Convergence analysis of Hermite approximations for analytic functions

Fuente: arXiv
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Autores principales: Wang, Haiyong, Zhang, Lun
Formato: Preprint
Publicado: 2023
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author Wang, Haiyong
Zhang, Lun
author_facet Wang, Haiyong
Zhang, Lun
contents In this paper, we present a rigorous analysis of root-exponential convergence of Hermite approximations, including projection and interpolation methods, for functions that are analytic in an infinite strip containing the real axis and satisfy certain restrictions on the asymptotic behavior at infinity within this strip. Asymptotically sharp error bounds in the weighted and maximum norms are derived. The key ingredients of our analysis are some remarkable contour integral representations for the Hermite coefficients and the remainder of Hermite spectral interpolations. Further extensions to Gauss--Hermite quadrature, Hermite spectral differentiations, generalized Hermite spectral approximations and the scaling factor of Hermite approximation are also discussed. Numerical experiments confirm our theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2312_07940
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Convergence analysis of Hermite approximations for analytic functions
Wang, Haiyong
Zhang, Lun
Numerical Analysis
41A25, 41A10, 41A05, 65D30
In this paper, we present a rigorous analysis of root-exponential convergence of Hermite approximations, including projection and interpolation methods, for functions that are analytic in an infinite strip containing the real axis and satisfy certain restrictions on the asymptotic behavior at infinity within this strip. Asymptotically sharp error bounds in the weighted and maximum norms are derived. The key ingredients of our analysis are some remarkable contour integral representations for the Hermite coefficients and the remainder of Hermite spectral interpolations. Further extensions to Gauss--Hermite quadrature, Hermite spectral differentiations, generalized Hermite spectral approximations and the scaling factor of Hermite approximation are also discussed. Numerical experiments confirm our theoretical results.
title Convergence analysis of Hermite approximations for analytic functions
topic Numerical Analysis
41A25, 41A10, 41A05, 65D30
url https://arxiv.org/abs/2312.07940