Stable evaluation of Gaussian radial basis functions using Hermite polynomials
From MaRDI portal
Publication:6290983
arXiv1709.02164MaRDI QIDQ6290983FDOQ6290983
Authors: Anna Yurova, Katharina Kormann 
Publication date: 7 September 2017
Abstract: Gaussian radial basis functions can be an accurate basis for multivariate interpolation. In practise, high accuracies are often achieved in the flat limit where the interpolation matrix becomes increasingly ill-conditioned. Stable evaluation algorithms have been proposed by Fornberg, Larsson & Flyer based on a Chebyshev expansion of the Gaussian basis and by Fasshauer & McCourt based on a Mercer expansion with Hermite polynomials. In this paper, we propose another stabilization algorithm based on Hermite polynomials but derived from the generating function of Hermite polynomials. The new expansion does not require a complicated choice of parameters and offers a simple extension to high-dimensional tensor grids as well as a generalization for anisotropic multivariate basis functions using the Hagedorn generating function.
Has companion code repository: https://github.com/JuliaVlasov/HermiteGF.jl
This page was built for publication: Stable evaluation of Gaussian radial basis functions using Hermite polynomials
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6290983)
