SearcharxivSearch

arXiv subjects

Astrid Herremans

Publications and source records attributed to Astrid Herremans.

5 recordsLinked to original sources

Function Approximation in Numerically Rank-Deficient Bases

We study linear function approximation in a finite basis under finite-precision arithmetic. In a highly non-orthogonal basis, certain directions are only weakly represented, so that rounding errors can significantly distort the effectively spanned space. In the first part of the paper, we formalize this phenomenon through the notion of a numerical span. Using a novel model for the rounding errors involved, we prove that approximation in the numerical span behaves like approximation in exact arithmetic subject to an additional penalty proportional to the size of the expansion coefficients and the unit roundoff. A key implication is that straightforward numerical orthogonalization cannot mitigate the effects induced by finite-precision arithmetic. The framework also provides a theoretical justification for $\ell^2$-regularized approximation. Moreover, regularization controls the amplification of rounding errors in the computation of expansion coefficients. In the second part of the paper, we address sampling for function approximation in the presence of numerical rank-deficiency. We demonstrate that regularization has another fundamental benefit: it relaxes the conditions required for accurate least squares approximation from sampled data. This effect is made concrete through an analysis of randomized sampling based on a regularized variant of the Christoffel function. The resulting sample complexity bounds depend on an effective dimension that measures the number of directions that remain useful after finite-precision rounding. We also show that regularization renders the Christoffel function computable in contrast to the standard Christoffel function, whose numerical evaluation may require arbitrarily high precision in the presence of numerical rank-deficiency. We apply the derived theory to obtain new results for the discretization of univariate Fourier extension frames.

math.NA

Refinement-based Christoffel sampling for least squares approximation in non-orthogonal bases

We introduce a refinement-based Christoffel sampling (RCS) algorithm for least squares approximation in the span of a given, generally non-orthogonal set of functions $Φ_n = \{ϕ_1, \dots, ϕ_n\}$. A standard sampling strategy for this problem is Christoffel sampling, which achieves near-best approximations in probability using only $\mathcal{O}(n \log(n))$ samples. However, it requires i.i.d. sampling from a distribution whose density is proportional to the inverse Christoffel function $k_n$, the computation of which requires an orthonormal basis. As a result, existing approaches for non-orthogonal bases $Φ_n$ typically rely on costly discrete orthogonalization. We propose a new iterative algorithm, inspired by recent advances in approximate leverage score sampling, that avoids this bottleneck. Crucially, while the computational cost of discrete orthogonalization grows proportionally with $\|k_n\|_{L^\infty(X)}$, the cost of our approach increases only logarithmically in $\|k_n\|_{L^\infty(X)}$. In addition, we account for finite-precision effects by considering a numerical variant of the Christoffel function, ensuring that the algorithm relies only on computable quantities. Alongside a convergence proof, we present extensive numerical experiments demonstrating the efficiency and robustness of the proposed method.

math.NA

Multivariate rational approximation of functions with curves of singularities

Functions with singularities are notoriously difficult to approximate with conventional approximation schemes. In computational applications, they are often resolved with low-order piecewise polynomials, multilevel schemes, or other types of grading strategies. Rational functions are an exception to this rule: for univariate functions with point singularities, such as branch points, rational approximations exist with root-exponential convergence in the rational degree. This is typically enabled by the clustering of poles near the singularity. Both the theory and computational practice of rational functions for function approximation have focused on the univariate case, with extensions to two dimensions via identification with the complex plane. Multivariate rational functions, i.e., quotients of polynomials of several variables, are relatively unexplored in comparison. Yet, apart from a steep increase in theoretical complexity, they also offer a wealth of opportunities. A first observation is that singularities of multivariate rational functions may be continuous curves of poles, rather than isolated ones. By generalizing the clustering of poles from points to curves, we explore constructions of multivariate rational approximations to functions with curves of singularities.

math.NA

Resolution of singularities by rational functions

Results on the rational approximation of functions containing singularities are presented. We build further on the ''lightning method'', recently proposed by Trefethen and collaborators, based on exponentially clustering poles close to the singularities. Our results are obtained by augmenting the lightning approximation set with either a low-degree polynomial basis or poles clustering towards infinity, in order to obtain a robust approximation of the smooth behaviour of the function. This leads to a significant increase in the achievable accuracy as well as the convergence rate of the numerical scheme. For the approximation of $x^α$ on $[0,1]$, the optimal convergence rate as shown by Stahl in 1993 is now achieved simply by least-squares fitting.

math.NA

Efficient Function Approximation in Enriched Approximation Spaces

An enriched approximation space is the span of a conventional basis with a few extra functions included, for example to capture known features of the solution to a computational problem. Adding functions to a basis makes it overcomplete and, consequently, the corresponding discretized approximation problem may require solving an ill-conditioned system. Recent research indicates that these systems can still provide highly accurate numerical approximations under reasonable conditions. In this paper we propose an efficient algorithm to compute such approximations. It is based on the AZ algorithm for overcomplete sets and frames, which simplifies in the case of an enriched basis. In addition, analysis of the original AZ algorithm and of the proposed variant gives constructive insights on how to achieve optimal and stable discretizations using enriched bases. We apply the algorithm to examples of enriched approximation spaces in literature, including a few non-standard approximation problems and an enriched spectral method for a 2D boundary value problem, and show that the simplified AZ algorithm is indeed stable, accurate and efficient.

math.NA