Stefan Sauter (Zürich): Fast and Stable Contour Integration for High Order Divided Differences via Elliptic Functions

Academic or specialist Colloquium / Congress / Forum

In our talk, we will present a new method for evaluating high order divided
differences for certain classes of analytic, possibly, operator valued
This is a classical problem in numerical mathematics but also arises in new
applications such as, e.g., the use of generalized convolution quadrature
to solve retarded potential integral equations.
The functions which we will consider are allowed to grow exponentially
to the left complex half plane and the interpolation points are scattered
in a large real interval. Our approach is based on the representation of
divided differences as contour integral and we will employ a subtle
parameterization of the contour in combination with a quadrature
approximation by the trapezoidal rule.
This talk comprises joint work with Dr Maria Lopez-Fernandez.

[invited by J.-P. Berrut and J.-P. Gabriel]

When? 04.12.2012 17:15
Where? PER 08 Phys 2.52
Chemin du Musée 3
1700 Fribourg
Contact Department of Mathematics