Multipoint secant and interpolation methods with nonmonotone line search for solving systems of nonlinear equations

Multipoint secant and interpolation methods are effective tools for solving systems of nonlinear equations. They use quasi-Newton updates for approximating the Jacobian matrix. Owing to their ability to more completely utilize the information about the Jacobian matrix gathered at the previous iterations, these methods are especially efficient in the case of expensive functions. They are known to be local and superlinearly convergent. We combine these methods with the nonmonotone line search proposed by Li and Fukushima (2000), and study global and superlinear convergence of this combination. Results of numerical experiments are presented. They indicate that the multipoint secant and interpolation methods tend to be more robust and efficient than Broyden's method globalized in the same way

The linear pencil approach to rational interpolation

It is possible to generalize the fruitful interaction between (real or complex) Jacobi matrices, orthogonal polynomials and Pade approximants at infinity by considering rational interpolants, (bi-)orthogonal rational functions and linear pencils zB-A of two tridiagonal matrices A, B, following Spiridonov and Zhedanov. In the present paper, beside revisiting the underlying generalized Favard theorem, we suggest a new criterion for the resolvent set of this linear pencil in terms of the underlying associated rational functions. This enables us to generalize several convergence results for Pade approximants in terms of complex Jacobi matrices to the more general case of convergence of rational interpolants in terms of the linear pencil. We also study generalizations of the Darboux transformations and the link to biorthogonal rational functions. Finally, for a Markov function and for pairwise conjugate interpolation points tending to infinity, we compute explicitly the spectrum and the numerical range of the underlying linear pencil.Comment: 22 page

Adaptive meshless centres and RBF stencils for Poisson equation

We consider adaptive meshless discretisation of the Dirichlet problem for Poisson equation based on numerical differentiation stencils obtained with the help of radial basis functions. New meshless stencil selection and adaptive refinement algorithms are proposed in 2D. Numerical experiments show that the accuracy of the solution is comparable with, and often better than that achieved by the mesh-based adaptive finite element method

Symmetric Contours and Convergent Interpolation

The essence of Stahl-Gonchar-Rakhmanov theory of symmetric contours as applied to the multipoint Pad\'e approximants is the fact that given a germ of an algebraic function and a sequence of rational interpolants with free poles of the germ, if there exists a contour that is "symmetric" with respect to the interpolation scheme, does not separate the plane, and in the complement of which the germ has a single-valued continuation with non-identically zero jump across the contour, then the interpolants converge to that continuation in logarithmic capacity in the complement of the contour. The existence of such a contour is not guaranteed. In this work we do construct a class of pairs interpolation scheme/symmetric contour with the help of hyperelliptic Riemann surfaces (following the ideas of Nuttall \& Singh and Baratchart \& the author. We consider rational interpolants with free poles of Cauchy transforms of non-vanishing complex densities on such contours under mild smoothness assumptions on the density. We utilize $\bar\partial$-extension of the Riemann-Hilbert technique to obtain formulae of strong asymptotics for the error of interpolation