On exponential convergence of Chebyshev polynomial approximation for multivariate analytic functions

Abstract

This paper presents a new analysis of the Chebyshev projection for multivariate analytic functions, drawing on pluripotential theory. It is proved that in any downward closed convex polynomial space, the Chebyshev projection achieves the same exponential convergence rate as the best polynomial approximation. This result enables a precise quantification of the exponential convergence rate of the Chebyshev projection. The analysis is then extended to several related topics, including tensorized Chebyshev interpolation, tensor product Gauss--Legendre quadrature, Padua interpolation and cubature, and Chebyshev-Galerkin method, with the corresponding exponential convergence rate established in each case. Supporting numerical experiments are provided to validate the theoretical results.