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Description:
We compute the length of geodesics on a Riemannian manifold by regular polynomial interpolation of the global solution of the eikonal equation related to the line element $ds^2=g_ijdx^idx^j$ of the manifold. Our algorithm approximates the length functional in arbitrarily strong Sobolev norms. Error estimates are obtained where the geometric information is used. It is pointed out how the algorithm can be used to get accurate approximations of solutions of linear parabolic partial differential equations leading to obvious applications in finance, physics and other sciences.