Type II Hermite-Padé approximation to the exponential function

DOI10.1016/J.CAM.2006.10.010MaRDI QIDQ2643090zbMATH OpenOpenAlexFDO

Authors Walter Van Assche, F. Wielonsky, Arno B. J. Kuijlaars, Herbert Stahl

Publication date 23 August 2007

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0510278

zbMATH Keywords

asymptotics of polynomialsHermite-Padé approximationRiemann-Hilbert problemssteepest descent analysis

Mathematics Subject Classification ID

Approximation in the complex plane (30E10) Padé approximation (41A21) Simultaneous approximation (41A28)

Abstract: We obtain strong and uniform asymptotics in every domain of the complex plane for the scaled polynomials $a(3nz)$, $b(3nz)$, and $c(3nz)$ where $a$, $b$, and $c$ are the type II Hermite-Pad'e approximants to the exponential function of respective degrees $2n+2$, $2n$ and $2n$, defined by $a(z)e^{-z}-b(z)=O(z^{3n+2})$ and $a(z)e^z-c(z)=O(z^{3n+2})$ as $zo0$. Our analysis relies on a characterization of these polynomials in terms of a $3imes3$ matrix Riemann-Hilbert problem which, as a consequence of the famous Mahler relations, corresponds by a simple transformation to a similar Riemann-Hilbert problem for type I Hermite-Pad'e approximants. Due to this relation, the study that was performed in previous work, based on the Deift-Zhou steepest descent method for Riemann-Hilbert problems, can be reused to establish our present results.

Review text

Type I quadratic Hermite-Padé approximation (HPA) to exponential function near \(0\) consists of finding three polynomials playing the role of coefficients of second order algebraic equation for \(e^z\), and of solving this equation giving an approximation of \(e^z\). Type II HPA is simultaneous rational approximation to \(e^{-z}\) and \(e^z\) and consists of finding three polynomials giving both rational approximations having the same denominator.Two types of corresponding polynomials are characterized by Riemann-Hilbert problems. The connection between type I and II is established. This allows to establish the asymptotic behaviours of polynomials as \(n \rightarrow \infty\).

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Cited in

(14)

• An algorithm for the computation of Hermite--Padé approximations to the exponential function: Divided differences and Hermite--Padé forms
• Asymptotics of diagonal Hermite-Padé polynomials for the collection of exponential functions
• On some properties of Hermite-Padé approximants to an exponential system
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