Science
Approximation by short exponential sums with geometric error decay based on Gauss quadrature
Key Points
Announce Type: new Abstract: We present new short exponential sum approximations of length $N$ for $f_1(x)=\frac{1}{a+x}$ with $a>0$ on $[0, \infty)$ and for $f_2(x)= {\mathrm e}^{-x^2/2\sigma}$ with $\sigma>0$ on ${\mathbb R}$ with geometric error decay ${\rho}^{-2N}$ for user-defined $N \ge 2$ and $\rho > The approximations are built over consecutive intervals $[b_j, \, b_{j+1}) \subset [0, \infty)$, $j \in {\mathbb N}_{0}$, with interval lengths that depend on $\rho$ and grow...
arXiv:2606.03855v1 Announce Type: new
Abstract: We present new short exponential sum approximations of length $N$ for $f_1(x)=\frac{1}{a+x}$ with $a>0$ on $[0, \infty)$ and for $f_2(x)= {\mathrm e}^{-x^2/2\sigma}$ with $\sigma>0$ on ${\mathbb R}$ with geometric error decay ${\rho}^{-2N}$
for user-defined $N \ge 2$ and $\rho >1$. The approximations are built over consecutive intervals $[b_j, \, b_{j+1}) \subset [0, \infty)$, $j \in {\mathbb N}_{0}$, with interval lengths that depend on $\rho$ and grow exponentially for $f_1$ and are equidistant for $f_2$. All parameters determining the exponential sum approximations on $[b_j, \, b_{j+1})$ are easily computed from the initial parameters on $[b_0, \, b_{1})$, ensuring numerical stability. Our method is based on Gauss-Laguerre and Gauss-Hermite quadrature, respectively, applied to suitable parametric integral representations of $f_1$ and $f_2$. This technique ensures consistent relative errors across all intervals. Using the obtained exponential sum approximations, we achieve highly accurate approximations of $\log(x)$ on $[1,\infty)$ and of the error function $\mathrm{erf}(x)$ with predictable geometric error decay. Numerical examples for $N=8$ and $N=10$ clearly illustrate the theoretical error estimates.