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In this paper we consider the problem of approximating vector-valued functions over a domain $\Omega$. For this purpose, we use matrix-valued reproducing kernels, which can be related to Reproducing kernel Hilbert spaces of vectorial…

Numerical Analysis · Mathematics 2019-01-11 Dominik Wittwar , Gabriele Santin , Bernard Haasdonk

Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…

Numerical Analysis · Mathematics 2018-07-26 Gabriele Santin , Dominik Wittwar , Bernard Haasdonk

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Numerical Analysis · Mathematics 2025-01-23 Aidi Li , Yuwen Li

Interpolation models are critical for a wide range of applications, from numerical optimization to artificial intelligence. The reliability of the provided interpolated value is of utmost importance, and it is crucial to avoid the…

Numerical Analysis · Mathematics 2023-08-15 Daniele Peri

Integral equations are commonly encountered when solving complex physical problems. Their discretization leads to a dense kernel matrix that is block or hierarchically low-rank. This paper proposes a new way to build a low-rank…

Numerical Analysis · Mathematics 2020-01-28 Léopold Cambier , Eric Darve

We consider scattered data approximation on product regions of equal and different dimensionality. On each of these regions, we assume quasi-uniform but unstructured data sites and construct optimal sparse grids for scattered data…

Numerical Analysis · Mathematics 2026-04-24 Michael Griebel , Helmut Harbrecht , Michael Multerer

The kernel-based multi-scale method has been proven to be a powerful approximation method for scattered data approximation problems which is computationally superior to conventional kernel-based interpolation techniques. The multi-scale…

Numerical Analysis · Mathematics 2025-03-10 Federico Lot , Christian Rieger

Data sites selected from modeling high-dimensional problems often appear scattered in non-paternalistic ways. Except for sporadic clustering at some spots, they become relatively far apart as the dimension of the ambient space grows. These…

Numerical Analysis · Mathematics 2021-09-28 Shao-Bo Lin , Xiangyu Chang , Xingping Sun

We present a method that allows efficient and safe approximation of model predictive controllers using kernel interpolation. Since the computational complexity of the approximating function scales linearly with the number of data points, we…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Alexander Rose , Philipp Schaub , Rolf Findeisen

We study the generalization error of functions that interpolate prescribed data points and are selected by minimizing a weighted norm. Under natural and general conditions, we prove that both the interpolants and their generalization errors…

Numerical Analysis · Mathematics 2021-02-11 Weilin Li

Many algorithms in scientific computing and data science take advantage of low-rank approximation of matrices and kernels, and understanding why nearly-low-rank structure occurs is essential for their analysis and further development. This…

Numerical Analysis · Mathematics 2025-10-16 Marcus Webb

Kernel interpolation is a fundamental technique for approximating functions from scattered data, with a well-understood convergence theory when interpolating elements of a reproducing kernel Hilbert space. Beyond this classical setting,…

Numerical Analysis · Mathematics 2025-05-19 Toni Karvonen , Gabriele Santin , Tizian Wenzel

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

Numerical Analysis · Mathematics 2022-05-20 Congpei An , Hao-Ning Wu

We examine an application of the kernel-based interpolation to numerical solutions for Zakai equations in nonlinear filtering, and aim to prove its rigorous convergence. To this end, we find the class of kernels and the structure of…

Numerical Analysis · Mathematics 2019-12-18 Yumiharu Nakano

We propose an extrapolation technique that allows accuracy improvement of the discrete dipole approximation computations. The performance of this technique was studied empirically based on extensive simulations for 5 test cases using many…

Optics · Physics 2008-07-29 Maxim A. Yurkin , Valeri P. Maltsev , Alfons G. Hoekstra

This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng,…

Numerical Analysis · Mathematics 2022-01-25 Vesa Kaarnioja , Yoshihito Kazashi , Frances Y. Kuo , Fabio Nobile , Ian H. Sloan

We revisit the classical kernel method of approximation/interpolation theory in a very specific context motivated by the desire to obtain a robust procedure to approximate discrete data sets by (super)level sets of functions that are merely…

Machine Learning · Computer Science 2022-09-14 Patrick Guidotti

Prior information can be incorporated in matrix completion to improve estimation accuracy and extrapolate the missing entries. Reproducing kernel Hilbert spaces provide tools to leverage the said prior information, and derive more reliable…

Machine Learning · Statistics 2020-04-22 Pere Giménez-Febrer , Alba Pagès-Zamora , Georgios B. Giannakis

The polynomial kernels are widely used in machine learning and they are one of the default choices to develop kernel-based classification and regression models. However, they are rarely used and considered in numerical analysis due to their…

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