Fast evaluation of polyharmonic splines in three dimensions

M. J. D. Powell ^{This paper concerns the fast evaluation of radial basis functions.It describes the mathematics of hierarchical and fast multipolemethods for fast evaluation of splines of the form where is a positive integer andp is a low-degree polynomial. Splines s of this form are polyharmonicsplines in 3 and have been found to be very useful for providingsolutions to scattered data interpolation problems in 3. Asit is now well known, hierarchical methods reduce the incrementalcost of a single extra evaluation from O(N) to O(log N) operationsand reduce the cost of a matrix–vector product (evaluationof s at all the centres) from O(N2) to O(N log N) operations.We give appropriate far- and near-field expansions, togetherwith error estimates, uniqueness theorems and translation formulae.A hierarchical code based on these formulae is detailed andsome numerical results are given.}     

有理样条不可约解的行列式表示

１引言在文［１］中,对于剖分ａ＝ｘ０＜ｘ１＜…＜ｍｎ＝ｂ及给定的ｙ０,ｙ１,…,　…,Ｌ＋Ｍ－１,我们构造了有理样条Ｓ［Ｌ,Ｍ（ｘ）Ｑ［Ｌ,Ｍ］为次数不超过ｍ的多项式全体．在［１］中,已经讨论了Ｓ［Ｌ,Ｍ］（ｘ）的存在性,并指出：若问题（１）（２）（３）可解,则解唯一这里总假设问题（１）（２）（３）可解．２有理样条解不可约的充要条件由Ｓ［Ｌ,Ｍ］（ｘ）的依区间递推算法（见［１］）,我们只需讨论［ｘ０,ｘ１］上的情形．当［Ｘ０,ｘ１］时,将Ｓ［Ｌ,Ｍ］　（ｘ）,Ｐ［Ｌ,Ｍ］　（ｘ）和Ｑ［Ｌ,Ｍ］（…     

Semiparametric smoothing splines

In regression analysis, when no previous information about the statistical model is available, non-parametric estimation methods are very useful since their requirements on the specification of the model are very few. However, if this information exists, these methods usually neglect to incorporate it. In this paper, we propose a non-parametric regression technique that accounts for information about the underlying statistical model when this information is introduced through a known function. We also provide some theoretical properties and examples of this estimator. © 1998 John Wiley & Sons, Ltd.     

Numerical integration over polygons using an eight-node quadrilateral spline finite element

In this paper, a cubature formula over polygons is proposed and analysed. It is based on an eight-node quadrilateral spline finite element [C.-J. Li, R.-H. Wang, A new 8-node quadrilateral spline finite element, J. Comp. Appl. Math. 195 (2006) 54–65] and is exact for quadratic polynomials on arbitrary convex quadrangulations and for cubic polynomials on rectangular partitions. The convergence of sequences of the above cubatures is proved for continuous integrand functions and error bounds are derived. Some numerical examples are given, by comparisons with other known cubatures.     

Numerical solution of a coupled Korteweg–de Vries equations by collocation method

A numerical method for solving the coupled Korteweg‐de Vries (CKdV) equation based on the collocation method with quintic B‐spline finite elements is set up to simulate the solution of CKdV equation. Invariants and error norms are studied wherever possible to determine the conservation properties of the algorithm. Simulation of single soliton, interaction of two solitons, and birth of solitons are presented. A linear stability analysis shows the scheme to be unconditionally stable. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A meshless method for numerical solution of a linear hyperbolic equation with variable coefficients in two space dimensions

A meshless method is proposed for the numerical solution of the two space dimensional linear hyperbolic equation subject to appropriate initial and Dirichlet boundary conditions. The new developed scheme uses collocation points and approximates the solution employing thin plate splines radial basis functions. Numerical results are obtained for various cases involving variable, singular and constant coefficients, and are compared with analytical solutions to confirm the good accuracy of the presented scheme. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

A class of multivariate copulas with bivariate Fréchet marginal copulas

In this paper, we present a class of multivariate copulas whose two-dimensional marginals belong to the family of bivariate Fréchet copulas. The coordinates of a random vector distributed as one of these copulas are conditionally independent. We prove that these multivariate copulas are uniquely determined by their two-dimensional marginal copulas. Some other properties for these multivariate copulas are discussed as well. Two applications of these copulas in actuarial science are given.     

Nearly monotone and nearly convex approximation by smooth splines in ,

Given a monotone or convex function on a finite interval we construct splines of arbitrarily high order having maximum smoothness which are “nearly monotone” or “nearly convex” and provide the rate of -approximation which can be estimated in terms of the third or fourth (classical or Ditzian–Totik) moduli of smoothness (for uniformly spaced or Chebyshev knots). It is known that these estimates are impossible in terms of higher moduli and are no longer true for “purely monotone” and “purely convex” spline approximation.     

On the discrete-time compound renewal risk model with dependence

In this paper, we study the discrete-time renewal risk model with dependence between the claim amount random variable and the interclaim time random variable. We consider several dependence structures between the claim amount random variable and the interclaim time random variable. Recursive formulas are derived for the probability mass function and the moments of the total claim amount over a fixed period of time. In the context of ruin theory, explicit expressions for the expected penalty (Gerber-Shiu) function are derived for special cases. We also discuss how the discrete-time compound renewal risk model with dependence can be used to approximate the corresponding continuous time compound renewal risk model with dependence. Numerical examples are provided to illustrate different topics discussed in the paper.