Computing Complex Singularities of Differential Equations with Chebfun

Abstract

Abstract. Given a solution to an ordinary differential equation (ODE) on a time interval, the solution for complex-valued time may be of interest, in particular whether the solution is singular at some complex time value. How can the solution be approximated in the complex plane using only the data on the interval? A polynomial approximation of the solution always fails to capture singularities; to extrapolate solutions with singularities, approximation with rational functions is more appropriate. In this paper, a robust form of rational interpolation and least-squares approximation, due to Pachón, Gonnet et al., is discussed and tested. It is found that the method avoids the issue of spurious poles found by many standard rational approximations, but that it is not suitable when a high degree of accuracy is required.