Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data and, naturally, the error analysis uses the joint regularity of the solution with respect to both the variables in the physical domain and parametric variables. In MISC, the number of problem solutions performed at each discretization level is not determined by balancing the spatial and stochastic components of the error, but rather by suitably extending the knapsack-problem approach employed in the construction of the quasi-optimal sparse-grids and Multi-index Monte Carlo methods. We use a greedy optimization procedure to select the most effective mixed differences to include in the MISC estimator. We apply our theoretical estimates to a linear elliptic PDEs in which the log-diffusion coefficient is modeled as a random field, with a covariance similar to a Mat\'ern model, whose realizations have spatial regularity determined by a scalar parameter. We conduct a complexity analysis based on a summability argument showing algebraic rates of convergence with respect to the overall computational work. The rate of convergence depends on the smoothness parameter, the physical dimensionality and the efficiency of the linear solver. Numerical experiments show the effectiveness of MISC in this infinite-dimensional setting compared with the Multi-index Monte Carlo method and compare the convergence rate against the rates predicted in our theoretical analysis

Total Positivity of the Cubic Trigonometric Bézier Basis

Within the general framework of Quasi Extended Chebyshev space, we prove that the cubic trigonometric Bézier basis with two shape parameters λ and μ given in Han et al. (2009) forms an optimal normalized totally positive basis for λ,μ∈(-2,1]. Moreover, we show that for λ=-2 or μ=-2 the basis is not suited for curve design from the blossom point of view. In order to compute the corresponding cubic trigonometric Bézier curves stably and efficiently, we also develop a new corner cutting algorithm

Optimal sampling patterns for Zernike polynomials

A pattern of interpolation nodes on the disk is studied, for which the inter- polation problem is theoretically unisolvent, and which renders a minimal numerical condition for the collocation matrix when the standard basis of Zernike polynomials is used. It is shown that these nodes have an excellent performance also from several alternative points of view, providing a numer- ically stable surface reconstruction, starting from both the elevation and the slope data. Sampling at these nodes allows for a more precise recovery of the coefficients in the Zernike expansion of a wavefront or of an optical surface. Keywords: Interpolation Numerical condition Zernike polynomials Lebesgue constant

New strategies for curve and arbitrary-topology surface constructions for design

This dissertation presents some novel constructions for curves and surfaces with arbitrary topology in the context of geometric modeling. In particular, it deals mainly with three intimately connected topics that are of interest in both theoretical and applied research: subdivision surfaces, non-uniform local interpolation (in both univariate and bivariate cases), and spaces of generalized splines. Specifically, we describe a strategy for the integration of subdivision surfaces in computer-aided design systems and provide examples to show the effectiveness of its implementation. Moreover, we present a construction of locally supported, non-uniform, piecewise polynomial univariate interpolants of minimum degree with respect to other prescribed design parameters (such as support width, order of continuity and order of approximation). Still in the setting of non-uniform local interpolation, but in the case of surfaces, we devise a novel parameterization strategy that, together with a suitable patching technique, allows us to define composite surfaces that interpolate given arbitrary-topology meshes or curve networks and satisfy both requirements of regularity and aesthetic shape quality usually needed in the CAD modeling framework. Finally, in the context of generalized splines, we propose an approach for the construction of the optimal normalized totally positive (B-spline) basis, acknowledged as the best basis of representation for design purposes, as well as a numerical procedure for checking the existence of such a basis in a given generalized spline space. All the constructions presented here have been devised keeping in mind also the importance of application and implementation, and of the related requirements that numerical procedures must satisfy, in particular in the CAD context