AAA-least squares rational approximation and solution of Laplace problems

DOI10.4171/8ECM/16zbMATH Open1526.41003arXiv2107.01574OpenAlexW3180872896MaRDI QIDQ6064573FDOQ6064573

Authors: Stefano Costa, Lloyd N. Trefethen 

Publication date: 10 November 2023

Published in: European Congress of Mathematics (Search for Journal in Brave)

Abstract: 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 other singularity. The poles of these approximations outside the problem domain are then collected and used for a global least-squares fit to the solution. Typical problems are solved in a second of laptop time to 8-digit accuracy, all the way up to the corners, and the conjugate harmonic function is also provided. The AAA-least squares combination also offers a new method for avoiding spurious poles in other rational approximation problems, and for greatly speeding them up in cases with many singularities. As a special case, AAA-LS approximation leads to a powerful method for computing the Hilbert transform or Dirichlet-to-Neumann map.

Full work available at URL: https://arxiv.org/abs/2107.01574

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zbMATH Keywords

Dirichlet-to-Neumann mapconformal mappingHilbert transformrational approximationAAA algorithmlightning Laplace solver

Mathematics Subject Classification ID

Laplace transform (44A10) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Approximation in the complex plane (30E10) Approximation by rational functions (41A20) Special integral transforms (Legendre, Hilbert, etc.) (44A15)

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Cited In (4)

• AAA Rational Approximation on a Continuum
• When rational functions meet virtual elements: the lightning virtual element method
• Magnetohydrodynamic flow control in Hele-Shaw cells
• AAA interpolation of equispaced data

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