Approximating functions on ${\mathbb R}^+$ by exponential sums
By: Alexey Kuznetsov, Armin Mohammadioroojeh
Potential Business Impact:
Makes math problems with curves easier to solve.
We present a new method for approximating real-valued functions on ${\mathbb R}^+$ by linear combinations of exponential functions with complex coefficients. The approach is based on a multi-point Pad\'e approximation of the Laplace transform and employs a highly efficient continued fraction technique to construct the corresponding rational approximant. We demonstrate the accuracy of this method through a variety of examples, including the Gaussian function, probability density functions of the lognormal and Gompertz-Makeham distributions, the hockey stick and unit step functions, as well as a function arising in the approximation of the gamma and Barnes $G$-functions.
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