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Title:

Improved error bound for multivariate Chebyshev polynomial interpolation

Document type:
Zeitschriftenaufsatz
Author(s):
Glau, K.; Mahlstedt, M.
Non-TUM Co-author(s):
nein
Cooperation:
-
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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