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Concept
Padé approximant
Summary
In mathematics, a Padé approximant is the "best" approximation of a function near a specific point by a rational function of given order. Under this technique, the approximant's power series agrees with the power series of the function it is approximating. The technique was developed around 1890 by Henri Padé, but goes back to Georg Frobenius, who introduced the idea and investigated the features of rational approximations of power series.
The Padé approximant often gives better approximation of the function than truncating its Taylor series, and it may still work where the Taylor series does not converge. For these reasons Padé approximants are used extensively in computer calculations. They have also been used as auxiliary functions in Diophantine approximation and transcendental number theory, though for sharp results ad hoc methods— in some sense inspired by the Padé theory— typically replace them. Since Padé approximant is a rational function, an artificial singular point may occur as an approximation, but this can be avoided by Borel–Padé analysis.
The reason the Padé approximant tends to be a better approximation than a truncating Taylor series is clear from the viewpoint of the multi-point summation method. Since there are many cases in which the asymptotic expansion at infinity becomes 0 or a constant, it can be interpreted as the "incomplete two-point Padé approximation", in which the ordinary Padé approximation improves the method truncating a Taylor series.
Given a function f and two integers m ≥ 0 and n ≥ 1, the Padé approximant of order [m/n] is the rational function
which agrees with f(x) to the highest possible order, which amounts to
Equivalently, if is expanded in a Maclaurin series (Taylor series at 0), its first terms would cancel the first terms of , and as such
When it exists, the Padé approximant is unique as a formal power series for the given m and n.
The Padé approximant defined above is also denoted as
For given x, Padé approximants can be computed by Wynn's epsilon algorithm and also other sequence transformations from the partial sums
of the Taylor series of f, i.
Official source
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