Meshfree Chapter 11
Meshfree Chapter 11
Greg Fasshauer
Fall 2010
Remark
A proof of this theorem can be found in [Wendland (2005a)].
This integral transform is also referred to as Fourier-Bessel
transform or Hankel transform.
fasshauer@iit.edu MATH 590 Chapter 11 4
Remark
The Hankel inversion theorem [Sneddon (1972)] ensures that the
Fourier transform for radial functions is its own inverse, i.e., for
radial functions we have
Fs [Fs ] = .
Definition
1 Let be such that t 7 t(t) L1 [0, ). Then we define the
integral operator I via
Z
(I)(r ) = t(t)dt, r 0.
r
1
(D)(r ) = 0 (r ), r 0.
r
In both cases the resulting functions are to be interpreted as even
functions using even extensions.
Remark
Note that the integral operator I differs from the operator I introduced
earlier by a factor t in the integrand.
fasshauer@iit.edu MATH 590 Chapter 11 8
Operators for Radial Functions and Dimension Walks
Remark
This allows us to construct new strictly positive definite radial
functions from given ones by a dimension-walk technique that
steps through multivariate Euclidean space in even increments.
` (r ) = (1 r )`+ .
Definition
With ` (r ) = (1 r )`+ we define
s,k = I k bs/2c+k +1 .
Remark
Note the use of a single subscript for the truncated power function,
and double subscript for the Wendland functions.
It turns out that the functions s,k are all supported on [0, 1] and
have a polynomial representation there.
More precisely,
Theorem
The functions s,k are strictly positive definite and radial on Rs and are
of the form
ps,k (r ), r [0, 1],
s,k (r ) =
0, r > 1,
with a univariate polynomial ps,k of degree bs/2c + 3k + 1.
Remark
This theorem states that any other compactly supported
polynomial function that globally C 2k and strictly positive definite
and radial on Rs will not have a smaller polynomial degree.
Our other examples below (Wus functions, Gneitings functions)
illustrate this fact.
The strict positive definiteness of Wendlands functions s,k
starting with non-integer values of ` was established in
[Gneiting (1999)].
Note, however, that then the functions are no longer guaranteed to
be polynomials on their support.
Wendland gave recursive formulas for the functions s,k for all s, k .
s,0 (r ) = (1 r )`+ ,
.
s,1 (r ) = (1 r )`+1
+ h [(` + 1)r + 1] ,
.
i
s,2 (r ) = (1 r )`+2
+ (`2 + 4` + 3)r 2 + (3` + 6)r + 3 ,
.
h
s,3 (r ) = (1 r )`+3
+ (`3 + 9`2 + 23` + 15)r 3 + (6`2 + 36` + 45)r 2
+(15` + 45)r + 15] ,
.
where ` = bs/2c + k + 1, and the symbol = denotes equality up to a
multiplicative positive constant.
Proof.
The case k = 0 follows directly from the definition.
Application of the definition for the case k = 1 yields
Z
s,1 (r ) = (I` )(r ) = t` (t)dt
Z r
= t(1 t)`+ dt
Zr 1
= t(1 t)` dt
r
1
= (1 r )`+1 [(` + 1)r + 1] ,
(` + 1)(` + 2)
Example
k 3,k (r ) smoothness
0 (1 r )2+ C0
1 (1 r )4+ (4r + 1) C2
r )6+ 2
C4
2 (1 35r + 18r + 3
(1 r )8+ 32r 3 + 25r 2 + 8r + 1 C6
3
Example (cont.)
All functions in the table are strictly positive definite and radial on
Rs for s 3.
Their degree of smoothness 2k is specified.
The functions were determined using the direct formulas from the
above theorem and thus match the definition only up to a positive
constant factor.
Note that (x)`+ is to be interpreted as ((x)+ )` , i.e., we first apply
the cutoff function, and then the power.
k 3,k (r )
e3,k (r )
0 (1 r )2+ r+2
1 (1 r )4+ (4r + 1) r+4 (5 4r )
r )6+ 2
r+6 56 88r + 35r 2
2 (1 35r + 18r + 3
(1 r )8+ 32r 3 + 25r 2 + 8r + 1 r+8 66 154r + 121r 2 32r 3
3
Z )(2r )
` (r ) = (
= (1 t 2 )`+ (1 (2r t)2 )`+ dt
Z 1
= (1 t 2 )` (1 (2r t)2 )`+ dt.
1
Remark
This function is strictly positive definite since its Fourier transform is
essentially the square of the Fourier transform of and therefore
non-negative.
fasshauer@iit.edu MATH 590 Chapter 11 24
Wus Compactly Supported Functions
Definition
With ` (r ) = ((1 2 )`+ (1 2 )`+ )(2r ) we define
k ,` = Dk ` .
The functions k ,`
Example
They are listed on the next slide along with their smoothness.
The maximal space dimension s for which these functions are strictly
positive definite and radial on Rs is also listed.
Example (cont.)
k k ,3 (r ) smoothness s
Example (cont.)
Again, we also list the functions ek ,` = k ,` (1 ) used in our M ATLAB
implementation in Chapter 12.
k
ek ,3 (r ) smoothness s
Remark
As predicted by the theorem about the Wendland functions , for a prescribed space
dimension s and smoothness the polynomial degree of
Wendlands functions is lower than that of Wus functions.
For example, both Wendlands function 3,2 and Wus function 1,3
are C 4 smooth and strictly positive definite and radial on R3 .
However, the polynomial degree of Wendlands function is 8,
whereas that of Wus function is 11.
Another comparable function is Gneitings oscillatory function 2
(see below), which is a C 4 polynomial of degree 9 that is strictly
positive definite and radial on R3 .
r 0s (r )
s2 (r ) = s (r ) + (1)
s2
Example
(` non-integer allowed).
Example (cont.)
` 2,` (r ) smoothness
7/2
1 + 72 r 135 2
C2
7/2 (1 r )+ 8 r
(1 r )5+ 1 + 5r 27r 2
C2
5
15/2 15 391 2
C2
15/2 (1 r )+ 1+ 2 r 8 r
(1 r )12 2
C2
12 + 1 + 12r 104r
Table: Gneitings compactly supported radial functions s,` for various choices
of ` and s = 2.
Remark
All functions are in C 2 (R).
If we want smoother functions, then we need to start with a
smoother Wendland family as described in the next example.
fasshauer@iit.edu MATH 590 Chapter 11 35
Oscillatory Compactly Supported Functions
Example
k k (r ) smoothness
(1 r )4+ 1 + 4r 15r 2 C2
1
(1 r )6+ 3 + 18r + 3r 2 192r 3
C4
2
r )8+ 2 3 4
C6
3 (1 15 + 120r + 210r 840r 3465r
Remark
Gneiting also suggests the construction of strictly positive definite
radial functions by taking the product of the (appropriately scaled)
Poisson functions s (see Chapter 4) with a certain compactly
supported non-negative function (see [Gneiting (2002)] for more
details).
There are many other ways in which one can construct compactly
supported functions that are strictly positive definite and radial on Rs .
In [Schaback (1995a)] several such possibilities are described.
(r ) = (1 |r |)+
Euclids hat
The resulting functions can be written for r [0, 1] in the form
22k 1 (2r )r (1r 2 )k
(
2k +1 k = 1, 2, 3, . . . ,
2k +1 (2r ) =
2(1 r ) k = 0,
Note that these functions are defined to be zero outside the interval
[0, 2].
s s (r ) smoothness
1 1 2r C0
1
r
C0
2
2 2 4 arccos 2 r 4 r
1
(4 + 16)r r 3 C0
3 1 32
2
arccos 2r 321
4 r 2 20r + r 3 C0
4
1
(12 + 8 + 32 2 )r (3 + 2)r 3
C0
5 1 64 2
Remark
Another construction described in [Schaback (1995a)] is the
radialization of the s-fold tensor product of univariate B-splines of
even order 2m with uniform knots.
These functions do not seem to have a simple representation that
lends itself to numerical computations.
As can be seen from its radialized Fourier transform, the
radialized B-spline itself is not strictly positive definite and radial
on any Rs with s > 1.
For s = 1 only the B-splines of even order are strictly positive
definite (see, e.g., [Schlkopf and Smola (2002)]).
r2
Z
(r ) = 1 t (1 t )+ dt.
0 t +
Example
Remark
In [Buhmann (2000)] it is stated that his construction
encompasses both Wendlands and Wus functions.
An even more general theorem that shows that integration of a
positive function f L1 [0, ) against a strictly positive definite
kernel K results in a strictly positive definite function can be found
in [Wendland (2005a)] (see also Chapter 4).
More specifically, Z
(r ) = K (t, r )f (t)dt
0
References I
Buhmann, M. D. (2003).
Radial Basis Functions: Theory and Implementations.
Cambridge University Press.
Fasshauer, G. E. (2007).
Meshfree Approximation Methods with M ATLAB.
World Scientific Publishers.
Iske, A. (2004).
Multiresolution Methods in Scattered Data Modelling.
Lecture Notes in Computational Science and Engineering 37, Springer Verlag
(Berlin).
Matheron, G. (1965).
Les variables rgionalises et leur estimation.
Masson (Paris).
References II
References III
Fasshauer, G. E. (1999a).
On smoothing for multilevel approximation with radial basis functions.
in Approximation Theory IX, Vol.II: Computational Aspects, Charles K. Chui, and
L. L. Schumaker (eds.), Vanderbilt University Press, pp. 5562.
Gneiting, T. (1999).
Correlation functions for atmospheric data analysis.
Quart. J. Meteorol. Soc. 125, pp. 24492464.
Gneiting, T. (2002).
Compactly supported correlation functions.
J. Multivariate Analysis 83, pp. 493508.
Matheron, G. (1973).
The intrinsic random functions and their applications.
Adv. Appl. Prob. 5, pp. 439468.
References IV
Schaback, R. (1995a).
Creating surfaces from scattered data using radial basis functions.
in Mathematical Methods for Curves and Surfaces, M. Dhlen, T. Lyche, and L.
Schumaker (eds.), Vanderbilt University Press (Nashville), pp. 477496.
Schaback, R. and Wu, Z. (1996).
Operators on radial functions.
J. Comput. Appl. Math. 73, pp. 257270.
Sneddon, I. H. (1972).
The Use of Integral Transforms.
McGraw-Hill (New York).
Wendland, H. (1995).
Piecewise polynomial, positive definite and compactly supported radial functions
of minimal degree.
Adv. in Comput. Math. 4, pp. 389396.
References V
Wu, Z. (1995b).
Compactly supported positive definite radial functions.
Adv. in Comput. Math. 4, pp. 283292.