Function Approximation

There are numerous instances in which we need to approximate functions of one or several variables. Examples include the perturbation methods considered in Chaps. 2 – 4 , the discrete state space methods of Chap. 7 , and the weighted residuals methods of Chap. 5 . This chapter gathers the most useful tools for this purpose. First, we clarify the notion of function approximation in the next section. We distinguish between local and global methods.