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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Glau, K.; Mahlstedt, M. 
Titel:
Improved error bound for multivariate Chebyshev polynomial interpolation 
Abstract:
Chebyshev interpolation is a highly effective, intensively studied method and enjoys excellent numerical properties. The interpolation nodes are known beforehand, implementation is straightforward and the method is numerically stable. For efficiency, a sharp error bound is essential, in particular for high-dimensional applications. For tensorized Chebyshev interpolation, we present an error bound that improves existing results significantly. 
Stichworte:
(Tensorized) Chebyshev Polynomials, Polynomial Interpolation, Error Bounds 
Zeitschriftentitel:
Working Paper 
Jahr:
2016 
Sprache:
en 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik