AAA-least squares rational approximation and solution of Laplace problems

DOI10.4171/8ECM/16MaRDI QIDQ6064573zbMATH OpenOpenAlexFDO

Authors Stefano Costa, Lloyd N. Trefethen

Publication date 10 November 2023

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

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

zbMATH Keywords

AAA algorithmconformal mappingDirichlet-to-Neumann mapHilbert transformlightning Laplace solverrational approximation

Mathematics Subject Classification ID

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

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.

Review text

Summary: 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. For the entire collection see [Zbl 1519.00033].

Recommendations

• Solving Laplace problems with corner singularities via rational functions
• The AAA algorithm for rational approximation
• AAA Rational Approximation on a Continuum
• The AAAtrig Algorithm for Rational Approximation of Periodic Functions
• AAA interpolation of equispaced data

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Cited in

(13)

• AAA interpolation of equispaced data
• AAA Rational Approximation on a Continuum
• When rational functions meet virtual elements: the lightning virtual element method
• Magnetohydrodynamic flow control in Hele-Shaw cells
• The lightning method for the heat equation
• Theoretical analysis of Stokes flow through a sharp-cornered cross-slot
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• Applications of AAA rational approximation
• A spectral theory of scalar Volterra equations
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