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Russian Mathematical Surveys, 2023, Volume 78, Issue 5, Pages 967–969
DOI: https://doi.org/10.4213/rm10144e
(Mi rm10144)
 

This article is cited in 3 scientific papers (total in 3 papers)

Brief communications

Convergence of Hermite–Padé rational approximations

S. P. Suetin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
References:
Received: 13.07.2023
Bibliographic databases:
Document Type: Article
MSC: 41A21
Language: English
Original paper language: Russian

1.

Let $f$ be a function defined by a power series at the point $z=\infty$:

$$ \begin{equation} f(z)=\sum_{k=0}^\infty\frac{c_k}{z^k}\,. \end{equation} \tag{1} $$
Given the first $N$ coefficients $c_0,\dots,c_{N-1}$ of the series in (1), we can construct from them a few constructive approximations to the original function $f$ (see [10]; here we mean ‘constructive’ in the sense specified in [2], § 2). It is natural to wonder if such approximations are optimal. In what follows we assume that $N=2n+1=3m+1=4\ell+1$, где $n,m,\ell\in\mathbb{N}$. This is not a substantative condition and has a purely technical nature (see (2)(4)).

The best known, popular, and well investigated constructive approximations to a power series are the Padé approximations $[n/n]_f=P_n/Q_n$, where the polynomials $P_n,Q_n\not\equiv0$, $\deg{P_n},\deg{Q_n}\leqslant n$, are specified by the relation

$$ \begin{equation} (Q_nf-P_n)(z)=O(z^{-n-1}),\qquad z\to\infty. \end{equation} \tag{2} $$
The convergence of Padé approximations in the class of multivalued analytic functions with a finite number of singular points follows from Stahl’s theory of 1985–1986 [7]. On the other hand there also exist some other methods, which are not as well known, for approximating a power series (1) given the set of its first $N$ coefficients. Here we discuss rational approximations constructed on the basis of Hermite–Padé polynomials of the second type for the systems $f$, $f^2$ and $f$, $f^2$, $f^3$. It turns out that, from the standpoint of the optimal use of the $N$ coefficients of the series (1), Hermite–Padé rational approximations have certain advantages over Padé approximations (see (10); also see [4] and [3]). Their convergence has so far been considered only in special cases (see [1], [6], [5], and [4]). The paper [3] presents some numerical results related to van der Pol’s equation. They show that the use of Hermite–Padé polynomials for the systems $f$, $f^2$ and $f$, $f^2$, $f^3$ extends significantly one’s abilities to analyse the properties of the function $f$ numerically on the basis of the coefficients of the series (1). In particular, one can distinguish in this way quadratic branch points of a function given by a series (see [9]). The aim of this note is to present theoretical results showing that Hermite–Pade rational approximations are more optimal than Padé approximations.

For the system $f$, $f^2$ we define the Hermite–Padé polynomials $P^{(2)}_{2m,0}\not\equiv 0$, $P^{(2)}_{2m,1}$, and $P^{(2)}_{2m,2}$, $\deg{P^{(2)}_{2m,j}}\leqslant 2m$, by the relations

$$ \begin{equation} \begin{alignedat}{2} (P^{(2)}_{2m,0}f-P^{(2)}_{2m,1})(z)&=O(z^{-m-1}),&\qquad z&\to\infty, \\ (P^{(2)}_{2m,0}f^2-P^{(2)}_{2m,2})(z)&=O(z^{-m-1}),&\qquad z&\to\infty. \end{alignedat} \end{equation} \tag{3} $$
In a similar way, for the system $f$, $f^2$, $f^3$ we define the Hermite–Padé polynomials $P^{(3)}_{3\ell,0}\not\equiv0$, $P^{(3)}_{3\ell,1}$, $P^{(3)}_{3\ell,2}$, and $P^{(3)}_{3\ell,3}$, $\deg{P^{(3)}_{3\ell,j}}\leqslant 3\ell$, by the relations
$$ \begin{equation} \begin{alignedat}{2} (P^{(3)}_{3\ell,0}f-P^{(3)}_{3\ell,1})(z)&=O(z^{-\ell-1}),&\qquad z&\to\infty, \\ (P^{(3)}_{3\ell,0}f^2-P^{(3)}_{3\ell,2})(z)&=O(z^{-\ell-1}),&\qquad z&\to\infty, \\ (P^{(3)}_{3\ell,0}f^3-P^{(3)}_{3\ell,3})(z)&=O(z^{-\ell-1}),&\qquad z&\to\infty. \end{alignedat} \end{equation} \tag{4} $$

2.

Let $f\in\mathcal{H}(\infty)$ be explicitly defined by $f(z):=[(A-1/{\varphi(z)})\times(B-1/{\varphi(z)})]^{-1/2}$, $z\notin E:=[-1,1]$, where $1<A<B$, $\varphi(z)=z+(z^2-1)^{1/2}$ and the branch of $(\,\cdot\,)^{1/2}$ is selected so that $\varphi(z)\sim 2z$ as $z\to\infty$. We denote the class of these functions by $\mathcal Z(E)$. The function $f$ is algebraic of order four, with four branch points $\pm1$, $a$, and $b$, where $a=(A+1/A)/2$ and $b=(B+1/B)/2$, $1<a<b$. All branch points of $f$ are of the second order. It was shown in [8] that $f$, $f^2$, $f^3$ is a Nikishin system:

$$ \begin{equation} \begin{gathered} \, f(z)=(AB)^{-1/2}+\widehat{\sigma}(z),\qquad f^2(z)=(AB)^{-1}+(AB)^{-1/2}\,\widehat{\sigma}(z)+\widehat{s}_1(z), \\ f^3(z)=(AB)^{-3/2}+(AB)^{-1}\,\widehat{\sigma}(z)+(AB)^{-1/2}\,\widehat{s}_1(z)+ \widehat{s}_2(z), \end{gathered} \end{equation} \tag{5} $$
where $\operatorname{supp}\sigma=\operatorname{supp}{s}_1= \operatorname{supp}{s}_2=E$, $\operatorname{supp}{\sigma}_2=F:=[a,b]$, $s_1:=\langle\sigma,\sigma_2\rangle$, and $s_2:=\langle\sigma,\sigma_2,\sigma\rangle$.

Let $M_1(F)$ denote the class of unit (Borel) measures with support on $F$. Let $g_E(t,z)$ be the Green’s function for the domain $D:=\widehat{\mathbb{C}}\setminus{E}$ with singularity at $t=z$, and let $V^\mu(z)$ be the logarithmic potential and $G^\mu_E(z)$ be the Green’s potential of $\mu\in M_1(F)$:

$$ \begin{equation} V^\mu(z):=\int\log\frac{1}{|t-z|}\,d\mu(t)\quad\text{and}\quad G^\mu_E(z):=\int g_E(t,z)\,d\mu(t),\quad z\in\widehat{\mathbb{C}}\setminus{F}. \end{equation} \tag{6} $$
For each $\theta\in(0,\infty)$ there exists (see [6]) a unique measure $\lambda=\lambda(\theta)\in M_1(F)$ such that the equilibrium condition $\theta V^\lambda(x)+G^\lambda_E(x)+ \theta g_E(x,\infty)\equiv\operatorname{const}$, $x\in F$, is satisfied. We have the following result.

Theorem 1. Let $f\in\mathcal Z(E)$. Then as $N\to\infty$, locally uniformly in $D$,

$$ \begin{equation} \lim_{N\to\infty}\biggl|f(z)- \frac{P^{(2)}_{2m,1}(z)}{P^{(2)}_{2m,0}(z)}\biggr|^{1/N} = \exp\biggl\{ -\frac{1}{3}G^{\lambda(3)}_E(z)-g_E(z,\infty)\biggr\}=: \delta_2(z) \end{equation} \tag{7} $$
$$ \begin{equation} \textit{and} \qquad \lim_{N\to\infty}\biggl|f(z)- \frac{P^{(3)}_{3\ell,1}(z)}{P^{(3)}_{3\ell,0}(z)}\biggr|^{1/N} = \exp\biggl\{-\frac{1}{2}G^{\lambda(1)}_E(z)-g_E(z,\infty)\biggr\}=: \delta_3(z). \end{equation} \tag{8} $$

It follows from Stahl’s theorem that

$$ \begin{equation} \lim_{N\to\infty}|f(z)-[n/n]_f(z)|^{1/N}=\exp\{-g_E(z,\infty)\}=:\delta_1(z). \end{equation} \tag{9} $$
We can show that $G^{\lambda(1)}_E(z)>2G^{\lambda(3)}_E(z)/3$, $z\in D$. From (9), (7), and (8) we obtain
$$ \begin{equation} \delta_3(z)<\delta_2(z)<\delta_1(z)<1,\qquad z\in D. \end{equation} \tag{10} $$


Bibliography

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3. E. O. Dobrolyubov, N. R. Ikonomov, L. A. Knizhnerman, and S. P. Suetin, Rational Hermite–Padé approximants vs Padé approximants. Numerical results, 2023, 53 pp., arXiv: 2306.07063
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Citation: S. P. Suetin, “Convergence of Hermite–Padé rational approximations”, Russian Math. Surveys, 78:5 (2023), 967–969
Citation in format AMSBIB
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\by S.~P.~Suetin
\paper Convergence of Hermite--Pad\'e rational approximations
\jour Russian Math. Surveys
\yr 2023
\vol 78
\issue 5
\pages 967--969
\mathnet{http://mi.mathnet.ru//eng/rm10144}
\crossref{https://doi.org/10.4213/rm10144e}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4723256}
\zmath{https://zbmath.org/?q=an:1539.41017}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?2023RuMaS..78..967S}
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