THE GIBBS PHENOMENON FOR RADIAL BASIS FUNCTIONS

Size: px
Start display at page:

Download "THE GIBBS PHENOMENON FOR RADIAL BASIS FUNCTIONS"

Transcription

1 THE GIBBS PHENOMENON FOR RADIAL BASIS FUNCTIONS BENGT FORNBERG AND NATASHA FLYER Abstract What is now known as the Gibbs phenomenon was first observed in the contet of truncated Fourier epansions, but other versions of it arise also in situations such as truncated integral transforms and for different interpolation methods Radial basis functions(rbf) is a modern interpolation technique which includes both splines and trigonometric interpolations as special cases in -D, and it generalizes these methodologies to scattered node layouts in any number of dimensions We investigate here the Gibbs phenomenon for -D RBF interpolation, and find that it can differ also qualitatively from previously studied cases Key words Radial basis functions, RBF, Gibbs phenomenon, interpolation Introduction The best known version of the Gibbs phenomenon is the overshoot that arises when a discontinuous function is represented by a truncated set of Fourier epansion terms A similar situation arises if a truncated Fourier epansion is instead obtained by means of interpolation on an equispaced grid Figures a,b showmoredetailedpicturesnearaunitheightjumpinthesetwocases Inthelimits of increasingly many terms and of increasingly high node densities, respectively, eact formulas for the peak heights are + π π sin t dt 89 t and ma <ξ< { sin πξ π k= } ( ) k 4, ξ k ie the overshoots amount to approimately 89% and 4%, respectively, of the jumpheights Bothofthesecasesareanalyzedin[8],Section4;seealso[8],[9] The amplitudes of successive oscillations decay in inverse proportion with the distance from the jump AsFigure(c)shows,theGibbsphenomenonforsplinesdiffersfromtheprevious cases especially in terms of how fast the oscillations decay This is discussed further in Section We then, in Section 3, generalize splines to what has become known as radial basis functions (RBF) This is a modern and etremely fleible interpolation method, which includes both splines and trigonometric interpolants in different -D special cases, but which applies immediately also when the data is given at scattered node locations in any number of space dimensions The Gibbs phenomenon that arises for RBF interpolation has not been studied previously We find in Section 4 that it can take quite different character in different situations Section contains some concluding remarks University of Colorado, Department of Applied Mathematics, 6 UCB, Boulder, CO 839, USA (fornberg@coloradoedu) National Center for Atmospheric Research, Division of Scientific Computing, 8 Table Mesa Drive, Boulder, CO 83, USA (flyer@ucaredu)

2 a Truncated Fourier series 89 b Equispaced Fourier interpolation 4 c Cubic spline interpolation F The Gibbs phenomenon for (a) truncated Fourier series, (b) equispaced Fourier interpolation, and (c) cubic spline interpolation For (b) and (c), the nodes are located at the integers, with function value zero at positive integers, else one The Gibbs phenomenon for spline interpolations In the case of cubic splines, one can readily write down the cubic polynomials for each interval in closed form[9] InthecaseshowninFigurec,themaimumappearson[-,],withthe cubic over this interval given by +( )+(3 3 3 ) +(3 3) 3 The maimum value of 6 (8 3 6) 78 occurs at the location = 6 ( ) 384 The cubic B-spline takes, at successive nodes, the values {, 6, 3, 6,} Given thattheb-splineepansioncoefficientsb k for k inthecaseofthestepdatain Figure (c) will need to satisfy the linear recursion relation 6 b k + 3 b k+ 6 b k+= withcharacteristicequation 6 r + 3 r+ 6 =,itfollowsthattheb-splinecoefficients - and therefore the Gibbs oscillations- will decay for increasing k at the eponential rate b k =O(( 3) k ) O(e 37 k ) This fast rate may not be surprising given that the cubic spline, of all possible interpolants s() to the given data, minimizes [s ()] d Persistent oscillations

3 Spline Maimum value Oscillation decay rate degree O(e c k ); c= T Trends in the Gibbs phenomenon for spline interpolation of increasing orders cannot be present at increasing distances from the jump location because such would make this integral quantity large In the case of splines of higher orders, closed form epressions for the overshoot and for the decay rates become more involved, but the quantities are nevertheless easy to compute numerically Table summarizes some further cases In the limit of increasing spline orders, we can see how the trigonometric interpolation case is recovered (as also follows from the fact that spline interpolants of increasing odd orderstocardinal datas()= { if = otherwise, when Z approach sin π π uniformly in ; see for e[4]) The eponential coefficient decay is lost, and the slow algebraic rate has instead become dominant 3 Radial basis functions The RBF methodology was originated by Rolland Hardy around 97 in connection with a cartography application that required multivariate scattered-node interpolation [7] In a much noted 98 survey [6], this approach, using a certain type of basis functions known as multiquadrics(mq), was foundtobethepreferableoneofabout3thenknownmethods(scoringthebestin3 outof8tests,andsecondbestin3oftheremainingtests) Althoughunconditional non-singularity of the interpolation problem was known early in a very special case [], it was the breakthrough discovery in 986 of guaranteed nonsingularity also for MQs[]whichpropelledthedevelopmentofRBFintooneofthemostactiveareas in modern computational mathematics In the brief RBF introduction below (following a more etensive description in []), we first introduce RBF as a generalization of standard cubic splines to multiple dimensions The types of RBF we are most interested in depend on a scalar shape parameter ε The limit of ε (basis functions becoming increasingly flat) is of special interest, since the accuracy then can become particularly high, with both polynomial and trigonometric interpolants arising as special cases[6],[9],[3],[4] 3 Introduction to RBF via cubic splines Acubicsplineismadeupof a different cubic polynomial between each pair of adjacent node points(in -D), and itmayatthesenodepointsfeatureajumpinthethird derivative(ie thefunction, and its first two derivatives are continuous everywhere) The standard approach for computing the coefficients of the different cubics which form the spline requires only the solution of a tridiagonal linear system If the spacing between the sample points is 3

4 h,itiswellknownthatthesizeoftheerror,wheninterpolatingsmoothfunctions,will decreaselikeo(h 4 ) Itmakesalmostnodifferenceinthealgorithmifthenodesare not equally spaced However, simple generalizations to more space dimensions have inthepastbeenavailableonlyifthenodesarelinedupinthecoordinatedirections Another way to approach the problem of finding the -D cubic spline (for now omitting to address the issue of end conditions) is the following: At each data location i,i=,,n,placeatranslateofthefunctionφ()= 3,ie at i thefunction φ( i )= i 3 Wethenaskifitispossibletoformalinearcombinationofall these functions n s()= λ i φ( i ) (3) i= such that this takes the desired function values f i at the data locations i, i =,,n,ie suchthat s( i )=f i holds Thisamountstoaskingforthecoefficients λ i tosatisfyalinearsystemofequations φ( ) φ( ) φ( n ) φ( ) φ( ) φ( n ) φ( n ) φ( n ) φ( n n ) λ λ λ n = f f f n (3) Assuming that this system is non-singular, it can be solved for the coefficients λ i The interpolant s(), as given by (3), will then become a cubic function between the nodes and, at the nodes, have a jump in the third derivative We have thus found another way to create an interpolating cubic spline This time, we have arrived atafull linear system rather thanatridiagonal one However, as we will see net, this formulation opens up powerful opportunities for generalizing the form of the interpolant, and also for etending the methodology to scattered data in any number of space dimensions 3 Generalization to multiple dimensions Figure 3a illustrates the RBF ideain-dateachdatalocation i,wehavecenteredatranslateofoursymmetric functionφ() In-D,asillustratedinFigure3b,weinsteadusearotatedversionof the same radial function In d dimensions, we can write these rotated basis functions asφ( i ),where denotesthestandardeuclideannorm TheformoftheRBF interpolantandofthelinearsystemthatistobesolvedhashardlychangedfromthe -Dcase Insteadof(3)and(3),wenowuseasinterpolant n s()= λ i φ( i ) (33) with the collocation conditions φ( ) φ( ) φ( n ) φ( ) φ( ) φ( n ) φ( n ) φ( n ) φ( n n ) i= λ λ λ n = f f f n (34) In particular, we note that the algebraic compleity of the interpolation problem has notincreasedwiththenumberofdimensions-wewillalwaysendupwithasquare symmetricsystemofthesamesizeasthenumberofdatapoints Cubicsplineshave thus been generalized to apply also to scattered data in any number of dimensions 4

5 F 3 Illustration of the RBF concept in -D and in -D 33 Differenttypesofradialfunctions TheerrorO(h 4 )forcubicsplinesin -DwillbecomeO(h 6 )inthecaseofquinticsplines AnditfallstoO(h )forlinear splines (corresponding to φ() = ) In general, if we take the RBF approach as outlinedabove,anduseφ()= m+,theerrorwillbecomeo(h m+ )(evenpowers in φ() will not work; for e if φ() =, the interpolant (3) will reduce to a single quadratic polynomial, no matter the value of n, and attempting to interpolate morethanthreepointswillhavetogiverisetoasingularsystem) Thesizesofthese errorscorresponddirectlytowhichderivativeofφ()isitthatfeaturesajumpatthe origin This leads to the obvious question: why not choose a φ() which is infinitely differentiable everywhere, suchas φ()= +? This idea isanecellent one - andcanbeappliedtogoodadvantageinanynumberofdimensions Ifwestillignore boundary issues(possibly leading to some counterpart of the Runge phenomenon for polynomials), the accuracy will become spectral: better than any polynomial order, andgenerallyoftheformo(e cn ),wherec>andnisthenumberofpoints[6] Table 3 lists a number of possible choices of radial functions, with illustrations infigure3 Inthepiecewisesmoothcategory(wherewesofarhavediscussedonly φ(r)= r m+ ),weincludenowalsothinplatesplinesφ(r)= r m ln r Theseare commonlyusedin-d,especiallythenwithm= Justlikethenaturalcubicspline (ie withendconditionss (a)=s (b)=)minimizes b a [s ()] doverallpossible -D interpolants, the RBF interpolant using φ(r) = r logr achieves the equivalent minimization for -D scattered data[7] The spectral accuracy noted above for smooth radial functions holds in any num-

6 MN φ(r)=r 3 Piecewise smooth 3 TPS φ(r)=r log r - 3 Infinitely smooth MQ φ(r)=(+r ) / IMQ φ(r)=(+r ) -/ IQ φ(r)=(+ r ) - GA φ(r)=e r F 3 Illustrations of the si different radial functions in Table 3 ber of spatial dimensions For the non-smooth RBF, the order accuracy actually improves with the number of dimensions, d For eample, for φ(r) = r m+ and for φ(r) = r m ln r, the order of accuracy becomes O(h m++d ) and O(h m+d ) respectively[3] For the infinitely smooth RBF in Table 3, we have also introduced a shape parameter,whichwedenotebyε Forsmallvaluesofε,thebasisfunctionsbecome very flat, andfor large values, they become sharply spiked(eg for IQ, IMQ, GA) or, inthecaseofmq,itapproachesthepiecewiselinearcase Table3alsoshows the Fourier transform of the radial functions(or generalized Fourier transform if the integral that defines the regular version would be divergent, cf [], [], []; we û(ξ)eiξ dξ, û(ξ)= u()e iξ d) The use here the conventionu()= π following are some key theorems regarding RBF interpolation For proofs and further discussions,seefore[3],[6],[],[]: AllthesmoothRBFchoiceslistedinTable3willgivecoefficientmatrices Ain(34)whicharenonsingular,ie thereisauniqueinterpolantoftheform (33) no matter how the (distinct) data points are scattered in any number ofspacedimensions InthecasesofIQ,IMQandGA, thematriispositive definite and, for MQ, it has one positive eigenvalue and the remaining ones all negative Interpolation using MN and TPS can become singular in multi-dimensions However, low degree polynomials can be added to the RBF interpolant to guarantee that the interpolation matri is positive definite(a stronger condition than non-singularity) For eample, for cubic RBF and TPS in d dimensions,thisbecomesthecaseifweuseasinterpolants()= d+ k= γ kp k ()+ 6

7 Type of radial function Piecewise smooth -D Fourier transform φ(ξ) MN monomial r m+ ( ) m+ (m+)! 8π TPS thinplatespline r m ln r Infinitely smooth MQ multiquadric IQ inverse quadratic IMQ inverse MQ +(εr) +(εr) +(εr) ξ m+ ( ) m+ (m)! π 3 ξ m+ ( ) K ξ ε ξ π ε ε K ξ e ε ( ξ ε π GA Gaussian e (εr) ( ) π πξ SH Sech sech(εr) ε sech ε ) ε e ξ /(4ε ) T 3 Definition and Fourier transforms for some cases of radial functions n k= λ k φ( k )togetherwiththeconstraints n j= λ jp k ( j )=,k=,,d+ Here, p k () denotes a basis for polynomials of degree one in d dimensions, ie in the case of d = 3 (with = (,, 3 )), we have p =, p =, p 3 =, p 4 = 3 In -D, the RBF interpolant in the limit of ε converges to Lagrange interpolation polynomial[6](no matter how the distinct nodes are scattered) For -D periodic data, this same limit reproduces standard trigonometric interpolants (again, for all node distributions) For scattered nodes on a sphere, it reproduces a spherical harmonics interpolant[] 4 TheGibbsphenomenonforRBF AlthoughthemainpointinusingRBF is their fleibility in allowing smooth mesh-free interpolation of scattered data in any number of dimensions, we limit ourselves in this first study of the Gibbs phenomenon for RBF interpolants to -D unit-spaced data For each of the radial functions in Table 3, we can introduce a π-periodic function Ξ(ξ)= k= φ(k)e ikξ = j= φ(ξ+πj) (4) The second sum above, following from Poisson s summation formula, will converge alsointhecaseswherethefirstonediverges As a key step towards analyzing the Gibbs phenomenon, we consider cardinal data, defined at the integer lattice points as f = and f k = at = k non-zero integer It has previously been shown[4],[] that the corresponding RBF epansion 7

8 coefficients then become λ k = π π and the RBF cardinal interpolant becomes coskξ Ξ(ξ) dξ (4) s C ()= π φ(ξ) cosξ Ξ(ξ) dξ (43) Derivations of these formulas are given in Appendi A If we, in place of cardinal data,considerstep(gibbs-)data(f k =at=knon-positiveintegerandf k =at = k positive integer), adding translates of(43) gives the Gibbs interpolant as s G ()= Substituting(43) into(44) leads to s G ()= 4π s C (+j) (44) j= φ(ξ) sin( )ξ Ξ(ξ) sin ξ dξ (4) Incontrastto(43)and(44),thissimplifiedepressionisonlyvalidincasesforwhich Ξ(ξ)sin ξ is everywhere non-zero, (eg MN, TPS and MQ) The main task of the presentstudyistoanalyzeanddisplays G () Ourstartingpointwillbetoinvestigate howλ k varieswithk,asdescribedby(4) Thesimilaritybetweentheintegrals(4) and(43)willthenpermittheessentialobservationsforλ k tobecarriedover,firstto s C ()andthenby(44)tos G () Thenetsubsectionsdescribethesestepsinmore detail 4 Analysis of cardinal epansion coefficients λ k Since this task was carriedoutinsomedetailin[],welimitourselvesheretoeplainingthemainideas andresults fromthatstudy Forsome types of RBF, itturnsoutto be possible to etensively simplify the epressions that are obtained from combining the Fourier transforms from Table 3 with(4) and(4) For eample: CubicRBF(MNwithj=;sameascubicsplines): λ = 4+3 3, λ ± = and λ ±k = ( )k 3 3 (+ 3) k, k IQ: λ k = ( )k ε sinh( π ε ) π cos kω π cosh(ω/ε) dω, GA: λ k = e(εk) j=k ( )j e ε (j+ ) j= ( )j (j+ (j+ ), )e ε SH: λ k = j= ( )j sech (εj) ( )k sech(εk) Instead of pursuing more simplifications of this type, it turns out that we obtain more insights by evaluating the integral in (4) by means of Cauchy s theorem and the calculus of residues The case of MQ is used below to illustrate this approach 8

9 F 4 Magnitude of h(ξ), as given by (46) over the domain Reξ π, 8 Imξ 8 4 Cardinal data epansion coefficients by contour integration We considermqrbfandchooseforsimplicityε=thetaskbecomestoevaluate where λ k = 4π h(ξ)= π h(ξ)e ikξ dξ j= K ( πj+ξ ) πj+ξ Thefunctionh(ξ)isπ-periodic,andcanoverξ [,π]bewritten,withouttaking magnitudes, as h(ξ)= K (πj+ξ) j= πj+ξ + (46) K (πj ξ) j= πj ξ In this latter form, h(ξ) can be etended as a single-valued analytic function throughout the strip Reξ π, < Imξ < Figure 4 illustrates the magnitude of this function, and Figure 4 shows its schematic character We change the integration path as is indicated in Figure 4, and note that the two leading contributions to the integral, when k increases, will come from (i) the first pole and (ii) from the (non-cancelling) contributions from the vicinities of the branch points at ξ = and ξ = π Along the line ξ = π+i t, t real, the function h(ξ) is purely real and /h(ξ) features decaying oscillations The first pole of h(ξ) appears near π+69iandhasaresidueofapproimately-34866,thuscontributingaterm of 7433( ) k e 6k toλ k Thesingularityofh(ξ)aroundtheorigin(repeated at ξ =π) comes fromonly one term in the denominator of (46), taking the form 9

10 F 4 Character of the function h(ξ) in the comple plane The original and the modified integration paths are shown ξ K (ξ) =ξ +( 4 γ + ln lnξ )ξ4 +Thebranchsingularityistoleadingorder oftheform ξ4 lnξ= ξ4 (ln ξ +i argξ)(andsimilarlyaroundξ=π) What doesnotcancelbetweenthetwosidesofthecontourbutinsteadaddsup(hencethe factorbelow)amountsto( 4π ) i {some δ>} ( )ξ4 i π e ikξ dξ Lettingξ=it andnotingthat,ask,wecanchangetheupperintegrationlimittoinfinity,this simplifiesto 8 t4 e kt dt= 3 k Forincreasingk,wethusobtain λ k 7433( ) k e 6k + }{{} eponential part 3 k + }{{} algebraic part (47) Figures 43a,b compare, using log-linear and log-log scales respectively, the true values for λ k againstthe-termapproimationin(47) Theagreementisseentobenearly perfect Thesameprocedureasabovecanbecarriedthroughforanyvalueoftheshape parameterεandalsoforalloftherbftypeslistedintable3 Therewillinevery case be an eponential decay process, featuring oscillations in sign It will depend onthe regularity of φ(ξ)atξ=(branchpointor not whencontinuedto comple ξ) whether there will also be an algebraic non-oscillatory decay present If this is present,itwilldominatewhenkissufficientlylarge Giventheepressionsfor φ(ξ) intable3,wecanseethatλ k willdecayeponentiallyforallkinthecasesofmn (confirming what we obtained earlier when we considered MN splines in Section ), GAandSH,whereastherewillbeatransitionfromeponentialtoalgebraicdecayin thecasesoftps,mq,iqandimq 4 Cardinaldatainterpolants s C () Theformulasforλ k (4)ands C () (43)differonlyinafewrespects: A trivial multiplicative factor, Thefreeparameteriscalledinsteadofk(andwewill consideritalsofor non-integer values),

11 λ k λ k k - k F 43 Comparison between correct values of λ k for MQ in -D, ε = (dots) and the -term asymptotic formula (47) (solid line) The subplot to the left is log-linear and the one to the right of type log-log F 44 Original and modified integration contours for evaluating (a) the integral (4) for λ k and (b) the integral (43) for s C () Thereisanetrafactor φ(ξ)inthenumeratorof(43), Theintegrationintervalis[, ]insteadof[,π] Inthesamewayaswedeformedthecontourfortheintegral(4),aswasshownin Figure 4, and is again shown more schematically still in Figure 44a, we now deform thecontourfor(43)asisshowninfigure44b SinceΞ(ξ)isπ-periodic,thepoleswill in the two cases have the same imaginary parts, and therefore the eponential decay rateswillbethesamefors C ()aswasfoundforλ k Thesingularityattheoriginwill becancelledbythefactor φ(ξ)inthenumeratorof(43),butthecontributionsfrom othermultiplesofπwillnotbecancelled,soalgebraicdecayrates(ifatallpresent) willalsobethesame(toleadingorder)forλ k ands C () WeillustratethegeneralobservationsabovewiththecaseofIQInthiscase,it transpires that we can simplify(43) to sinh π ε s C ()= sinπ πε(cosh π ε cosπ) π cosξ cosh ( ξ ε ) dξ

12 F 4 Cardinal interpolant s C () in the case of IQ, ε =, shown over the intervals (a) [,4] and (b) [4,] (now a finite integration interval and no Poisson sum) Figure 4 illustrates how this cardinal data interpolant at first decays in an oscillatory manner at an eponential rate, followed by algebraic decay without changes of sign, entirely as predicted by the general argument above 43 Gibbs data interpolant s G () Considering the fast decay of cardinal RBF interpolants, it is clear that superposing translates of these according to(44) willgiveresultsfors G ()whicharequalitativelythesameasthoseforthecardinal interpolants C () Withhelpoftheformulas(43),(44),or(4),onecanreadilycomputetheGibbs interpolants for any radial function Figures 46a-c show the Gibbs oscillations in a number of cases In accordance with the analysis, we can note that the oscillations decayeponentiallyforalldistancesincaseswhen φ(ξ) isanalyticaroundtheorigin (here shown only in the case of GA), but otherwise there will at some distance be a transition to one-sided oscillations which decay at a slower algebraic rate For the infinitelysmoothrbf,itisalsoofinteresttoseehowthegibbsphenomenonvaries with the shape parameter ε As ε, the oscillations seen in Figure 47 c (MQ, ε = ) increasingly resemble the trigonometric interpolation case shown in Figure b The transition point between eponential and algebraic decay, visible around =4inthecaseofε=(Figure47a)andaround=6forε=(Figure47b) hasintheε=casemovedtoofarouttobevisibleincomputationscarriedoutin standard 6-digit numerical precision In this limit, the eponential decay has itself slowed up, and turned into the slow algebraic one of trigonometric interpolation 44 Eamples of Gibbs and Runge phenomena on a finite interval In practical applications, RBF are almost always used on finite domains and with irregularly placed nodes In contrast, analysis is most easily carried out- as we have done above- on equispaced infinite(or periodic) lattices A key question that always must be asked following such analysis is to what etent the main observations will carry over to more practical situations We will here focus this discussion on the test caseofinterpolatingf()=arctanover [,] When using for eample splines or finite elements, one can increase local resolution in areas of steep gradients by local insertion of additional nodes Given that RBF also allow for arbitrary node locations, one might then attempt a similar strategy As Figure 48 shows, this can trigger oscillations away from the gradient area, that

13 a TPS b IQ, ε = c GA, ε = F 46 The Gibbs oscillations around a jump, and further out to the right, in the cases of (a) TPS, (b) IQ, ε=, and (c) GA, ε= even might grow(rather than decay) with increasing distance The issue is discussed insomedetailin[] Itisfoundtherethattheeffectisbetterseenasananalogto the polynomial Runge phenomenon, and that care in selecting node locations or use ofspatiallyvariableshapeparameterε(usingε k atnode k )cannotonlyovercome the oscillations, but in fact offer spectacular accuracies This is illustrated in Figure 49 Bringing the nodes more smoothly towards the center(with the two center ones very close), together with a larger value of ε, reduces the error by two orders of magnitude The new error pattern would appear to be related to the (surprising) one-sided Gibbs oscillation pattern that emerged from our analysis, and which was notable inthe toptworows of subplots infigure 47 Nearly two further orders of magnitude can be gained when allowing spatially variable ε It can easily be verified that Chebyshev interpolation(polynomial interpolation at the locations of Chebyshev polynomial etrema; a standard procedure for non-periodic pseudospectral methods) will require n=7 nodes to achieve the same 3 accuracy as MQ RBF here didwithn=nodes The optimizations used to generate the data for Figure 49 were carried out using Matlab sga (geneticalgorithm)toolbo Whilethisisnotcertaintogive thetrue optima, nor is practical to use on a routine basis, it suffices very well for finding simple principles that characterize particularly accurate RBF approimations (such aschoosingε k largewherethenodesareclosetogether) TheeamplesshowninFigure49weredesignedtoillustratehowRBFcanprovide very high accuracy also in steep gradient situations Several aspects of the 3

14 a MQ, ε = b MQ, ε = c MQ, ε = F 47 The Gibbs oscillations for MQ in the case of different values of the spape parameter (a) ε=, (b) ε=, and (c) ε= (a) 4 nodes -4 - (b) 6 nodes -4 - (c) 8 nodes F 48 MQ ε = interpolants to f() = arctan over [,]: (a) 4 equispaced nodes, (b) with two etra nodes inserted near the center, and (c) with still two more nodes inserted equispaced infinite lattice analysis for the Gibbs phenomenon can be observed, such asoscillationsinsomecasesemanatingfromthe jump,andinsomecasestheonesided oscillation pattern This simple eample illustrates that opportunities eist - mostly still uneplored - to overcome both Gibbs phenomena and related Runge phenomena Conclusions There is much in common between the Gibbs phenomenon for RBF interpolation and for other interpolation types(such as splines and trigonometric 4

15 Equi-spaced k ; Optimize ε Interpolant Error ε values - - Optimize k and ε Optimize k and ε k F 49 Ten-node MQ interpolations of f() = arctan Top row: Equispaced nodes, ε (same at all nodes) optimized Middle row: Node locations k and ε(same at all nodes) optimized Bottom row: Both k and ε k optimized functions), but there are also significant differences, especially in terms of how the oscillations decay away from the jump In RBF cases, both eponential and algebraic decays can be present and, if so, they will dominate at differentdistances from the jump discontinuity Furthermore, oscillations without sign changes have not been seen previously in connection with the Gibbs phenomenon The possibility of using a spatially variable shape parameter in RBF interpolation, as eplored in[], offers ecellent opportunities for eliminating the adverse effects of the Gibbs phenomenon 6 Acknowledgements The National Center for Atmospheric Research (NCAR) is sponsored by the National Science Foundation Natasha Flyer was supported by NSF Grant ATM-668 The work of Bengt Fornberg was supported by the NSF Grants DMS-3983, DMS-668 and ATM-668 The present study builds on results for cardinal epansion coefficient decay rates, described in[] We acknowledge gratefully many discussions with Susan(Tyger) Hovde, Cécile Piret and Julia Zuev Appendi A This appendi consists of three parts: Derivation of(4) Derivation of(43)

16 3 Verifyingthatthecardinalinterpolants C (),asgivenby(43),indeedsatisfies { n= s C (n)= n=±,±, () Derivation of (4) In terms of the π-periodic function Λ(ξ)= k= and Ξ(ξ), as defined in(4), the cardinal coefficient relationship k= λ k φ(n k)= λ k e ikξ, () { n= n, n Z can be epressedas Λ(ξ) Ξ(ξ)= Therefore, Λ(ξ)=/Ξ(ξ) Accordingto(), thefouriercoefficientsofthisfunctionaretheepansioncoefficientsλ k Therefore, we obtain(4) Derivation of (43) The RBF cardinal interpolant becomes s C () = λ k φ( k) k= = π e ikξ (π) Ξ(ξ ) dξ φ(ξ )e iξ ikξ dξ k= π = π ( ) (π) e ik(ξ ξ) dξ Ξ(ξ ) φ(ξ )e iξ dξ π k= }{{} πδ(ξ ξ ) = δ(ξ ξ ) φ(ξ ) π Ξ(ξ ) eiξ dξ dξ = φ(ξ) π Ξ(ξ) eiξ dξ 3 Directverificationthats C ()satisfies () Withn Z,weget s C (n) = π = π = π π π π π φ(ξ)e inξ j= φ(ξ+πj) dξ= π π k= π ( ) k= φ(ξ+πk) e inξ dξ j= φ(ξ+πj) }{{} = { n= e inξ dξ= n=±,±, 6 φ(ξ+πk) j= φ(ξ+πj) einξ dξ

17 REFERENCES [] Arsac, J, Fourier Transforms and the Theory of Distributions, Prentice Hall, Englewood Cliffs, NJ, 966 [] Bochner, S, Monotone Functionen, Stieltjes Integrale und harmonische Analyse, Math Ann 8(933), [3] Buhmann, MD, Radial Basis Functions, Cambridge University Press, Cambridge (3) [4] M D Buhmann, Radial basis function interpolation on an infinite regular grid, in: Algorithms forapproimationii,edsjcmasonandmgco,chapmanandhall,99,pp47-6 [] Cheney, W and Light, W, A Course in Approimation Theory, Brooks/Cole Publishing Company() [6] Driscoll, TA and Fornberg, B, Interpolation in the limit of increasingly flat radial basis functions, Comp Math with Applications 43 (), 43-4 [7] Duchon, J "Interpolation des fonctions de deu variables suivant le principe de la fleion des plaques minces" RAIRO Analyse Numérique, -, 976 [8] Fornberg, B, A Practical Guide to Pseudospectral Methods, Cambridge University Press, Cambridge (996) [9] Fornberg, B, Driscoll, TA, Wright, G and Charles, R, Observations on the behavior of radial basis functions near boundaries, Comp Math with Applications 43 (), [] Fornberg, B, and Flyer, N, Radial basis functions - Solving PDEs with spectral accuracy on irregular domains, Manuscript in preparation [] Fornberg, B, Flyer, N, Hovde, S and Piret, C, Localization properties of RBF epansions for cardinal interpolation I Equispaced nodes, Submitted to IMA Journal on Numerical Analysis [] Fornberg, B and Piret, C, A stable algorithm for radial basis functions on a sphere, submitted to SIAM JSciComp [3] Fornberg, B and Wright, G, Stable computation of multiquadric interpolants for all values of the shape parameter, Comp Math with Applications 48 (4), [4] Fornberg, B Wright, G and Larsson, E, Some observations regarding interpolants in the limit of flat radial basis functions, Comp Math with Applications 47(4), 37- [] Fornberg, B and Zuev, J, The Runge phenomenon and spatially variable shape parameters in RBF interpolatiom, submitted to Comp Math with Applications [6] Franke, R, Scattered data interpolation: tests of some methods, Math Comput 38 (98), 8- [7] Hardy, RL, Multiquadric equations of topography and other irregular surfaces, J Geophy Res, 76 (97), 9-9 [8] Helmberg, G, The Gibbs phenomenon for Fourier interpolation, J Appro Theory 78 (994), 4-63 [9] Jerri, AJ, The Gibbs Phenomenon in Fourier Analysis, Splines and Wavelet Approimations, Kluver Academic Publishers(998) [] Jones, DS, Generalized Functions, McGraw Hill, 966 [] Lighthill, MJ, Fourier Analysis and Generalized Functions, Cambridge University Press, 98 [] Micchelli, CA, Interpolation of scattered data: distance matrices and conditionally positive functions, Constr Appro (986), - [3] Powell, MJD, The theory of radial basis function approimation in 99, in Advances in Numerical Analysis, Vol II: Wavelets, Subdivision Algorithms and Radial Functions, W Light, ed, Oford University Press, Oford(99), - [4] Shim, H-T and Volkmer, H, On Gibbs phenomenon for wavelet epansions, J of Appro Theory 84 (996), 74-9 [] Wendland, H, Scattered Data Approimation, Cambridge University Press, Cambridge() [6] Yoon, J, Spectral approimation orders of radial basis function interpolation on the Sobolev space, SIAM J Math Anal 3 (),

Locality properties of radial basis function expansion coefficients for equispaced interpolation

Locality properties of radial basis function expansion coefficients for equispaced interpolation IMA Journal of Numerical Analysis (7) Page of 5 doi:.93/imanum/dri7 Locality properties of radial basis function expansion coefficients for equispaced interpolation BENGT FORNBERG Department of Applied

More information

THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION

THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION BENGT FORNBERG AND JULIA ZUEV Abstract. Many studies, mostly empirical, have been devoted to finding an optimal shape parameter

More information

1. Introduction. A radial basis function (RBF) interpolant of multivariate data (x k, y k ), k = 1, 2,..., n takes the form

1. Introduction. A radial basis function (RBF) interpolant of multivariate data (x k, y k ), k = 1, 2,..., n takes the form A NEW CLASS OF OSCILLATORY RADIAL BASIS FUNCTIONS BENGT FORNBERG, ELISABETH LARSSON, AND GRADY WRIGHT Abstract Radial basis functions RBFs form a primary tool for multivariate interpolation, and they are

More information

SOLVING HYPERBOLIC PARTIAL DIFFERENTIAL EQUATIONS IN SPHERICAL GEOMETRY WITH RADIAL BASIS FUNCTIONS

SOLVING HYPERBOLIC PARTIAL DIFFERENTIAL EQUATIONS IN SPHERICAL GEOMETRY WITH RADIAL BASIS FUNCTIONS SOLVING HYPERBOLIC PARTIAL DIFFERENTIAL EQUATIONS IN SPHERICAL GEOMETRY WITH RADIAL BASIS FUNCTIONS NATASHA FLYER 1. Introduction Mathematical modeling of space and climate phenomena generally requires

More information

STABLE CALCULATION OF GAUSSIAN-BASED RBF-FD STENCILS

STABLE CALCULATION OF GAUSSIAN-BASED RBF-FD STENCILS STABLE CALCULATION OF GAUSSIAN-BASED RBF-FD STENCILS BENGT FORNBERG, ERIK LEHTO, AND COLLIN POWELL Abstract. Traditional finite difference (FD) methods are designed to be exact for low degree polynomials.

More information

AN ELEMENTARY PROOF OF THE OPTIMAL RECOVERY OF THE THIN PLATE SPLINE RADIAL BASIS FUNCTION

AN ELEMENTARY PROOF OF THE OPTIMAL RECOVERY OF THE THIN PLATE SPLINE RADIAL BASIS FUNCTION J. KSIAM Vol.19, No.4, 409 416, 2015 http://dx.doi.org/10.12941/jksiam.2015.19.409 AN ELEMENTARY PROOF OF THE OPTIMAL RECOVERY OF THE THIN PLATE SPLINE RADIAL BASIS FUNCTION MORAN KIM 1 AND CHOHONG MIN

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 5: Completely Monotone and Multiply Monotone Functions Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 9: Conditionally Positive Definite Radial Functions Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH

More information

A numerical study of a technique for shifting eigenvalues of radial basis function differentiation matrices

A numerical study of a technique for shifting eigenvalues of radial basis function differentiation matrices A numerical study of a technique for shifting eigenvalues of radial basis function differentiation matrices Scott A. Sarra Marshall University and Alfa R.H. Heryudono University of Massachusetts Dartmouth

More information

A RADIAL BASIS FUNCTION METHOD FOR THE SHALLOW WATER EQUATIONS ON A SPHERE

A RADIAL BASIS FUNCTION METHOD FOR THE SHALLOW WATER EQUATIONS ON A SPHERE A RADIAL BASIS FUNCTION METHOD FOR THE SHALLOW WATER EQUATIONS ON A SPHERE NATASHA FLYER AND GRADY B. WRIGHT Abstract. The paper derives the first known numerical shallow water model on the sphere using

More information

Multivariate Interpolation with Increasingly Flat Radial Basis Functions of Finite Smoothness

Multivariate Interpolation with Increasingly Flat Radial Basis Functions of Finite Smoothness Multivariate Interpolation with Increasingly Flat Radial Basis Functions of Finite Smoothness Guohui Song John Riddle Gregory E. Fasshauer Fred J. Hickernell Abstract In this paper, we consider multivariate

More information

THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION

THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION THE RUNGE PHENOMENON AND SPATIALLY VARIABLE SHAPE PARAMETERS IN RBF INTERPOLATION BENGT FORNBERG AND JULIA ZUEV Abstract. Many studies, mostly empirical, have been devoted to finding an optimal shape parameter

More information

Theoretical and computational aspects of multivariate interpolation with increasingly flat radial basis functions

Theoretical and computational aspects of multivariate interpolation with increasingly flat radial basis functions Theoretical and computational aspects of multivariate interpolation with increasingly flat radial basis functions Elisabeth Larsson Bengt Fornberg June 0, 003 Abstract Multivariate interpolation of smooth

More information

COMPARISON OF FINITE DIFFERENCE- AND PSEUDOSPECTRAL METHODS FOR CONVECTIVE FLOW OVER A SPHERE

COMPARISON OF FINITE DIFFERENCE- AND PSEUDOSPECTRAL METHODS FOR CONVECTIVE FLOW OVER A SPHERE COMPARISON OF FINITE DIFFERENCE- AND PSEUDOSPECTRAL METHODS FOR CONVECTIVE FLOW OVER A SPHERE BENGT FORNBERG and DAVID MERRILL Abstract. For modeling convective flows over a sphere or within a spherical

More information

Application of modified Leja sequences to polynomial interpolation

Application of modified Leja sequences to polynomial interpolation Special Issue for the years of the Padua points, Volume 8 5 Pages 66 74 Application of modified Leja sequences to polynomial interpolation L. P. Bos a M. Caliari a Abstract We discuss several applications

More information

A scaling perspective on accuracy and convergence in RBF approximations

A scaling perspective on accuracy and convergence in RBF approximations A scaling perspective on accuracy and convergence in RBF approximations Elisabeth Larsson With: Bengt Fornberg, Erik Lehto, and Natasha Flyer Division of Scientific Computing Department of Information

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 34: Improving the Condition Number of the Interpolation Matrix Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu

More information

Atmospheric Dynamics with Polyharmonic Spline RBFs

Atmospheric Dynamics with Polyharmonic Spline RBFs Photos placed in horizontal position with even amount of white space between photos and header Atmospheric Dynamics with Polyharmonic Spline RBFs Greg Barnett Sandia National Laboratories is a multimission

More information

Fourier Analysis Fourier Series C H A P T E R 1 1

Fourier Analysis Fourier Series C H A P T E R 1 1 C H A P T E R Fourier Analysis 474 This chapter on Fourier analysis covers three broad areas: Fourier series in Secs...4, more general orthonormal series called Sturm iouville epansions in Secs..5 and.6

More information

Statistical Geometry Processing Winter Semester 2011/2012

Statistical Geometry Processing Winter Semester 2011/2012 Statistical Geometry Processing Winter Semester 2011/2012 Linear Algebra, Function Spaces & Inverse Problems Vector and Function Spaces 3 Vectors vectors are arrows in space classically: 2 or 3 dim. Euclidian

More information

Multidimensional partitions of unity and Gaussian terrains

Multidimensional partitions of unity and Gaussian terrains and Gaussian terrains Richard A. Bale, Jeff P. Grossman, Gary F. Margrave, and Michael P. Lamoureu ABSTRACT Partitions of unity play an important rôle as amplitude-preserving windows for nonstationary

More information

Pre-Calculus and Trigonometry Capacity Matrix

Pre-Calculus and Trigonometry Capacity Matrix Pre-Calculus and Capacity Matri Review Polynomials A1.1.4 A1.2.5 Add, subtract, multiply and simplify polynomials and rational epressions Solve polynomial equations and equations involving rational epressions

More information

Approximation by Conditionally Positive Definite Functions with Finitely Many Centers

Approximation by Conditionally Positive Definite Functions with Finitely Many Centers Approximation by Conditionally Positive Definite Functions with Finitely Many Centers Jungho Yoon Abstract. The theory of interpolation by using conditionally positive definite function provides optimal

More information

Transport Schemes on a Sphere Using Radial Basis Functions

Transport Schemes on a Sphere Using Radial Basis Functions Transport Schemes on a Sphere Using Radial Basis Functions Natasha Flyer a,, Grady B. Wright b,1, a National Center for Atmospheric Research, Scientific Computing Division, 1850 Table Mesa Dr., Boulder,

More information

Numerical solution of nonlinear sine-gordon equation with local RBF-based finite difference collocation method

Numerical solution of nonlinear sine-gordon equation with local RBF-based finite difference collocation method Numerical solution of nonlinear sine-gordon equation with local RBF-based finite difference collocation method Y. Azari Keywords: Local RBF-based finite difference (LRBF-FD), Global RBF collocation, sine-gordon

More information

MORE CURVE SKETCHING

MORE CURVE SKETCHING Mathematics Revision Guides More Curve Sketching Page of 3 MK HOME TUITION Mathematics Revision Guides Level: AS / A Level MEI OCR MEI: C4 MORE CURVE SKETCHING Version : 5 Date: 05--007 Mathematics Revision

More information

Stability constants for kernel-based interpolation processes

Stability constants for kernel-based interpolation processes Dipartimento di Informatica Università degli Studi di Verona Rapporto di ricerca Research report 59 Stability constants for kernel-based interpolation processes Stefano De Marchi Robert Schaback Dipartimento

More information

Stability of Kernel Based Interpolation

Stability of Kernel Based Interpolation Stability of Kernel Based Interpolation Stefano De Marchi Department of Computer Science, University of Verona (Italy) Robert Schaback Institut für Numerische und Angewandte Mathematik, University of Göttingen

More information

arxiv:gr-qc/ v1 6 Sep 2006

arxiv:gr-qc/ v1 6 Sep 2006 Introduction to spectral methods Philippe Grandclément Laboratoire Univers et ses Théories, Observatoire de Paris, 5 place J. Janssen, 995 Meudon Cede, France This proceeding is intended to be a first

More information

Recovery of high order accuracy in radial basis function approximation for discontinuous problems

Recovery of high order accuracy in radial basis function approximation for discontinuous problems Recovery of high order accuracy in radial basis function approximation for discontinuous problems Chris L. Bresten, Sigal Gottlieb 1, Daniel Higgs, Jae-Hun Jung* 2 Abstract Radial basis function(rbf) methods

More information

Numerical Integration (Quadrature) Another application for our interpolation tools!

Numerical Integration (Quadrature) Another application for our interpolation tools! Numerical Integration (Quadrature) Another application for our interpolation tools! Integration: Area under a curve Curve = data or function Integrating data Finite number of data points spacing specified

More information

Pre-Calculus and Trigonometry Capacity Matrix

Pre-Calculus and Trigonometry Capacity Matrix Information Pre-Calculus and Capacity Matri Review Polynomials A1.1.4 A1.2.5 Add, subtract, multiply and simplify polynomials and rational epressions Solve polynomial equations and equations involving

More information

c 2005 Society for Industrial and Applied Mathematics

c 2005 Society for Industrial and Applied Mathematics SIAM J. UMER. AAL. Vol. 43, o. 2, pp. 75 766 c 25 Society for Industrial and Applied Mathematics POLYOMIALS AD POTETIAL THEORY FOR GAUSSIA RADIAL BASIS FUCTIO ITERPOLATIO RODRIGO B. PLATTE AD TOBI A. DRISCOLL

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 33: Adaptive Iteration Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH 590 Chapter 33 1 Outline 1 A

More information

Interpolation by Basis Functions of Different Scales and Shapes

Interpolation by Basis Functions of Different Scales and Shapes Interpolation by Basis Functions of Different Scales and Shapes M. Bozzini, L. Lenarduzzi, M. Rossini and R. Schaback Abstract Under very mild additional assumptions, translates of conditionally positive

More information

Y m = y n e 2πi(m 1)(n 1)/N (1) Y m e 2πi(m 1)(n 1)/N (2) m=1

Y m = y n e 2πi(m 1)(n 1)/N (1) Y m e 2πi(m 1)(n 1)/N (2) m=1 The Discrete Fourier Transform (Bretherton notes): 1 Definition Let y n, n = 1,..., N be a sequence of N possibly comple values. The discrete Fourier transform () of this sequence is the sequence Y m,

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 33: Adaptive Iteration Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH 590 Chapter 33 1 Outline 1 A

More information

A radial basis functions method for fractional diffusion equations

A radial basis functions method for fractional diffusion equations A radial basis functions method for fractional diffusion equations Cécile Piret a, and Emmanuel Hanert b a Université catholique de Louvain, Institute of Mechanics, Materials and Civil Engineering (immc),

More information

Stability Ordinates of Adams Predictor-Corrector Methods

Stability Ordinates of Adams Predictor-Corrector Methods BIT manuscript No. will be inserted by the editor) Stability Ordinates of Adams Predictor-Corrector Methods Michelle L. Ghrist Bengt Fornberg Jonah A. Reeger Received: date / Accepted: date Abstract How

More information

A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions

A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions Applied Mathematical Sciences, Vol. 5, 2011, no. 23, 1145-1152 A Comparison between Solving Two Dimensional Integral Equations by the Traditional Collocation Method and Radial Basis Functions Z. Avazzadeh

More information

Meshfree Approximation Methods with MATLAB

Meshfree Approximation Methods with MATLAB Interdisciplinary Mathematical Sc Meshfree Approximation Methods with MATLAB Gregory E. Fasshauer Illinois Institute of Technology, USA Y f? World Scientific NEW JERSEY LONDON SINGAPORE BEIJING SHANGHAI

More information

ACCURACY AND STABILITY OF GLOBAL RADIAL BASIS FUNCTION METHODS FOR THE NUMERICAL SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS. by Rodrigo B.

ACCURACY AND STABILITY OF GLOBAL RADIAL BASIS FUNCTION METHODS FOR THE NUMERICAL SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS. by Rodrigo B. ACCURACY AND STABILITY OF GLOBAL RADIAL BASIS FUNCTION METHODS FOR THE NUMERICAL SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS by Rodrigo B. Platte A dissertation submitted to the Faculty of the University

More information

Kernel B Splines and Interpolation

Kernel B Splines and Interpolation Kernel B Splines and Interpolation M. Bozzini, L. Lenarduzzi and R. Schaback February 6, 5 Abstract This paper applies divided differences to conditionally positive definite kernels in order to generate

More information

D. Shepard, Shepard functions, late 1960s (application, surface modelling)

D. Shepard, Shepard functions, late 1960s (application, surface modelling) Chapter 1 Introduction 1.1 History and Outline Originally, the motivation for the basic meshfree approximation methods (radial basis functions and moving least squares methods) came from applications in

More information

Size properties of wavelet packets generated using finite filters

Size properties of wavelet packets generated using finite filters Rev. Mat. Iberoamericana, 18 (2002, 249 265 Size properties of wavelet packets generated using finite filters Morten Nielsen Abstract We show that asymptotic estimates for the growth in L p (R- norm of

More information

Finite difference modelling, Fourier analysis, and stability

Finite difference modelling, Fourier analysis, and stability Finite difference modelling, Fourier analysis, and stability Peter M. Manning and Gary F. Margrave ABSTRACT This paper uses Fourier analysis to present conclusions about stability and dispersion in finite

More information

The solution space of the imaginary Painlevé II equation

The solution space of the imaginary Painlevé II equation The solution space of the imaginary Painlevé II equation Bengt Fornberg a, JAC Weideman b a Department of Applied Mathematics, University of Colorado, Boulder, CO 89, USA (Email: fornberg@colorado.edu)

More information

On choosing a radial basis function and a shape parameter when solving a convective PDE on a sphere

On choosing a radial basis function and a shape parameter when solving a convective PDE on a sphere Available online at www.sciencedirect.com Journal of Computational Physics 7 (8) 758 78 www.elsevier.com/locate/jcp On choosing a radial basis function and a shape parameter when solving a convective PDE

More information

PROBLEMS In each of Problems 1 through 12:

PROBLEMS In each of Problems 1 through 12: 6.5 Impulse Functions 33 which is the formal solution of the given problem. It is also possible to write y in the form 0, t < 5, y = 5 e (t 5/ sin 5 (t 5, t 5. ( The graph of Eq. ( is shown in Figure 6.5.3.

More information

A numerical solution of a Kawahara equation by using Multiquadric radial basis function

A numerical solution of a Kawahara equation by using Multiquadric radial basis function Mathematics Scientific Journal Vol. 9, No. 1, (013), 115-15 A numerical solution of a Kawahara equation by using Multiquadric radial basis function M. Zarebnia a, M. Takhti a a Department of Mathematics,

More information

Exact and Approximate Numbers:

Exact and Approximate Numbers: Eact and Approimate Numbers: The numbers that arise in technical applications are better described as eact numbers because there is not the sort of uncertainty in their values that was described above.

More information

3.3.1 Linear functions yet again and dot product In 2D, a homogenous linear scalar function takes the general form:

3.3.1 Linear functions yet again and dot product In 2D, a homogenous linear scalar function takes the general form: 3.3 Gradient Vector and Jacobian Matri 3 3.3 Gradient Vector and Jacobian Matri Overview: Differentiable functions have a local linear approimation. Near a given point, local changes are determined by

More information

Positive Definite Kernels: Opportunities and Challenges

Positive Definite Kernels: Opportunities and Challenges Positive Definite Kernels: Opportunities and Challenges Michael McCourt Department of Mathematical and Statistical Sciences University of Colorado, Denver CUNY Mathematics Seminar CUNY Graduate College

More information

Chapter 6. Nonlinear Equations. 6.1 The Problem of Nonlinear Root-finding. 6.2 Rate of Convergence

Chapter 6. Nonlinear Equations. 6.1 The Problem of Nonlinear Root-finding. 6.2 Rate of Convergence Chapter 6 Nonlinear Equations 6. The Problem of Nonlinear Root-finding In this module we consider the problem of using numerical techniques to find the roots of nonlinear equations, f () =. Initially we

More information

Transport Schemes on a Sphere Using Radial Basis Functions

Transport Schemes on a Sphere Using Radial Basis Functions Transport Schemes on a Sphere Using Radial Basis Functions Natasha Flyer a,,1, Grady B. Wright b,2, a National Center for Atmospheric Research, Institute for Mathematics Applied to the Geosciences, 1850

More information

Least Squares Approximation

Least Squares Approximation Chapter 6 Least Squares Approximation As we saw in Chapter 5 we can interpret radial basis function interpolation as a constrained optimization problem. We now take this point of view again, but start

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 40: Symmetric RBF Collocation in MATLAB Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH 590 Chapter

More information

Rates of Convergence to Self-Similar Solutions of Burgers Equation

Rates of Convergence to Self-Similar Solutions of Burgers Equation Rates of Convergence to Self-Similar Solutions of Burgers Equation by Joel Miller Andrew Bernoff, Advisor Advisor: Committee Member: May 2 Department of Mathematics Abstract Rates of Convergence to Self-Similar

More information

RBF Collocation Methods and Pseudospectral Methods

RBF Collocation Methods and Pseudospectral Methods RBF Collocation Methods and Pseudospectral Methods G. E. Fasshauer Draft: November 19, 24 Abstract We show how the collocation framework that is prevalent in the radial basis function literature can be

More information

Adaptive Edge Detectors for Piecewise Smooth Data Based on the minmod Limiter

Adaptive Edge Detectors for Piecewise Smooth Data Based on the minmod Limiter Journal of Scientific Computing, Vol. 8, os. /3, September 6 ( 6) DOI:.7/s95-988 Adaptive Edge Detectors for Piecewise Smooth Data Based on the minmod Limiter A. Gelb and E. Tadmor Received April 9, 5;

More information

Name Date Period. Pre-Calculus Midterm Review Packet (Chapters 1, 2, 3)

Name Date Period. Pre-Calculus Midterm Review Packet (Chapters 1, 2, 3) Name Date Period Sections and Scoring Pre-Calculus Midterm Review Packet (Chapters,, ) Your midterm eam will test your knowledge of the topics we have studied in the first half of the school year There

More information

Biorthogonal Spline Type Wavelets

Biorthogonal Spline Type Wavelets PERGAMON Computers and Mathematics with Applications 0 (00 1 0 www.elsevier.com/locate/camwa Biorthogonal Spline Type Wavelets Tian-Xiao He Department of Mathematics and Computer Science Illinois Wesleyan

More information

Solutions to Problem Sheet for Week 6

Solutions to Problem Sheet for Week 6 THE UNIVERSITY OF SYDNEY SCHOOL OF MATHEMATICS AND STATISTICS Solutions to Problem Sheet for Week 6 MATH90: Differential Calculus (Advanced) Semester, 07 Web Page: sydney.edu.au/science/maths/u/ug/jm/math90/

More information

Integration, differentiation, and root finding. Phys 420/580 Lecture 7

Integration, differentiation, and root finding. Phys 420/580 Lecture 7 Integration, differentiation, and root finding Phys 420/580 Lecture 7 Numerical integration Compute an approximation to the definite integral I = b Find area under the curve in the interval Trapezoid Rule:

More information

A rational approximation of the arctangent function and a new approach in computing pi

A rational approximation of the arctangent function and a new approach in computing pi arxiv:63.33v math.gm] 4 Mar 6 A rational approimation of the arctangent function and a new approach in computing pi S. M. Abrarov and B. M. Quine March 4, 6 Abstract We have shown recently that integration

More information

C. Finding roots of trinomials: 1st Example: x 2 5x = 14 x 2 5x 14 = 0 (x 7)(x + 2) = 0 Answer: x = 7 or x = -2

C. Finding roots of trinomials: 1st Example: x 2 5x = 14 x 2 5x 14 = 0 (x 7)(x + 2) = 0 Answer: x = 7 or x = -2 AP Calculus Students: Welcome to AP Calculus. Class begins in approimately - months. In this packet, you will find numerous topics that were covered in your Algebra and Pre-Calculus courses. These are

More information

(0, 0), (1, ), (2, ), (3, ), (4, ), (5, ), (6, ).

(0, 0), (1, ), (2, ), (3, ), (4, ), (5, ), (6, ). 1 Interpolation: The method of constructing new data points within the range of a finite set of known data points That is if (x i, y i ), i = 1, N are known, with y i the dependent variable and x i [x

More information

COMPACTLY SUPPORTED ORTHONORMAL COMPLEX WAVELETS WITH DILATION 4 AND SYMMETRY

COMPACTLY SUPPORTED ORTHONORMAL COMPLEX WAVELETS WITH DILATION 4 AND SYMMETRY COMPACTLY SUPPORTED ORTHONORMAL COMPLEX WAVELETS WITH DILATION 4 AND SYMMETRY BIN HAN AND HUI JI Abstract. In this paper, we provide a family of compactly supported orthonormal complex wavelets with dilation

More information

Polynomial Functions of Higher Degree

Polynomial Functions of Higher Degree SAMPLE CHAPTER. NOT FOR DISTRIBUTION. 4 Polynomial Functions of Higher Degree Polynomial functions of degree greater than 2 can be used to model data such as the annual temperature fluctuations in Daytona

More information

Solve Wave Equation from Scratch [2013 HSSP]

Solve Wave Equation from Scratch [2013 HSSP] 1 Solve Wave Equation from Scratch [2013 HSSP] Yuqi Zhu MIT Department of Physics, 77 Massachusetts Ave., Cambridge, MA 02139 (Dated: August 18, 2013) I. COURSE INFO Topics Date 07/07 Comple number, Cauchy-Riemann

More information

A Wavelet-based Method for Overcoming the Gibbs Phenomenon

A Wavelet-based Method for Overcoming the Gibbs Phenomenon AMERICAN CONFERENCE ON APPLIED MATHEMATICS (MATH '08), Harvard, Massachusetts, USA, March 4-6, 008 A Wavelet-based Method for Overcoming the Gibbs Phenomenon NATANIEL GREENE Department of Mathematics Computer

More information

RKHS, Mercer s theorem, Unbounded domains, Frames and Wavelets Class 22, 2004 Tomaso Poggio and Sayan Mukherjee

RKHS, Mercer s theorem, Unbounded domains, Frames and Wavelets Class 22, 2004 Tomaso Poggio and Sayan Mukherjee RKHS, Mercer s theorem, Unbounded domains, Frames and Wavelets 9.520 Class 22, 2004 Tomaso Poggio and Sayan Mukherjee About this class Goal To introduce an alternate perspective of RKHS via integral operators

More information

Given the vectors u, v, w and real numbers α, β, γ. Calculate vector a, which is equal to the linear combination α u + β v + γ w.

Given the vectors u, v, w and real numbers α, β, γ. Calculate vector a, which is equal to the linear combination α u + β v + γ w. Selected problems from the tetbook J. Neustupa, S. Kračmar: Sbírka příkladů z Matematiky I Problems in Mathematics I I. LINEAR ALGEBRA I.. Vectors, vector spaces Given the vectors u, v, w and real numbers

More information

Research Article The Approximate Solution of Fredholm Integral Equations with Oscillatory Trigonometric Kernels

Research Article The Approximate Solution of Fredholm Integral Equations with Oscillatory Trigonometric Kernels Applied Mathematics, Article ID 72327, 7 pages http://ddoiorg/055/204/72327 Research Article The Approimate Solution of Fredholm Integral Equations with Oscillatory Trigonometric Kernels Qinghua Wu School

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 2: Radial Basis Function Interpolation in MATLAB Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH 590

More information

Radial Basis Functions I

Radial Basis Functions I Radial Basis Functions I Tom Lyche Centre of Mathematics for Applications, Department of Informatics, University of Oslo November 14, 2008 Today Reformulation of natural cubic spline interpolation Scattered

More information

Geometric Modeling Summer Semester 2010 Mathematical Tools (1)

Geometric Modeling Summer Semester 2010 Mathematical Tools (1) Geometric Modeling Summer Semester 2010 Mathematical Tools (1) Recap: Linear Algebra Today... Topics: Mathematical Background Linear algebra Analysis & differential geometry Numerical techniques Geometric

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 7: Conditionally Positive Definite Functions Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu MATH 590 Chapter

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 6: Scattered Data Interpolation with Polynomial Precision Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu

More information

Recent advances in numerical PDEs

Recent advances in numerical PDEs Recent advances in numerical PDEs by Julia Michelle Zuev B.A. in Astrophysics from UC Berkeley, 1998 M.S. in Applied Mathematics from CU Boulder, 2002 A thesis submitted to the Faculty of the Graduate

More information

Vibrating Strings and Heat Flow

Vibrating Strings and Heat Flow Vibrating Strings and Heat Flow Consider an infinite vibrating string Assume that the -ais is the equilibrium position of the string and that the tension in the string at rest in equilibrium is τ Let u(,

More information

STABLE COMPUTATIONS WITH GAUSSIAN RADIAL BASIS FUNCTIONS IN 2-D

STABLE COMPUTATIONS WITH GAUSSIAN RADIAL BASIS FUNCTIONS IN 2-D STABLE COMPUTATIONS WITH GAUSSIAN RADIAL BASIS FUNCTIONS IN -D BENGT FORNBERG, ELISABETH LARSSON, AND NATASHA FLYER Abstract. Radial basis function (RBF) approximation is an extremely powerful tool for

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 1 Part 3: Radial Basis Function Interpolation in MATLAB Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2014 fasshauer@iit.edu

More information

Scattered Data Interpolation with Polynomial Precision and Conditionally Positive Definite Functions

Scattered Data Interpolation with Polynomial Precision and Conditionally Positive Definite Functions Chapter 3 Scattered Data Interpolation with Polynomial Precision and Conditionally Positive Definite Functions 3.1 Scattered Data Interpolation with Polynomial Precision Sometimes the assumption on the

More information

Lecture 4.2 Finite Difference Approximation

Lecture 4.2 Finite Difference Approximation Lecture 4. Finite Difference Approimation 1 Discretization As stated in Lecture 1.0, there are three steps in numerically solving the differential equations. They are: 1. Discretization of the domain by

More information

ZEROS OF THE JOST FUNCTION FOR A CLASS OF EXPONENTIALLY DECAYING POTENTIALS. 1. Introduction

ZEROS OF THE JOST FUNCTION FOR A CLASS OF EXPONENTIALLY DECAYING POTENTIALS. 1. Introduction Electronic Journal of Differential Equations, Vol. 20052005), No. 45, pp. 9. ISSN: 072-669. URL: http://ejde.math.tstate.edu or http://ejde.math.unt.edu ftp ejde.math.tstate.edu login: ftp) ZEROS OF THE

More information

Recent Results for Moving Least Squares Approximation

Recent Results for Moving Least Squares Approximation Recent Results for Moving Least Squares Approximation Gregory E. Fasshauer and Jack G. Zhang Abstract. We describe two experiments recently conducted with the approximate moving least squares (MLS) approximation

More information

Discrete Simulation of Power Law Noise

Discrete Simulation of Power Law Noise Discrete Simulation of Power Law Noise Neil Ashby 1,2 1 University of Colorado, Boulder, CO 80309-0390 USA 2 National Institute of Standards and Technology, Boulder, CO 80305 USA ashby@boulder.nist.gov

More information

Composition of and the Transformation of Functions

Composition of and the Transformation of Functions 1 3 Specific Outcome Demonstrate an understanding of operations on, and compositions of, functions. Demonstrate an understanding of the effects of horizontal and vertical translations on the graphs of

More information

1 Exponential Functions Limit Derivative Integral... 5

1 Exponential Functions Limit Derivative Integral... 5 Contents Eponential Functions 3. Limit................................................. 3. Derivative.............................................. 4.3 Integral................................................

More information

A RATIONAL SPECTRAL COLLOCATION METHOD WITH ADAPTIVELY TRANSFORMED CHEBYSHEV GRID POINTS

A RATIONAL SPECTRAL COLLOCATION METHOD WITH ADAPTIVELY TRANSFORMED CHEBYSHEV GRID POINTS SIAM J. SCI. COMPUT. Vol. 2, o. 5, pp. 79 c 26 Society for Industrial and Applied Mathematics A RATIOAL SPECTRAL COLLOCATIO METHOD WITH ADAPTIVELY TRASFORMED CHEBYSHEV GRID POITS T. W. TEE AD LLOYD. TREFETHE

More information

are harmonic functions so by superposition

are harmonic functions so by superposition J. Rauch Applied Complex Analysis The Dirichlet Problem Abstract. We solve, by simple formula, the Dirichlet Problem in a half space with step function boundary data. Uniqueness is proved by complex variable

More information

Harmonic Analysis Homework 5

Harmonic Analysis Homework 5 Harmonic Analysis Homework 5 Bruno Poggi Department of Mathematics, University of Minnesota November 4, 6 Notation Throughout, B, r is the ball of radius r with center in the understood metric space usually

More information

We have to prove now that (3.38) defines an orthonormal wavelet. It belongs to W 0 by Lemma and (3.55) with j = 1. We can write any f W 1 as

We have to prove now that (3.38) defines an orthonormal wavelet. It belongs to W 0 by Lemma and (3.55) with j = 1. We can write any f W 1 as 88 CHAPTER 3. WAVELETS AND APPLICATIONS We have to prove now that (3.38) defines an orthonormal wavelet. It belongs to W 0 by Lemma 3..7 and (3.55) with j =. We can write any f W as (3.58) f(ξ) = p(2ξ)ν(2ξ)

More information

DIRECT ERROR BOUNDS FOR SYMMETRIC RBF COLLOCATION

DIRECT ERROR BOUNDS FOR SYMMETRIC RBF COLLOCATION Meshless Methods in Science and Engineering - An International Conference Porto, 22 DIRECT ERROR BOUNDS FOR SYMMETRIC RBF COLLOCATION Robert Schaback Institut für Numerische und Angewandte Mathematik (NAM)

More information

Taylor Series and Asymptotic Expansions

Taylor Series and Asymptotic Expansions Taylor Series and Asymptotic Epansions The importance of power series as a convenient representation, as an approimation tool, as a tool for solving differential equations and so on, is pretty obvious.

More information

Numerical solution of surface PDEs with Radial Basis Functions

Numerical solution of surface PDEs with Radial Basis Functions Numerical solution of surface PDEs with Radial Basis Functions Andriy Sokolov Institut für Angewandte Mathematik (LS3) TU Dortmund andriy.sokolov@math.tu-dortmund.de TU Dortmund June 1, 2017 Outline 1

More information

Math 365 Homework 5 Due April 6, 2018 Grady Wright

Math 365 Homework 5 Due April 6, 2018 Grady Wright Math 365 Homework 5 Due April 6, 018 Grady Wright 1. (Polynomial interpolation, 10pts) Consider the following three samples of some function f(x): x f(x) -1/ -1 1 1 1/ (a) Determine the unique second degree

More information

MATH 590: Meshfree Methods

MATH 590: Meshfree Methods MATH 590: Meshfree Methods Chapter 14: The Power Function and Native Space Error Estimates Greg Fasshauer Department of Applied Mathematics Illinois Institute of Technology Fall 2010 fasshauer@iit.edu

More information

Kernel-based Approximation. Methods using MATLAB. Gregory Fasshauer. Interdisciplinary Mathematical Sciences. Michael McCourt.

Kernel-based Approximation. Methods using MATLAB. Gregory Fasshauer. Interdisciplinary Mathematical Sciences. Michael McCourt. SINGAPORE SHANGHAI Vol TAIPEI - Interdisciplinary Mathematical Sciences 19 Kernel-based Approximation Methods using MATLAB Gregory Fasshauer Illinois Institute of Technology, USA Michael McCourt University

More information