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We consider piecewise linear interpolation from the perspective of kernel interpolation and quadrature. If the Sobolev space $W_2^1(0, 1)$ is equipped with a suitable inner product, its reproducing kernel is piecewise linear and gives rise…

Numerical Analysis · Mathematics 2026-03-03 Toni Karvonen , Gabriele Santin , Tizian Wenzel

We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…

Probability · Mathematics 2020-03-17 Kristoffer Glover

Kernel interpolation in tensor product reproducing kernel Hilbert spaces allows for the use of sparse grids to mitigate the curse of the dimension. Typically, besides the generic constant, only a dimension dependent power of a logarithm…

Numerical Analysis · Mathematics 2025-12-16 M. Griebel , H. Harbrecht

An efficient method for calculating the electronic structure of systems that need a very fine sampling of the Brillouin zone is presented. The method is based on the variational optimization of a "single" (i.e. common to all points in the…

Materials Science · Physics 2009-10-31 Sandro Scandolo , Jorge Kohanoff

In this work, we study the Hermite interpolation on $n$-dimensional non-equally spaced, rectilinear grids over a field $\Bbbk $ of characteristic zero, given the values of the function at each point of the grid and the partial derivatives…

Kernel interpolation is a versatile tool for the approximation of functions from data, and it can be proven to have some optimality properties when used with kernels related to certain Sobolev spaces. In the context of interpolation, the…

Numerical Analysis · Mathematics 2025-01-09 Gabriele Santin , Tizian Wenzel , Bernard Haasdonk

We investigate the uniform approximation provided by least squares polynomials on the unit Euclidean sphere $\mathbb{S}^q$ in $\mathbb{R}^{q+1}$, with $q\ge 2$. Like any other polynomial projection, the study concerns the growth, as the…

Numerical Analysis · Mathematics 2018-08-13 Woula Themistoclakis , Marc Van Barel

A numerical scheme is described for accurately accommodating oblique, non-aligned, boundaries, on a three-dimensional cartesian grid. The scheme gives second-order accuracy in the solution for potential of Poisson's equation using compact…

Computational Physics · Physics 2011-05-09 Ian H Hutchinson

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation using radial basis functions (RBFs) in a stable way, we…

Numerical Analysis · Mathematics 2021-04-14 Akil Narayan , Liang Yan , Tao Zhou

We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…

Systems and Control · Computer Science 2014-07-15 Yongxin Chen , Tryphon Georgiou

The Melan beam equation modeling suspension bridges is considered. A slightly modified equation is derived by applying variational principles and by minimising the total energy of the bridge. The equation is nonlinear and nonlocal, while…

Analysis of PDEs · Mathematics 2016-01-14 Filippo Gazzola , Yongda Wang , Raffaella Pavani

In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…

Probability · Mathematics 2023-08-09 Amol Aggarwal , Jiaoyang Huang

This paper studies the influence of scaling on the behavior of Radial Basis Function interpolation. It focuses on certain central aspects, but does not try to be exhaustive. The most important questions are: How does the error of a…

Numerical Analysis · Mathematics 2022-10-12 Elisabeth Larsson , Robert Schaback

The maximum volume principle is investigated as a means to solve the following problem: Given a set of arbitrary interpolation nodes, how to choose a set of polynomial basis functions for which the Lagrange interpolation problem is…

Numerical Analysis · Mathematics 2017-05-16 Vesa Kaarnioja

In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…

Probability · Mathematics 2019-06-11 Henri Elad Altman , Lorenzo Zambotti

We show that minimum-norm interpolation in the Reproducing Kernel Hilbert Space corresponding to the Laplace kernel is not consistent if input dimension is constant. The lower bound holds for any choice of kernel bandwidth, even if selected…

Machine Learning · Statistics 2018-12-31 Alexander Rakhlin , Xiyu Zhai

We develop a unified H\"older Lebesgue scale \(X^p\) and its weighted, higher order variants \(X^{k,p,a}\) to extend the Caffarelli Kohn Nirenberg (CKN) inequality beyond the classical Lebesgue regime. Within this framework we prove a two…

Analysis of PDEs · Mathematics 2025-10-02 Mengxia Dong

In the recent paper [8], a new method to compute stable kernel-based interpolants has been presented. This \textit{rescaled interpolation} method combines the standard kernel interpolation with a properly defined rescaling operation, which…

Numerical Analysis · Mathematics 2018-10-31 Stefano De Marchi , Andrea Idda , Gabriele Santin

We introduce intrinsic interpolatory bases for data structured on graphs and derive properties of those bases. Polyharmonic Lagrange functions are shown to satisfy exponential decay away from their centers. The decay depends on the density…

Numerical Analysis · Mathematics 2020-04-21 John Paul Ward , Francis J. Narcowich , Joseph D. Ward

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