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Bibliographic Details
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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Table of 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.