Adaptive approximation of nonlinear eigenproblems by minimal rational interpolation
Abstract
We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is carried out via the minimal rational interpolation method. Notably, an adaptive sampling approach is employed: the expensive data needed for the approximation is gathered at locations that are optimally chosen by following a greedy error indicator. This allows the algorithm to employ computational resources only where "most of the information" on not-yet-approximated eigenvalues can be found. Then, through a post-processing of the surrogate, the sought-after eigenvalues and eigenvectors are recovered. Numerical examples are used to showcase the effectiveness of the method.
Cite
@article{arxiv.2209.13205,
title = {Adaptive approximation of nonlinear eigenproblems by minimal rational interpolation},
author = {Davide Pradovera},
journal= {arXiv preprint arXiv:2209.13205},
year = {2023}
}