Improved error bound for multivariate Chebyshev polynomial interpolation

Document type:: Zeitschriftenaufsatz
Author(s):: Glau, K.; Mahlstedt, M.
Non-TUM Co-author(s):: nein
Cooperation:: -
Title:: 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.
Keywords:: (Tensorized) Chebyshev Polynomials, Polynomial Interpolation, Error Bounds
Intellectual Contribution:: Discipline-based Research
Journal title:: International Journal of Computer Mathematics
Journal listet in FT50 ranking:: nein
Year:: 2019
Journal volume:: 96(11)
Pages contribution:: 2302-2314
Language:: en
Fulltext / DOI:: doi:10.1080/00207160.2019.1599364
WWW:: https://arxiv.org/abs/1611.08706
TUM Institution:: Lehrstuhl für Finanzmathematik
Judgement review:: 0
Key publication:: Nein
Peer reviewed:: Ja
Commissioned:: not commissioned
Technology:: Nein
Interdisciplinarity:: Nein
Mission statement:: ;
Ethics and Sustainability:: Nein
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