain of Attraction (DA) of non-polynomial systems is a challenging problem. Taylor expansion is widely adopted for transforming a nonlinear analytic function into a polynomial function, but the performance of Taylor…

Systems and Control · Computer Science 2017-09-18 Dongkun Han , Dimitra Panagou

This article is concerned with an extension of univariate Chebyshev polynomials of the first kind to the multivariate setting, where one chases best approximants to specific monomials by polynomials of lower degree relative to the uniform…

Optimization and Control · Mathematics 2024-10-29 Mareike Dressler , Simon Foucart , Mioara Joldes , Etienne de Klerk , Jean Bernard Lasserre , Yuan Xu

A method is suggested for interpolating between small-variable and large-variable asymptotic expansions. The method is based on self-similar approximation theory resulting in self-similar root approximants. The latter are more general than…

High Energy Physics - Phenomenology · Physics 2015-07-01 V. I. Yukalov , S. Gluzman

Adaptive approximation (or interpolation) takes into account local variations in the behavior of the given function, adjusts the approximant depending on it, and hence yields the smaller error of approximation. The question of constructing…

Numerical Analysis · Mathematics 2015-03-17 Yuliya Babenko , Tatyana Leskevich , Jean-Marie Mirebeau

We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Numerical Analysis · Mathematics 2025-01-23 Aidi Li , Yuwen Li

Consider a rational family of planar rational curves in a certain region of interest. We are interested in finding an approximation to the implicit representation of the envelope. Since exact implicitization methods tend to be very costly,…

Numerical Analysis · Mathematics 2017-07-06 Oliver J D Barrowclough , Bert Jüttler , Tino Schulz

We present numerical solutions for differential equations by expanding the unknown function in terms of Chebyshev polynomials and solving a system of linear equations directly for the values of the function at the extrema (or zeros) of the…

Computational Physics · Physics 2009-10-31 Bogdan Mihaila , Ioana Mihaila

As one myth of polynomial interpolation and quadrature, Trefethen [30] revealed that the Chebyshev interpolation of $|x-a|$ (with $|a|<1 $) at the Clenshaw-Curtis points exhibited a much smaller error than the best polynomial approximation…

Numerical Analysis · Mathematics 2023-02-14 Shuhuang Xiang , Desong Kong , Guidong Liu , Li-Lian Wang

We study diagonal multipoint Pad\'e approximants to sums of a Cauchy transform of a complex measure and a rational function. The measure is assumed to have compact regular support included into the real line and an argument of bounded…

Classical Analysis and ODEs · Mathematics 2009-06-04 L. Baratchart , M. Yattselev