Skip to content
DraconiticResearch
Search Sources API
203,203 studies31 sourcesUpdated 26 min ago
PreprintCC BY 4.0arXiv

Approximation by short exponential sums with geometric error decay based on Gauss quadrature

Abstract

We present new short exponential sum approximations of length N for f1(x)=1/(a+x) with a>0 on [0, ∞) and for f2(x)= e−x2/2σ with σ>0 on ℝ with geometric error decay ρ−2N for user-defined N ≥ 2 and ρ>1. The approximations are built over consecutive intervals [bj, bj+1) ⊂ [0, ∞), j ∈ ℕ0, with interval lengths that depend on ρ and grow exponentially for f1 and are equidistant for f2. All parameters determining the exponential sum approximations on [bj, bj+1) are easily computed from the initial parameters on [b0, b1), ensuring numerical stability. Our method is based on Gauss-Laguerre and Gauss-Hermite quadrature, respectively, applied to suitable parametric integral representations of f1 and f2. 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,∞) and of the error function erf(x) with predictable geometric error decay. Numerical examples for N=8 and N=10 clearly illustrate the theoretical error estimates.

Related

  1. Performance Evaluation of an Adaptive Quadrature and a Double Exponential Formula Using Arbitrary-Precision Floating-Point Arithmetic
    Tomonori Kouya
    arXivPreprintCC BY 4.0Full textNumerical analysis & scientific computingarXiv
  2. Stability and Error Estimates for Convolution Quadrature under Radial Symbol Bounds
    Jingchuang Ren, Haibin Su
    arXivPreprintarXiv licenceFull textNumerical analysis & scientific computingarXiv
  3. Single- and Multilevel Quadrature with Error Control for Fourier Pricing under the Rough Heston Model
    Chiheb Ben Hammouda, Abderrahmene Ben Romdhane, Michael Samet +1
    arXivPreprintarXiv licenceFull textNumerical analysis & scientific computingarXiv
  4. Residual-based a posteriori error estimate for a parareal approximation of the cardiac monodomain problem
    Jad Dabaghi
    HALPreprintPublisher termsFull textNumerical analysis & scientific computingHAL
  5. Quantitative non-Gaussian and Gaussian approximation for exponential random graphs in the single-phase critical regime
    Yi-Kun Zhao
    arXivPreprintarXiv licenceFull textProbabilityarXiv
BibTeX
@misc{plonka2026approximation,
  title = {{Approximation by short exponential sums with geometric error decay based on Gauss quadrature}},
  author = {Gerlind Plonka and Yannick Riebe and Annie Cuyt},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2606.03855},
  eprint = {2606.03855},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2606.03855},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Approximation by short exponential sums with geometric error decay based on Gauss quadrature
AU  - Gerlind Plonka
AU  - Yannick Riebe
AU  - Annie Cuyt
PY  - 2026
DA  - 2026/09/25
PB  - arXiv
DO  - 10.48550/arxiv.2606.03855
UR  - https://arxiv.org/abs/2606.03855
AB  - We present new short exponential sum approximations of length N for f_1(x)=1/(a+x) with a>0 on [0, ∞) and for f_2(x)= e^−x^2/2σ with σ>0 on ℝ with geometric error decay ρ^−2N for user-defined N ≥ 2 and ρ>1. The approximations are built over consecutive intervals [b_j, b_j+1) ⊂ [0, ∞), j ∈ ℕ_0, with interval lengths that depend on ρ 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,∞) and of the error function erf(x) with predictable geometric error decay. Numerical examples for N=8 and N=10 clearly illustrate the theoretical error estimates.
ER  -