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Related papers: A Refinement Algorithm for Generalized B-splines

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This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility…

Computational Finance · Quantitative Finance 2015-06-16 Sylvain Corlay

A fast algorithm for B-splines in mixed models is presented. B-splines have local support and are computational attractive, because the corresponding matrices are sparse. A key element of the new algorithm is that the local character of…

Computation · Statistics 2015-02-17 Martin P. Boer

We develop a local polynomial spline interpolation scheme for arbitrary spline order on bounded intervals. Our method's local formulation, effective boundary considerations and optimal interpolation error rate make it particularly useful…

Numerical Analysis · Mathematics 2015-12-01 Maria D. van der Walt

Normal multi-scale transform [4] is a nonlinear multi-scale transform for representing geometric objects that has been recently investigated [1, 7, 10]. The restrictive role of the exact order of polynomial reproduction $P_e$ of the…

Numerical Analysis · Mathematics 2013-11-19 Stanislav Harizanov

A novel adaptive local surface refinement technique based on Locally Refined Non-Uniform Rational B-Splines (LR NURBS) is presented. LR NURBS can model complex geometries exactly and are the rational extension of LR B-splines. The local…

Computational Engineering, Finance, and Science · Computer Science 2017-09-19 Christopher Zimmermann , Roger A. Sauer

We collect some new results relative to the study of the spectral analysis of matrices in Galerkin methods based on generalized B-splines with high smoothness.

Numerical Analysis · Mathematics 2017-03-14 Fabio Roman

In simulation technology, computationally expensive objective functions are often replaced by cheap surrogates, which can be obtained by interpolation. Full grid interpolation methods suffer from the so-called curse of dimensionality,…

Numerical Analysis · Mathematics 2019-10-15 Julian Valentin

We present a novel approach to robust pose graph optimization based on Graduated Non-Convexity (GNC). Unlike traditional GNC-based methods, the proposed approach employs an adaptive shape function using B-spline to optimize the shape of the…

Robotics · Computer Science 2023-09-26 Seungwon Choi , Wonseok Kang , Jiseong Chung , Jaehyun Kim , Tae-wan Kim

In the present work we introduce a complete set of algorithms to efficiently perform adaptive refinement and coarsening by exploiting truncated hierarchical B-splines (THB-splines) defined on suitably graded isogeometric meshes, that are…

Numerical Analysis · Mathematics 2019-03-27 Massimo Carraturo , Carlotta Giannelli , Alessandro Reali , Rafael Vázquez

This paper addresses the linear independence of T-splines that correspond to refinements of three-dimensional tensor-product meshes. We give an abstract definition of analysis-suitability, and prove that it is equivalent to…

Numerical Analysis · Mathematics 2017-01-24 Philipp Morgenstern

A new efficient orthogonalization of the B-spline basis is proposed and contrasted with some previous orthogonalized methods. The resulting orthogonal basis of splines is best visualized as a net of functions rather than a sequence of them.…

Statistics Theory · Mathematics 2020-01-24 Xijia Liu , Hiba Nassar , Krzysztof PodgÓrski

Automatically determining knot number and positions is a fundamental and challenging problem in B-spline approximation. In this paper, the knot placement is abstracted as a mapping from initial knots to the optimal knots. We innovatively…

Optimization and Control · Mathematics 2024-03-19 Jiaqi Luo , Zepeng Wen , Hongmei Kang , Zhouwang Yang

This paper presents an approach to enhance volume conservation in the immersed boundary (IB) method by using regularized delta functions derived from composite B-splines. The conventional IB method, while effective for fluid-structure…

Numerical Analysis · Mathematics 2025-10-14 Cole Gruninger , Boyce E. Griffith

This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of knots and model is not trivial, but our strategy can make it possible by employing a…

Optimization and Control · Mathematics 2023-04-06 Shotaro Yagishita , Jun-ya Gotoh

Trigonometric and hyperbolic B-splines can be computed via recurrence relations analogous to the classical polynomial B-splines. However, in their original formulation, these two types of B-splines do not form a partition of unity and…

Numerical Analysis · Mathematics 2025-12-16 Hendrik Speleers

Tile B-splines in $\mathbb{R}^d$ are defined as autoconvolutions of the indicators of tiles, which are special self-similar compact sets whose integer translates tile the space $\mathbb{R}^d$. These functions are not piecewise-polynomial,…

Functional Analysis · Mathematics 2022-12-27 Tatyana Zaitseva

Many scientific fields and applications require compact representations of multivariate functions. For this problem, decoupling methods are powerful techniques for representing the multivariate functions as a combination of linear…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Joppe De Jonghe , Mariya Ishteva

Given a spline space spanned by Truncated Hierarchical B-splines (THB), it is always possible to construct a spline space spanned by Locally Refined B-splines (LRB) that contains the THB-space. Starting from configurations where the two…

Numerical Analysis · Mathematics 2024-09-23 Ivar Stangeby , Tor Dokken

We refine the bit complexity analysis of an algorithm for the computation of at least one point per connected component of a smooth real algebraic set, yielding exponential speedup (with respect to the number of variables) compared to prior…

Symbolic Computation · Computer Science 2025-08-29 Jesse Elliott , Mark Giesbrecht , Edern Gillot , Mohab Safey El Din , Éric Schost

The extended definition of the polynomial B-splines may give a chance to improve the results obtained by the classical cubic polynomial B-splines. Determination of the optimum value of the extension parameter can be achieved by scanning…

Numerical Analysis · Mathematics 2017-02-10 Ozlem Ersoy Hepson , Alper Korkmaz , Idris Dag