Weakly Admissible Meshes and Discrete Extremal Sets

Abstract

We present a brief survey on (Weakly) Admissible Meshes and corresponding Discrete Extremal Sets, namely Approximate Fekete Points and Discrete Leja Points. These provide new computational tools for polynomial least squares and interpolation on multidimensional compact sets, with different applications such as numerical cubature, digital filtering, spectral and high-order methods for PDEs.