Shape preserving approximation using least squares splines

Least squares polynomial splines are an effective tool for data fitting, but they may fail to preserve essential properties of the underlying function, such as monotonicity or convexity. The shape restrictions are translated into linear inequality conditions on spline coefficients. The basis functions are selected in such a way that these conditions take a simple form, and the problem becomes non-negative least squares problem, for which effecitive and robust methods of solution exist. Multidimensional monotone approximation is achieved by using tensor-product splines with the appropriate restrictions. Additional inter polation conditions can also be introduced. The conversion formulas to traditional B-spline representation are provided. <br /

A tension approach to controlling the shape of cubic spline surfaces on FVS triangulations

We propose a parametric tensioned version of the FVS macro-element to control the shape of the composite surface and remove artificial oscillations, bumps and other undesired behaviour. In particular, this approach is applied to C1 cubic spline surfaces over a four-directional mesh produced by two-stage scattered data fitting methods

Recent Results on Near-Best Spline Quasi-Interpolants

Roughly speaking, a near-best (abbr. NB) quasi-interpolant (abbr. QI) is an approximation operator of the form $Q_af=\sum_{\alpha\in A} \Lambda_\alpha (f) B_\alpha$ where the $B_\alpha$'s are B-splines and the $\Lambda_\alpha (f)$'s are linear discrete or integral forms acting on the given function $f$. These forms depend on a finite number of coefficients which are the components of vectors $a_\alpha$ for $\alpha\in A$. The index $a$ refers to this sequence of vectors. In order that $Q_a p=p$ for all polynomials $p$ belonging to some subspace included in the space of splines generated by the $B_\alpha$'s, each vector $a_\alpha$ must lie in an affine subspace $V_\alpha$, i.e. satisfy some linear constraints. However there remain some degrees of freedom which are used to minimize $\Vert a_\alpha \Vert_1$ for each $\alpha\in A$. It is easy to prove that $\max \{\Vert a_\alpha \Vert_1 ; \alpha\in A\}$ is an upper bound of $\Vert Q_a \Vert_{\infty}$: thus, instead of minimizing the infinite norm of $Q_a$, which is a difficult problem, we minimize an upper bound of this norm, which is much easier to do. Moreover, the latter problem has always at least one solution, which is associated with a NB QI. In the first part of the paper, we give a survey on NB univariate or bivariate spline QIs defined on uniform or non-uniform partitions and already studied by the author and coworkers. In the second part, we give some new results, mainly on univariate and bivariate integral QIs on {\sl non-uniform} partitions: in that case, NB QIs are more difficult to characterize and the optimal properties strongly depend on the geometry of the partition. Therefore we have restricted our study to QIs having interesting shape properties and/or infinite norms uniformly bounded independently of the partition

Totally positive refinable functions with general dilation M

We construct a new class of approximating functions that are M-refinable and provide shape preserving approximations. The refinable functions in the class are smooth, compactly supported, centrally symmetric and totally positive. Moreover, their refinable masks are associated with convergent subdivision schemes. The presence of one or more shape parameters gives a great flexibility in the applications. Some examples for dilation M=4and M=5are also given

Staircase algorithm and construction of convex spline interpolants up to the continuity C3

AbstractThis paper is concerned with the convex interpolation of data sets. Based on the staircase algorithm, several methods are presented which allow the construction of convex spline interpolants up to the continuity C3

Continuous State Dynamic Programming via Nonexpansive Approximation

This paper studies fitted value iteration for continuous state dynamic programming using nonexpansive function approximators. A number of nonexpansive approximation schemes are discussed. The main contribution is to provide error bounds for approximate optimal policies generated by the value iteration algorithm.Dynamic Programming; Approximation