The asymptotic cardinal function of the multiquadratic ϕ(r) = (r2 + c2)12as c→∞

AbstractA radial basis function approximation has the form s(x) = ΣjϵRd yj φ(‖x−xj‖2), x ϵ Rd, where φ: [0, ∞) → R is some given function, (yj)jϵZd are real coefficients, and the centres(xj)jϵZd are points in Rd. It is known that radial basis function approximations using the multiquadric φ(r) = (r2 + c2)12 possess many useful and interesting properties when the centres form an infinite regular lattice. We analyse the limiting case as c → ∞ and identify a class of functions that arise as uniform limits of the multiquadric interpolants. In the univariate case, we observe that the cardinal function for the multiquadratic becomes the sinc function as c → ∞. The limit of the multivariate cardinal function is also identified

On kernel engineering via Paley–Wiener

A radial basis function approximation takes the form $$s(x)=\sum_{k=1}^na_k\phi(x-b_k),\quad x\in {\mathbb{R}}^d,$$ where the coefficients a 1,…,a n are real numbers, the centres b 1,…,b n are distinct points in ℝ d , and the function φ:ℝ d →ℝ is radially symmetric. Such functions are highly useful in practice and enjoy many beautiful theoretical properties. In particular, much work has been devoted to the polyharmonic radial basis functions, for which φ is the fundamental solution of some iterate of the Laplacian. In this note, we consider the construction of a rotation-invariant signed (Borel) measure μ for which the convolution ψ=μ φ is a function of compact support, and when φ is polyharmonic. The novelty of this construction is its use of the Paley–Wiener theorem to identify compact support via analysis of the Fourier transform of the new kernel ψ, so providing a new form of kernel engineering

On spherical averages of radial basis functions

A radial basis function (RBF) has the general form $$s(x)=\sum_{k=1}^{n}a_{k}\phi(x-b_{k}),\quad x\in\mathbb{R}^{d},$$ where the coefficients a 1,…,a n are real numbers, the points, or centres, b 1,…,b n lie in ℝ d , and φ:ℝ d →ℝ is a radially symmetric function. Such approximants are highly useful and enjoy rich theoretical properties; see, for instance (Buhmann, Radial Basis Functions: Theory and Implementations, [2003]; Fasshauer, Meshfree Approximation Methods with Matlab, [2007]; Light and Cheney, A Course in Approximation Theory, [2000]; or Wendland, Scattered Data Approximation, [2004]). The important special case of polyharmonic splines results when φ is the fundamental solution of the iterated Laplacian operator, and this class includes the Euclidean norm φ(x)=‖x‖ when d is an odd positive integer, the thin plate spline φ(x)=‖x‖2log  ‖x‖ when d is an even positive integer, and univariate splines. Now B-splines generate a compactly supported basis for univariate spline spaces, but an analyticity argument implies that a nontrivial polyharmonic spline generated by (1.1) cannot be compactly supported when d>1. However, a pioneering paper of Jackson (Constr. Approx. 4:243–264, [1988]) established that the spherical average of a radial basis function generated by the Euclidean norm can be compactly supported when the centres and coefficients satisfy certain moment conditions; Jackson then used this compactly supported spherical average to construct approximate identities, with which he was then able to derive some of the earliest uniform convergence results for a class of radial basis functions. Our work extends this earlier analysis, but our technique is entirely novel, and applies to all polyharmonic splines. Furthermore, we observe that the technique provides yet another way to generate compactly supported, radially symmetric, positive definite functions. Specifically, we find that the spherical averaging operator commutes with the Fourier transform operator, and we are then able to identify Fourier transforms of compactly supported functions using the Paley–Wiener theorem. Furthermore, the use of Haar measure on compact Lie groups would not have occurred without frequent exposure to Iserles’s study of geometric integration

Functionals of exponential Brownian motion and divided differences

We provide a surprising new application of classical approximation theory to a fundamental asset-pricing model of mathematical finance. Specifically, we calculate an analytic value for the correlation coefficient between exponential Brownian motion and its time average, and we find the use of divided differences greatly elucidates formulae, providing a path to several new results. As applications, we find that this correlation coefficient is always at least 1/p2 and, via the Hermite–Genocchi integral relation, demonstrate that all moments of the time average are certain divided differences of the exponential function. We also prove that these moments agree with the somewhat more complex formulae obtained by Oshanin and Yor

Polyharmonic approximation on the sphere

The purpose of this article is to provide new error estimates for a popular type of SBF approximation on the sphere: approximating by linear combinations of Green's functions of polyharmonic differential operators. We show that the $L_p$ approximation order for this kind of approximation is $\sigma$ for functions having $L_p$ smoothness $\sigma$ (for $\sigma$ up to the order of the underlying differential operator, just as in univariate spline theory). This is an improvement over previous error estimates, which penalized the approximation order when measuring error in $L_p$, p>2 and held only in a restrictive setting when measuring error in $L_p$, p<2.Comment: 16 pages; revised version; to appear in Constr. Appro

The interpolation theory of radial basis functions

SIGLEAvailable from British Library Document Supply Centre- DSC:D062627 / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Conditionally positive functions and p-norm distance matrices

SIGLEAvailable from British Library Document Supply Centre- DSC:9106.1605(DAMTP-NA--15/1988) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

On the extremal rays of the cone of positive, positive definite functions

The aim of this paper is to investigate the cone of non-negative, radial, positive-definite functions in the set of continuous functions on Rd . Elements of this cone admit a Choquet integral representation in terms of the extremals. The main feature of this article is to characterize some large classes of such extremals. In particular, we show that there are many other extremals than the Gaussians, thus disproving a conjecture of G. Choquet, and that no reasonable conjecture can be made on the full set of extremals