Exponential sum approximations for $t^{-\beta}$

William McLean

doi:10.1007/978-3-319-72456-0_40

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arXiv · 1606.00123

Exponential sum approximations for $t^{-\beta}$

William McLean

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Abstract

Given $\beta>0$ and $\delta>0$, the function $t^{-\beta}$ may be approximated for $t$ in a compact interval $[\delta,T]$ by a sum of terms of the form $we^{-at}$, with parameters $w>0$ and $a>0$. One such an approximation, studied by Beylkin and Monz\'on, is obtained by applying the trapezoidal rule to an integral representation of $t^{-\beta}$, after which Prony's method is applied to reduce the number of terms in the sum with essentially no loss of accuracy. We review this method, and then describe a similar approach based on an alternative integral representation. The main difference is that the new approach achieves much better results before the application of Prony's method; after applying Prony's method the performance of both is much the same.

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William McLean. 2016-06-01. Exponential sum approximations for $t^{-\beta}$. https://doi.org/10.1007/978-3-319-72456-0_40

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