The path of hyperinterpolation: A survey
Congpei An, Jiashu Ran, Hao-Ning Wu
TL;DR
The paper surveys hyperinterpolation, a discrete analogue of $L^2$ projection for multivariate polynomial approximation, built from quadrature rules with exactness for polynomials of degree $2n$. It discusses domain-specific constructions across intervals, circles, squares, disks, and spheres, and then introduces relaxing exactness via Marcinkiewicz--Zygmund inequalities to reduce quadrature requirements. Variants such as generalized, filtered, regularized, and efficient hyperinterpolation are presented, highlighting theoretical guarantees, practical performance, and connections to discrete Galerkin and Nyström methods. The survey also covers applications to partial differential and integral equations, illustrating how hyperinterpolation integrates quadrature into numerical analysis and study of singular or oscillatory kernels. Overall, hyperinterpolation has evolved into a flexible toolkit for high-dimensional approximation and numerical analysis, with ongoing challenges in constructing minimal or relaxed rules on complex domains and in adapting to nonlinear and singular problems.
Abstract
This paper surveys hyperinterpolation, a quadrature-based approximation scheme. We cover classical results, provide examples on several domains, review recent progress on relaxed quadrature exactness, introduce methodological variants, and discuss applications to differential and integral equations.
