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Chebfun in three dimensions

Abstract:
We present an algorithm for numerical computations involving trivariate functions in a 3D rectangular parallelepiped in the context of Chebfun. Our scheme is based on low-rank representation through multivariate adaptive cross approximation (MACA). The component 1D functions are represented by finite Chebyshev expansions, or trigonometric expansions in the periodic case. Numerical experiments show the power and convenience of Chebfun3 for problems such as function manipulation, differentiation, optimization, and integration, as well as for exploration of fundamental issues of multivariate approximation and low-rank compression.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1137/16M1083803

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Role:
Author


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Grant:
FP7/20072013/ERC grant agreement no. 291068


Publisher:
Society for Industrial and Applied Mathematics
Journal:
SIAM Journal on Scientific Computing More from this journal
Volume:
39
Issue:
5
Pages:
C341–C363
Publication date:
2017-09-21
Acceptance date:
2017-04-07
DOI:
EISSN:
1095-7197
ISSN:
1064-8275


Keywords:
Pubs id:
pubs:689005
UUID:
uuid:7a2ec901-8b4b-4fed-bed1-1980571e5bf9
Local pid:
pubs:689005
Source identifiers:
689005
Deposit date:
2017-04-11

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