Quantifying the ill-conditioning of analytic continuation
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Publication:2216477
DOI10.1007/S10543-020-00802-7zbMATH Open1461.30014arXiv1908.11097OpenAlexW3003781140MaRDI QIDQ2216477FDOQ2216477
Authors: Lloyd N. Trefethen 
Publication date: 16 December 2020
Published in: BIT (Search for Journal in Brave)
Abstract: Analytic continuation is ill-posed, but becomes merely ill-conditioned (although with an infinite condition number) if it is known that the function in question is bounded in a given region of the complex plane. In an annulus, the Hadamard three-circles theorem implies that the ill-conditioning is not too severe, and we show how this explains the effectiveness of Chebfun and related numerical methods in evaluating analytic functions off the interval of definition. By contrast, we show that analytic continuation is far more ill-conditioned in a strip or a channel, with exponential loss of digits of accuracy at the rate as one moves along. The classical Weierstrass chain-of-disks method loses digits at the faster rate .
Full work available at URL: https://arxiv.org/abs/1908.11097
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