Stable Multivariate Rational Interpolation for Parameter-dependent Aerospace Models

A multivariate, robust, rational interpolation method for propagating uncertainties in several dimensions is presented. The algorithm for selecting numerator and denominator polynomial orders is based on recent work that uses a singular value decomposition approach. In this paper we extend this algorithm to higher dimensions and demonstrate its efficacy in terms of convergence and accuracy, both as a method for response suface generation and interpolation. To obtain stable approximants for continuous functions, we use an L2 error norm indicator to rank optimal numerator and denominator solutions. For discontinous functions, a second criterion setting an upper limit on the approximant value is employed. Analytical examples demonstrate that, for the same stencil, rational methods can yield more rapid convergence compared to pseudospectral or collocation approaches for certain problems.