Data-driven optimal approximation on Hardy spaces in simply connected domains

Fuente: arXiv
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Main Authors: Borghi, Alessandro, Breiten, Tobias
Format: Preprint
Published: 2025
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author Borghi, Alessandro
Breiten, Tobias
author_facet Borghi, Alessandro
Breiten, Tobias
contents We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted as optimal $\mathcal{H}_2$ interpolation conditions for discrete-time dynamical systems. Connections to the implicit Euler method, the midpoint method, and backward differentiation methods are also established. A data-driven algorithm is developed to compute a (locally) optimal approximant. Our method is tested on three numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2507_15837
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Data-driven optimal approximation on Hardy spaces in simply connected domains
Borghi, Alessandro
Breiten, Tobias
Numerical Analysis
Optimization and Control
We consider optimal interpolation of functions analytic in simply connected domains in the complex plane. By choosing a specific structure for the approximant, we show that the resulting first order optimality conditions can be interpreted as optimal $\mathcal{H}_2$ interpolation conditions for discrete-time dynamical systems. Connections to the implicit Euler method, the midpoint method, and backward differentiation methods are also established. A data-driven algorithm is developed to compute a (locally) optimal approximant. Our method is tested on three numerical experiments.
title Data-driven optimal approximation on Hardy spaces in simply connected domains
topic Numerical Analysis
Optimization and Control
url https://arxiv.org/abs/2507.15837