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working paper

Sparse spectral approximations for computing polynomial functionals

Faou, Erwan
•
Nobile, Fabio  
•
Vuillot, Christophe
2012

We give a new fast method for evaluating sprectral approximations of nonlinear polynomial functionals. We prove that the new algorithm is convergent if the functions considered are smooth enough, under a general assumption on the spectral eigenfunctions that turns out to be satised in many cases, including the Fourier and Hermite basis.

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