Convergent Interpolation to Cauchy Integrals over Analytic Arcs with Jacobi-Type Weights

We design convergent multipoint Pade interpolation schemes to Cauchy transforms of non-vanishing complex densities with respect to Jacobi-type weights on analytic arcs, under mild smoothness assumptions on the density. We rely on our earlier work for the choice of the interpolation points, and dwell on the Riemann-Hilbert approach to asymptotics of orthogonal polynomials introduced by Kuijlaars, McLaughlin, Van Assche, and Vanlessen in the case of a segment. We also elaborate on the $\bar\partial$-extension of the Riemann-Hilbert technique, initiated by McLaughlin and Miller on the line to relax analyticity assumptions. This yields strong asymptotics for the denominator polynomials of the multipoint Pade interpolants, from which convergence follows.Comment: 42 pages, 3 figure

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

The exponentially convergent trapezoidal rule

It is well known that the trapezoidal rule converges geometrically when applied to analytic functions on periodic intervals or the real line. The mathematics and history of this phenomenon are reviewed and it is shown that far from being a curiosity, it is linked with computational methods all across scientific computing, including algorithms related to inverse Laplace transforms, special functions, complex analysis, rational approximation, integral equations, and the computation of functions and eigenvalues of matrices and operators

A fast and well-conditioned spectral method for singular integral equations

We develop a spectral method for solving univariate singular integral equations over unions of intervals by utilizing Chebyshev and ultraspherical polynomials to reformulate the equations as almost-banded infinite-dimensional systems. This is accomplished by utilizing low rank approximations for sparse representations of the bivariate kernels. The resulting system can be solved in ${\cal O}(m^2n)$ operations using an adaptive QR factorization, where $m$ is the bandwidth and $n$ is the optimal number of unknowns needed to resolve the true solution. The complexity is reduced to ${\cal O}(m n)$ operations by pre-caching the QR factorization when the same operator is used for multiple right-hand sides. Stability is proved by showing that the resulting linear operator can be diagonally preconditioned to be a compact perturbation of the identity. Applications considered include the Faraday cage, and acoustic scattering for the Helmholtz and gravity Helmholtz equations, including spectrally accurate numerical evaluation of the far- and near-field solution. The Julia software package SingularIntegralEquations.jl implements our method with a convenient, user-friendly interface