Shepard operators of Birkhoff-type

Dedicated to Professor D. D. Stancu on his 70th birthday Abstract:It is known that the Shepard interpolation operator has degree of exactness zero. In papers [1, 4–6] new Shepard-type operators of degree of exactness greater than zero were constructed by using bivariate Taylor, Lagrange or Hermite interpolation operators. In this note such a Shepard-type operator is constructed by using bivariate Birkhoff interpolation operators. Received: March 1997 / Accepted: July 1997     

Moving least squares interpolation with thin-plate splines and radial basis functions

Moving least-squares methods for interpolation or approximation of scattered data are well known, and can suffer from defects, such as flat spots in the Shepard method, and edge effects inherited from a polynomial basis in the higher degree cases. We investigate methods based on thin-plate splines and on other radial basis functions. It turns out that a small support of the weight function leads to a small support for the “spline basis” and associated efficiency in the evaluation of the approximant. The edge effects seem minimal and good interpolants of scattered data can be obtained.     

The curvature interpolation method for surface reconstruction for geospatial point cloud data

ABSTRACT

Surface reconstruction for scattered data is an ill-posed problem and most computational algorithms become overly expensive as the number of sample points increases. This article studies an effective partial differential equation (PDE)-based algorithm, called the curvature interpolation method with iterative refinement (IR-CIM). The new method iteratively utilizes curvature-related information which is estimated from an intermediate surface of the nonuniform data and plays a role of driving force for the reconstruction of a reliable image surface. The IR-CIM is applied for digital elevation modelling for geospatial point cloud data of overlapping strip scans acquired by light detection and ranging (LiDAR) technology. This article also introduces an effective initialization strategy for large areas of missing data and a robust method for the elimination of the Moiré effect over strip overlaps. The resulting algorithm converges to a piecewise smooth image, with little dependence on sample rates, outperforming inverse-distance weighting methods in both efficiency and accuracy.     

形状可调插值曲线曲面的参数选择

目的 因大多数插值基函数中的参数都是全局参数,从而导致插值曲线曲面的形状无法进行局部调整。另外,当插值曲线曲面形状可调时,也存在如何选择参数才能获得形状较为理想的曲线曲面的问题,为此给出一种无需反求控制顶点、包含局部形状调整参数、具有显式表达式、能重构部分二次曲线曲面的插值曲线曲面构造方法,同时给出易于使用的形状参数确定方案。方法 基于经典3次Hermite插值曲线的Bernstein基函数表达形式,将其中的Bernstein基换成已证明具有全正性的一组三角基函数,根据三角基的端点性质调整曲线表达式以保证其插值性,然后设定插值数据点处的导向量,在其中引入参数,并保证相邻曲线段之间的连续性,得到了一种新的三角基插值曲线。结果 新曲线可以整理成以待插值数据点为控制顶点与一组插值基函数的线性组合形式,插值基表达式简单,插值曲线含一组局部形状调整参数,一个参数的改变只影响一条曲线段的形状,相邻曲线段之间G¹连续,曲线可以重构椭圆。根据不同目标给出了3种用于确定曲线中形状参数的准则,每种准则都提供了可以直接使用的公式。相应的插值曲面具有与插值曲线类似的性质。结论 形状参数选取准则的给出使含参数插值曲线曲面的设计由随意变为确定,这使得采用本文方法更易于得到满意的结果。本文所给插值基函数的构造方法具有一般性,可以采用相同的思路构造其他函数空间上性质类似的插值基。     

Quasi-nodal splines

Most spline interpolation operators such as the nodal spline operator introduced by de Villiers and Rohwer in 1987 interpolate data at spline knots. In this paper, we are going to present a method of how to construct a local spline interpolation operator that interpolates at sites that are different from the spline knots. These considerations result in the quasi-nodal spline interpolation operator of degree n that reproduces all polynomials of degree not exceeding n.     

Multivariate data modelling by metric approximants

Shepard developed a method for the interpolation of arbitrarily spaced discrete data points of two variables. We extend this scheme to approximate, by a smooth function, discrete sets of multivariate data points. No regularity is assumed for the data distribution, and we allow the dependent variable to contain error. The method presented here can be applied to the statistical analysis of experimental data as well as to the compression of data in computer graphics and computer aided design.     

Approximation of insurance liability contracts using radial basis functions

ABSTRACT

We introduce the Option Interpolation Model (OIM) for accurate approximation of embedded option values in insurance liabilities. Accurate approximation is required for ex-ante risk management applications. The OIM is based on interpolation with radial basis functions, which can interpolate scattered data, and does not suffer from the curse of dimensionality. To reduce computation time we present an inversion method to determine the interpolation function weights. The robustness, accuracy and efficiency of the OIM are investigated in several numerical experiments. We show that the OIM results in highly accurate approximations.     

连续等距区间上积分值的二次样条插值

目的 在现实中,某些插值问题结点处的函数值往往是未知的,而仅仅已知一些区间上的积分值。为此提出一种给定已知函数在连续等距区间上的积分值构造二次样条插值函数的方法。方法 首先,利用二次B样条基函数的线性组合去满足给定的积分值和两个端点插值条件,该插值问题等价于求解n+2个方程带宽为3的线性方程组。然后,运用算子理论给出二次样条插值函数的误差估计,继而得到二次样条函数逼近结点处的函数值时具有超收敛性。最后,通过等距区间上积分值的线性组合逼近两个端点的函数值方法实现了不带任何边界条件的积分型二次样条插值问题。结果 选取低频率函数,对积分型二次样条插值方法和改进方法分别进行数值测试,发现这两种方法逼近效果都是良好的。同样,选取高频率函数对积分型二次样条插值方法进行数值实验,得到数值收敛阶与理论值相一致。结论 实验结果表明,本文算法相比已有的方法更简单有效,对改进前后的二次样条插值函数在逼近结点处的函数值时的超收敛性得到了验证。该方法对连续等距区间上积分值的函数重构具有普适性。     

一类加权有理插值样条曲面及局部约束控制

目的 构造一类新的基于函数值与偏导数值的加权有理插值样条曲面,讨论该样条曲面的相关性质并分析曲面的局部约束控制。方法 一方面,先从x方向构造有理三次插值样条,再从y方向构造二元有理插值样条曲面;另一方面,按相反次序构造另一个二元有理插值样条曲面;最后将两种插值曲面加权得到一类新的有理插值样条曲面。结果 讨论插值曲面的性质,包括基函数、边界性质、积分加权系数的性质以及误差估计。通过选择合适的参数和加权系数,在不改变插值数据的前提下实现对插值区域内的局部约束控制。结论 实验结果表明,新的加权有理插值样条曲面具有良好的约束控制性质。     

基于数据融合的DEM插值与可视化

针对某航海训练仿真系统对三维地形实时性及逼真性的需要,提出了对DEM数据进行插值以提高数据的精度。在概略介绍空间插值原理及分类的基础上,分别着重介绍了克里金插值算法及改进谢别德插值算法的原理和特点。为了兼顾这两种插值算法的优点,克服单一插值方法的不足,提出了基于数据融合的插值方法。详细阐述了DEM插值的过程,并结合实例,利用SRTM3数据进行了测试,实现了DEM的可视化。仿真结果表明,与单独采用两种插值算法相比,基于数据融合所得数据插值效果较好,插值精度得到了明显的提升。     

大规模散乱数据的层次B-样条曲面表示

文中描术字一种规模散乱数据的快速表示方法,该算法利用一系列认粗糙到精细的Ｂ－样条控制网络来逐步逼近或插值综定的散乱数据点集;并且,由粗到细的细化过程只局限于误差还没有达到给定要求的区域。     

多层积分值三次样条拟插值

目的 在实际问题中,某些插值问题结点处的函数值往往是未知的,而仅仅知道一些连续等距区间上的积分值。为此提出了一种基于未知函数在连续等距区间上的积分值和多层样条拟插值技术来解决函数重构。该方法称之为多层积分值三次样条拟插值方法。方法 首先,利用积分值的线性组合来逼近结点处的函数值;然后,利用传统的三次B-样条拟插值和相应的误差函数来实现多层三次样条拟插值;最后,给出两层积分值三次样条拟插值算子的多项式再生性和误差估计。结果 选取无穷次可微函数对多层积分值三次样条拟插值方法和已有的积分值三次样条拟插值方法进行对比分析。数值实验印证了本文方法在逼近误差和数值收敛阶均稍占优。结论本文多层三次样条拟插值函数能够在整体上很好的逼近原始函数,一阶和二阶导函数。本文方法较之于已有的积分值三次样条拟插值方法具有更好的逼近误差和数值收敛阶。该方法对连续等距区间上积分值的函数重构具有普适性。     

Constrained Visualization Using the Shepard Interpolation Family

This paper discusses the problem of visualizing data where there are underlying constraints that must be preserved. For example, we may know that the data are inherently positive. We show how the Modified Quadratic Shepard method, which interpolates scattered data of any dimensionality, can be constrained to preserve positivity. We do this by forcing the quadratic basis functions to be positive. The method can be extended to handle other types of constraints, including lower bound of 0 and upper bound of 1—as occurs with fractional data. A further extension allows general range restrictions, creating an interpolant that lies between any two specified functions as the lower and upper bounds.     

<Emphasis Type="SmallCaps">OpenCL</Emphasis> Based Parallel Algorithm for RBF-PUM Interpolation

We present a parallel algorithm for multivariate Radial Basis Function Partition of Unity Method (RBF-PUM) interpolation. The concurrent nature of the RBF-PUM enables designing parallel algorithms for dealing with a large number of scattered data-points in high space dimensions. To efficiently exploit this concurrency, our algorithm makes use of shared-memory parallel processors through the OpenCL standard. This efficiency is achieved by a parallel space partitioning strategy with linear computational time complexity with respect to the input and evaluation points. The speed of our approach allows for computationally more intensive construction of the interpolant. In fact, the RBF-PUM can be coupled with a cross-validation technique that searches for optimal values of the shape parameters associated with each local RBF interpolant, thus reducing the global interpolation error. The numerical experiments support our claims by illustrating the interpolation errors and the running times of our algorithm.     

An adaptive method for smooth surface approximation to scattered 3D points

The construction of a surface from arbitrarily scattered data is an important problem in many applications. When there are a large number of data points, the surface representations generated by interpolation methods may be inefficient in both storage and computational requirements. This paper describes an adaptive method for smooth surface approximation from scattered 3D points. The approximating surface is represented by a piecewise cubic triangular Bézier surface possessing C¹ continuity. The method begins with a rough surface interpolating only boundary points and, in the successive steps, refines it by adding the maximum error point at a time among the remaining internal points until the desired approximation accuracy is reached. Our method is simple in concept and efficient in computational time, yet realizes efficient data reduction. Some experimental results are given to show that surface representations constructed by our method are compact and faithful to the original data points.     

An Efficient Lagrangian Interpolation Scheme for Computing Flow Maps and Line Integrals using Discrete Velocity Data

We propose a new class of Lagrangian approaches for constructing the flow maps of given dynamical systems. In the case when only discrete velocity data at mesh points is available, an interpolation step will be required. However, in our proposed approaches all particle trajectories share a common global interpolation at each time step and therefore interpolation operations will not increase the overall computational complexity. The old Lagrangian approaches propose to solve the corresponding ordinary differential equations (ODEs) backward in time to obtain the backward flow map. It is inconvenient and not natural, especially when incorporated with certain computational fluid dynamic solvers, because the velocity field needs to be loaded from the terminal time backward to the initial time. In contrast, our proposed approaches for computing the backward flow map propose to solve the corresponding ODEs forward in time which is more practical. We will also extend the proposed approaches to compute line integrals along any particle trajectory. This paper gives a detailed analysis on the computational complexity and error estimate of the proposed Lagrangian approach. Finally, a wide range of applications of our approaches will be given, including the so-called coherent ergodic partition and the high frequency wave propagations based on geometric optic.     

小波-Lagrange方法进行医学图像层间插值

目的 医学图像3维重建通常需要进行层间插值.现有的插值方法虽然种类较多,但在进行医学断层图像插值时,很多方法并不能兼顾图像灰度和目标形状的变化,且计算过程过于复杂.鉴于此,提出一种基于小波与Lagrange多项式相结合的插值方法.方法 首先对原始图像进行小波变换,获得图像边缘对应小波系数的位置信息,在断层图像的相应小波系数之间运用Lagrange多项式进行强度和位置插值.结果 通过实验验证,采用本文方法插值得到的图像与线性、Cubic插值方法相比,不仅在灰度值不等点方面减少了10%~50%,均方误差平均下降了3%,而且目标组织轮廓特别是拐角剧烈变化处可改善伪轮廓现象,介于原始断层图像之间,能够满足医学图像层间插值的要求.结论 与线性插值方法、Cubic插值方法相比,新算法由于引入了小波变换这个工具,可将图像剧烈变换部分提取出来,因此,本文方法在处理图像剧烈变化的情况时略有优势.新算法得到的插值图像质量有所提高,计算误差有所降低,可有效用于医学图像目标组织的3维重建.     

Improved error bound for multivariate Chebyshev polynomial interpolation

ABSTRACT

Chebyshev interpolation is a highly effective, intensively studied method and enjoys excellent numerical properties which provides tremendous application potential in mathematical finance. The interpolation nodes are known beforehand, implementation is straightforward and the method is numerically stable. For efficiency, a sharp error bound is essential, in particular for high-dimensional applications. For tensorized Chebyshev interpolation, we present an error bound that improves existing results significantly.     

Convergence of a New Evolutionary Computing Algorithm in Continuous State Space

A Markov chain on a new evolutionary computing algorithm is analyzed in continuous state space. By establishing transition probability density, the convergence of the similartaxis operator is proved. Meanwhile, the local property of the similartaxis operator is shown. To avoid its prematurity, a dissimilation operator need to be introduced. With the concept of P-absorbing field and P-optimal state, the convergence of the dissimilation operator is proved. We apply this new algorithm to a difficult problem for the accurate mixture ratio of raw materials of cement processing and make a comparison between GAs and the new algorithm. Finally, the functions of similartaxis and dissimilation operators are analyzed in a practical view.     

Local boundary estimates for the Lagrange multiplier discretization of a Dirichlet boundary value problem with application to domain decomposition

Abstract We give an estimate on the error resulting from approximating the outer normal derivative of the solution of a second-order partial differential equation with the Lagrange multiplier obtained in using the Lagrange multiplier method for imposing the Dirichlet boundary conditions. We consider both the case of smooth domains and, in view of an application in the framework of domain decomposition, the case of polygonal domains. The estimate given, supported by numerical results, shows that the mesh in the interior of the (sub)domain can be chosen more coarsely than near the boundary, when only a good approximation of the outer normal derivative is needed, as in the case of the evaluation of the Steklov-Poincaré operator, or when solving with a Schur complement approach the linear system arising from the three-fields domain decomposition method. Keywords: Lagrange multipliers, error estimate, normal derivative, Steklov-Poincaré operator