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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
- WWW:
- https://arxiv.org/abs/1611.08706
- TUM Einrichtung:
- Lehrstuhl für Finanzmathematik
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- mediaTUM GesamtbestandHochschulbibliographie2019FakultätenMathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)
- mediaTUM GesamtbestandEinrichtungenSchools TUM School of Computation, Information and TechnologyDepartmentsMathematicsLehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersMahlstedt, M.