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

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.

Venue and Date

21 February 2023, 11.00, Aula Volterra

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