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Main Authors: Hecht, Michael, Hofmann, Phil-Alexander, Wicaksono, Damar, Acosta, Uwe Hernandez, Gonciarz, Krzysztof, Kissinger, Jannik, Sivkin, Vladimir, Sbalzarini, Ivo F.
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2504.17899
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author Hecht, Michael
Hofmann, Phil-Alexander
Wicaksono, Damar
Acosta, Uwe Hernandez
Gonciarz, Krzysztof
Kissinger, Jannik
Sivkin, Vladimir
Sbalzarini, Ivo F.
author_facet Hecht, Michael
Hofmann, Phil-Alexander
Wicaksono, Damar
Acosta, Uwe Hernandez
Gonciarz, Krzysztof
Kissinger, Jannik
Sivkin, Vladimir
Sbalzarini, Ivo F.
contents We extend the univariate Newton interpolation algorithm to arbitrary spatial dimensions and for any choice of downward-closed polynomial space, while preserving its quadratic runtime and linear storage cost. The generalisation supports any choice of the provided notion of non-tensorial unisolvent interpolation nodes, whose number coincides with the dimension of the chosen-downward closed space. Specifically, we prove that by selecting Leja-ordered Chebyshev-Lobatto or Leja nodes, the optimal geometric approximation rates for a class of analytic functions -- termed Bos--Levenberg--Trefethen functions -- are achieved and extend to the derivatives of the interpolants. In particular, choosing Euclidean degree results in downward-closed spaces whose dimension only grows sub-exponentially with spatial dimension, while delivering approximation rates close to, or even matching those of the tensorial maximum-degree case, mitigating the curse of dimensionality. Several numerical experiments demonstrate the performance of the resulting multivariate Newton interpolation compared to state-of-the-art alternatives and validate our theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2504_17899
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Multivariate Newton Interpolation in Downward Closed Spaces Reaches the Optimal Geometric Approximation Rates for Bos--Levenberg--Trefethen Functions
Hecht, Michael
Hofmann, Phil-Alexander
Wicaksono, Damar
Acosta, Uwe Hernandez
Gonciarz, Krzysztof
Kissinger, Jannik
Sivkin, Vladimir
Sbalzarini, Ivo F.
Numerical Analysis
We extend the univariate Newton interpolation algorithm to arbitrary spatial dimensions and for any choice of downward-closed polynomial space, while preserving its quadratic runtime and linear storage cost. The generalisation supports any choice of the provided notion of non-tensorial unisolvent interpolation nodes, whose number coincides with the dimension of the chosen-downward closed space. Specifically, we prove that by selecting Leja-ordered Chebyshev-Lobatto or Leja nodes, the optimal geometric approximation rates for a class of analytic functions -- termed Bos--Levenberg--Trefethen functions -- are achieved and extend to the derivatives of the interpolants. In particular, choosing Euclidean degree results in downward-closed spaces whose dimension only grows sub-exponentially with spatial dimension, while delivering approximation rates close to, or even matching those of the tensorial maximum-degree case, mitigating the curse of dimensionality. Several numerical experiments demonstrate the performance of the resulting multivariate Newton interpolation compared to state-of-the-art alternatives and validate our theoretical results.
title Multivariate Newton Interpolation in Downward Closed Spaces Reaches the Optimal Geometric Approximation Rates for Bos--Levenberg--Trefethen Functions
topic Numerical Analysis
url https://arxiv.org/abs/2504.17899