NAJul 16, 2012
Sparse spectral approximations for computing polynomial functionalsErwan Faou, Fabio Nobile, Christophe Vuillot
We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral eigenfunctions that turns out to be satisfied in many cases, including the Fourier and Hermite basis.