Laplace transform inversion and padé-type approximants

A method for the numerical inversion of the Laplace transform of a functions f is to approximate it by rational functions f_m(z), and then to use the inverse transforms F_m(t) of f_m(z) as approximation of the inverse transform F(t) of f(z).As in Tricomi's method we define f_m(z) as a partial sum of a series expansion, which is also a Padé-type approximant to f with one pole. Then F_m(t) is the partial sum of the expansion of F(t) in terms of Laguerre polynomials.We prove mean square and uniform convergence results. The study for the choice of the pole of f_m is used to define a best Padé-type approximant with one pole. It permits the use of the method of inversion by Laguerre polynomials, with good numerical results for functions having essential singularities.     

Krylov subspace methods, biorthogonal polynomials and Padé-type approximants

It is shown that Krylov subspace methods for solving systems of linear equations can be based on formal biorthogonal polynomials and on Padé-type and Padé approximants. New algorithms for their implementation are derived. This revised version was published online in June 2006 with corrections to the Cover Date.     

Padé-type approximants for generalized Euler transforms

We prove that sequences generated by the generalized Euler’s transform can be considered as Padé-type approximants obtained by Hermite interpolation of the generating function \(u \rightarrow (1+xu)^{-1}\) at the endpoints of the interval \([0,1]\) . A first natural extension is then proposed by considering Hermite interpolation at multiple points of larger intervals.     

On the convergence of multipoint Padé-type approximants and quadrature formulas associated with the unit circle

We study the convergence of rational interpolants with prescribed poles on the unit circle to the Herglotz-Riesz transform of a complex measure supported on [–, ]. As a consequence, quadrature formulas arise which integrate exactly certain rational functions. Estimates of the rate of convergence of these quadrature formulas are also included.This research was performed as part of the European project ROLLS under contract CHRX-CT93-0416.     

Two-point Padé approximants for formal Stieltjes series

We prove that certain two-point Padé approximants occupying the diagonal of the Padé table form monotone sequences of lower and upper bounds uniformly converging to a Stieltjes function. The results can be applied to the theory of inhomogeneous media for the calculation of the bounds on the effective transport coefficients of heterogeneous materials.     

Multivariate orthogonal polynomials, homogeneous Padé approximants and Gaussian cubature

The connection between orthogonal polynomials, Padé approximants and Gaussian quadrature is well known and will be repeated in section 1. In the past, several generalizations to the multivariate case have been suggested for all three concepts [4,6,9,...], however without reestablishing a fundamental and clear link. In sections 2 and 3 we will elaborate definitions for multivariate Padé and Padé-type approximation, multivariate polynomial orthogonality and multivariate Gaussian integration in order to bridge the gap between these concepts. We will show that the new m-point Gaussian cubature rules allow the exact integration of homogeneous polynomials of degree 2m−1, in any number of variables. A numerical application of the new integration rules can be found in sections 4 and 5. This revised version was published online in June 2006 with corrections to the Cover Date.     

Degeneracies of generalized inverse,vector-valued padé approximants

Wynn used generalized inverses to interpret continued fractions containing vector-valued elements. This approach led to the introduction of generalized inverse, vector-valued Padé approximants (GIPAs). All possible cases of degeneracy of GIPAs are analysed in this paper. We derive linear equations for the coefficients of the denominator polynomial of a GIPA. The solution of these equations allows construction of a GIPA in all cases where such a GIPA exists. We show that the block structure of the table of GIPAs is precisely analogous to that of the Padé table.Communicated by Edward B. Saff.     

Matrix orthogonal Laurent polynomials and two-point Padé approximants

This paper is concerned with double sequencesC={C _n} _n ^=–/ of Hermitian matrices with complex entriesC _n M _s×s ) and formal Laurent seriesL ₀(z)=– _k=1 C _–k z ^k andL (z)= _k=0 C _k z ^–k . Making use of a Favard-type theorem for certain sequences of matrix Laurent polynomials which was obtained previously in [1] we can establish the relation between the matrix counterpart of the so-calledT-fractions and matrix orthogonal Laurent polynomials. The connection with two-point Padé approximants to the pair (L ₀,L ) is also exhibited proving that such approximants are Hermitian too. Finally, error formulas are also given.     

Continued fractions,two-point Padé approximants and errors in the Stieltjes case

A Stieltjes function is expanded in mixed T- and S-continued fraction. The relations between approximants of this continued fraction and two-point Padé approximants are established. The method used by Gilewicz and Magnus (J. Comput. Appl. Math. 49 (1993) 79; Integral Transforms Special Functions 1 (1993) 9) has been adapted to obtain the exact relations between the errors of the contiguous two-point Padé approximants in the whole cut complex plane.     

The error bounds of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegő type

We consider the Gauss-Kronrod quadrature formulae for the Bernstein-Szeg? weight functions consisting of any one of the four Chebyshev weights divided by the polynomial \(\rho (t)=1-\frac {4\gamma }{(1+\gamma )^{2}}\,t^{2},\quad t\in (-1,1),\ -1<\gamma \le 0\). For analytic functions, the remainder term of this quadrature formula can be represented as a contour integral with a complex kernel. We study the kernel, on elliptic contours with foci at the points ? 1 and sum of semi-axes ρ > 1, for the given quadrature formula. Starting from the explicit expression of the kernel, we determine the locations on the ellipses where maximum modulus of the kernel is attained. So we derive effective error bounds for this quadrature formula. An alternative approach, which has initiated this research, has been proposed by S. Notaris (Numer. Math. 103, 99–127, 2006).     

The error norm of Gauss-Kronrod quadrature formulae for weight functions of Bernstein-Szegö type

We consider the Gauss-Kronrod quadrature formulae for the Bernstein-Szegö weight functions consisting of any one of the four Chebyshev weights divided by the polynomial On certain spaces of analytic functions, the error term of these formulae is a continuous linear functional. We compute explicitly the norm of the error functional.     

Idempotent ultrafilters,multipleweak mixing and Szemerédi’s theorem for generalized polynomials

It is possible to formulate the polynomial Szemerédi theorem as follows: Let q _i (x) ∈ Q[x] with q _i (Z) ⊂ Z, 1 ≤ i ≤ k. If E ⊂ N has positive upper density, then there are a, n ∈ N such that

Discrete isoperimetric and Poincaré-type inequalities

We study some discrete isoperimetric and Poincaré-type inequalities for product probability measures μ ⁿ on the discrete cube {0, 1} ⁿ and on the lattice Z ⁿ . In particular we prove sharp lower estimates for the product measures of boundaries of arbitrary sets in the discrete cube. More generally, we characterize those probability distributions μ on Z which satisfy these inequalities on Z ⁿ . The class of these distributions can be described by a certain class of monotone transforms of the two-sided exponential measure. A similar characterization of distributions on R which satisfy Poincaré inequalities on the class of convex functions is proved in terms of variances of suprema of linear processes. Received: 30 April 1997 / Revised version: 5 June 1998     

The convergence of padé approximants and the size of the power series coefficients

Let f be a power series ∑a_izⁱ with complex coefficients. The (n. n) Pade approximant to f is a rational function P/Q where P and Q are polynomials, Q(z) ? 0, of degree ≦ n such that f(z)Q(z)-P(z) = Az²ⁿ⁺¹ + higher degree terms. It is proved that if the coefficients a_i satisfy a certain growth condition, then a corresponding subsequence of the sequence of (n, n) Pade approximants converges to f in the region where the power series f converges, except on an exceptional set E having a certain Hausdorff measure 0. It is also proved that the result is best possible in the sense that we may have divergence on E. In particular,there exists an entire function f such that the sequence of (ny n) Pade approximants diverges everywhere (except at 0)     

Asymptotics and weighted estimates of meixner polynomials orthogonal on the gird {0, δ, 2δ, ...}

Suppose that 0<δ≤1,N=1/δ, and α, ga≥0, is an integer. For the classical Meixner polynomials orthonormal on the gird {0, δ, 2δ, ...} with weight ρ(x)=(1-e ^−δ)^αг(Nx+α+ 1)/г(Nx+1), the following asymptotic formula is obtained: . The remainderv _n,N ^α (z) forn≤λN satisfies the estimate

Convergence of Padé approximants of partial theta functions and the Rogers-Szegö polynomials

We investigate the convergence of sequences of Padé approximants for the partial theta function $$h_q (z): = \sum\limits_{j = 0}^\infty { q^{j(j - 1)/2_{Z^j } } } , q = e^{i\theta } , \theta \in [0,2\pi ).$$ Whenθ/(2π) is irrational, this function has the unit circle as its natural boundary. We determine subrogions of ¦z¦ < 1 in which sequences of Padé approximants converge uniformly, and subrogions in which they converge in capacity, but not uniformly. In particular, we show that only a proper subsequence of the diagonal sequence {[n/n]} _n=1 ^∞ converges locally uniformly in all of ¦z¦< l; in contrast, no subsequence of any Padé row {[m/n]} _m=1 ^∞ (withn ≥ 2 fixed) can converge locally uniformly in all of ¦z¦ < 1. Further, we obtain the zero and pole distributions of sequences of Padé approximants by analyzing the zero distribution of the Rogers-Szegö polynomials $$G_n (z): = \sum\limits_{j = 0}^n {\left[ {\begin{array}{*{20}c} n \\ j \\ \end{array} } \right]} z^j , n = 0,1,2,....$$