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Applications of AAA Rational Approximation – Lloyd N. Trefethen (Mathematical Institute, University of Oxford)

Venue

Scuola Normale Superiore, Aula Volterra.

Abstract

For the first time, a method has recently become available for fast computation of near-best rational approximations on arbitrary sets in the real line or complex plane: the AAA algorithm (Nakatsukasa-Sete-T. 2018). We will present the algorithm and then demonstrate a number of applications, including
  • detection of singularities,
  •  model order reduction,
  •  analytic continuation,
  •  functions of matrices,
  •  nonlinear eigenvalue problems,
  •  interpolation of equispaced data,
  •  smooth extension of multivariate real functions,
  •  extrapolation of ODE and PDE solutions into the complex plane,
  •  solution of Laplace problems,
  •  conformal mapping,
  •  Wiener-Hopf factorization.

Further information is available on the event page on the Indico platform.

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