NAOct 19, 2016
Fast and accurate computation of the logarithmic capacity of compact setsJörg Liesen, Olivier Sète, Mohamed M. S. Nasser
We present a numerical method for computing the logarithmic capacity of compact subsets of $\mathbb{C}$, which are bounded by Jordan curves and have finitely connected complement. The subsets may have several components and need not have any special symmetry. The method relies on the conformal map onto lemniscatic domains and, computationally, on the solution of a boundary integral equation with the Neumann kernel. Our numerical examples indicate that the method is fast and accurate. We apply it to give an estimate of the logarithmic capacity of the Cantor middle third set and generalizations of it.
NAJun 12, 2017
The AAA algorithm for rational approximationYuji Nakatsukasa, Olivier Sète, Lloyd N. Trefethen
We introduce a new algorithm for approximation by rational functions on a real or complex set of points, implementable in 40 lines of Matlab and requiring no user input parameters. Even on a disk or interval the algorithm may outperform existing methods, and on more complicated domains it is especially competitive. The core ideas are (1) representation of the rational approximant in barycentric form with interpolation at certain support points and (2) greedy selection of the support points to avoid exponential instabilities. The name AAA stands for "adaptive Antoulas--Anderson" in honor of the authors who introduced a scheme based on (1). We present the core algorithm with a Matlab code and nine applications and describe variants targeted at problems of different kinds. Comparisons are made with vector fitting, RKFIT, and other existing methods for rational approximation.
CVJul 20, 2016
Properties and examples of Faber--Walsh polynomialsOlivier Sète, Jörg Liesen
The Faber--Walsh polynomials are a direct generalization of the (classical) Faber polynomials from simply connected sets to sets with several simply connected components. In this paper we derive new properties of the Faber--Walsh polynomials, where we focus on results of interest in numerical linear algebra, and on the relation between the Faber--Walsh polynomials and the classical Faber and Chebyshev polynomials. Moreover, we present examples of Faber--Walsh polynomials for two real intervals as well as some non-real sets consisting of several simply connected components.