Improved error bound for multivariate Chebyshev polynomial interpolation

Titel:: Improved error bound for multivariate Chebyshev polynomial interpolation
Dokumenttyp:: Zeitschriftenaufsatz
Autor(en):: Glau, K.; Mahlstedt, M.
Nicht-TUM Koautoren:: nein
Kooperation:: -
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
Intellectual Contribution:: Discipline-based Research
Zeitschriftentitel:: International Journal of Computer Mathematics
Journal gelistet in FT50 Ranking:: nein
Jahr:: 2019
Band / Volume:: 96(11)
Seitenangaben Beitrag:: 2302-2314
Sprache:: en
Volltext / DOI:: doi:10.1080/00207160.2019.1599364
WWW:: https://arxiv.org/abs/1611.08706
TUM Einrichtung:: Lehrstuhl für Finanzmathematik
Urteilsbesprechung:: 0
Key publication:: Nein
Peer reviewed:: Ja
commissioned:: not commissioned
Technology:: Nein
Interdisziplinarität:: Nein
Leitbild:: ;
Ethics und Sustainability:: Nein
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