Multiscale, Nonlinear and Adaptive Approximation Ronald A. DeVore (cid:2) Angela Kunoth Editors Multiscale, Nonlinear and Adaptive Approximation Dedicated to Wolfgang Dahmen on the Occasion of his 60th Birthday Editors RonaldA.DeVore AngelaKunoth DepartmentofMathematics InstitutfürMathematik TexasA&MUniversity UniversitätPaderborn CollegeStation,TX77840 WarburgerStr.100 USA 33098Paderborn [email protected] Germany [email protected] ISBN978-3-642-03412-1 e-ISBN978-3-642-03413-8 DOI10.1007/978-3-642-03413-8 SpringerHeidelbergDordrechtLondonNewYork LibraryofCongressControlNumber:2009935698 MathematicsSubjectClassification(2000):41-XX,65-XX (cid:2)c Springer-VerlagBerlinHeidelberg2009 Thisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialis concerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting, reproductiononmicrofilmorinanyotherway,andstorageindatabanks.Duplicationofthispublication orpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9, 1965,initscurrentversion,andpermissionforusemustalwaysbeobtainedfromSpringer.Violations areliabletoprosecutionundertheGermanCopyrightLaw. Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnot imply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevantprotective lawsandregulationsandthereforefreeforgeneraluse. Coverdesign:WMXDesignGmbH,Heidelberg Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) DedicatedtoWolfgangDahmenonthe Occasionofhis60thBirthday Preface Ontheoccasionofhis60thbirthdayinOctober2009,friends,collaborators,and admirersofWolfgangDahmenhaveorganizedthisvolumewhichtouchesonvari- ousofhisresearchinterests.Thisvolumewillprovideaneasytoreadexcursioninto many important topics in applied and computational mathematics. These include nonlinear and adaptive approximation, multivariate splines, subdivision schemes, multiscale and wavelet methods, numerical schemes for partial differential and boundaryintegralequations,learningtheory,andhigh-dimensionalintegrals. CollegeStation,Texas,USA RonaldA.DeVore Paderborn,Germany AngelaKunoth June2009 vii Acknowledgements WearedeeplygratefultoDr.MartinPetersandThanh-HaLeThifromSpringerfor realizingthisbookprojectandtoFrankHolzwarthfortechnicalsupport. ix Contents Introduction:WolfgangDahmen’smathematicalwork ................ 1 RonaldA.DeVoreandAngelaKunoth 1 Introduction.............................................. 1 2 Theearlyyears:Classicalapproximationtheory................ 2 3 Bonn,Bielefeld,Berlin,andmultivariatesplines ............... 2 3.1 Computeraidedgeometricdesign.................... 3 3.2 Subdivisionandwavelets ........................... 4 4 Waveletandmultiscalemethodsforoperatorequations.......... 5 4.1 Multilevelpreconditioning.......................... 5 4.2 Compressionofoperators........................... 5 5 Adaptivesolvers .......................................... 6 6 Constructionandimplementation............................ 7 7 Hyperbolicpartialdifferentialequationsandconservationlaws ... 8 8 Engineeringcollaborations ................................. 9 9 Thepresent .............................................. 9 10 Finalremarks............................................. 10 PublicationsbyWolfgangDahmen(asofsummer2009)............... 10 Thewaythingswereinmultivariatesplines:Apersonalview........... 19 CarldeBoor 1 Tensorproductsplineinterpolation........................... 19 2 Quasiinterpolation ........................................ 20 3 MultivariateB-splines ..................................... 21 4 Kergininterpolation ....................................... 23 5 TherecurrenceformultivariateB-splines ..................... 25 6 Polyhedralsplines......................................... 27 7 Boxsplines .............................................. 28 8 SmoothmultivariatepiecewisepolynomialsandtheB-net ....... 31 References..................................................... 34 xi xii Contents On the efficientcomputationof high-dimensionalintegralsand the approximationbyexponentialsums ................................ 39 DietrichBraessandWolfgangHackbusch 1 Introduction.............................................. 39 2 Approximation of completely monotone functions by exponentialsums ......................................... 41 3 Rationalapproximationofthesquarerootfunction ............. 43 3.1 Heron’salgorithmandGauss’arithmetic-geometricmean 43 3.2 Heron’smethodandbestrationalapproximation........ 44 3.3 Extensionoftheestimate(19) ....................... 48 3.4 Anexplicitformula................................ 49 α 4 Approximationof1/x byexponentialsums .................. 50 4.1 Approximationof1/xonfiniteintervals .............. 50 4.2 Approximationof1/xon[1,∞)...................... 51 4.3 Approximationof1/xα,α>0 ...................... 54 5 Applicationsof1/xapproximations.......................... 55 5.1 Abouttheexponentialsums......................... 55 5.2 Applicationinquantumchemistry.................... 55 5.3 Inversem√atrix .................................... 56 6 Applicationsof1/ xapproximations ........................ 58 6.1 Basicfacts ....................................... 58 6.2 Applicationtoconvolution.......................... 58 6.3 Modificationforwaveletapplications................. 60 6.4 ExpectationvaluesoftheH-atom .................... 60 7 Computationofthebestap√proximation ....................... 62 8 Rationalapproximationof xonsmallintervals ............... 63 9 Thearithmetic-geometricmeanandellipticintegrals............ 65 10 Adirectapproachtotheinfiniteinterval ...................... 67 11 Sincquadraturederivedapproximations ...................... 68 References..................................................... 73 Adaptiveandanisotropicpiecewisepolynomialapproximation ......... 75 AlbertCohenandJean-MarieMirebeau 1 Introduction.............................................. 75 1.1 Piecewisepolynomialapproximation ................. 75 1.2 Fromuniformtoadaptiveapproximation.............. 77 1.3 Outline .......................................... 79 2 Piecewiseconstantone-dimensionalapproximation............. 80 2.1 Uniformpartitions................................. 81 2.2 Adaptivepartitions ................................ 83 2.3 Agreedyrefinementalgorithm ...................... 85 3 Adaptiveandisotropicapproximation ........................ 87 3.1 Localestimates ................................... 88 3.2 Globalestimates .................................. 90 3.3 Anisotropicgreedyrefinementalgorithm ............. 91 Contents xiii 3.4 Thecaseofsmoothfunctions. ....................... 95 4 Anisotropicpiecewiseconstantapproximationonrectangles .....100 4.1 Aheuristicestimate................................100 4.2 Arigourousestimate...............................103 5 Anisotropicpiecewisepolynomialapproximation ..............108 5.1 Theshapefunction ................................108 5.2 Algebraicexpressionsoftheshapefunction ...........109 5.3 Errorestimates....................................111 5.4 Anisotropicsmoothnessandcartoonfunctions .........112 6 Anisotropicgreedyrefinementalgorithms.....................116 6.1 Therefinementalgorithmforpiecewiseconstantson rectangles ........................................119 6.2 Convergenceofthealgorithm .......................121 6.3 Optimalconvergence ..............................124 6.4 Refinementalgorithmsforpiecewisepolynomialson triangles .........................................128 References.....................................................134 Anisotropicfunctionspaceswithapplications........................ 137 ShaiDekelandPenchoPetrushev 1 Introduction..............................................137 2 AnisotropicmultiscalestructuresonRn.......................139 2.1 Anisotropicmultilevelellipsoidcovers(dilations)ofRn .139 2.2 Comparison of ellipsoid covers with nested triangulationsinR2................................142 3 Buildingblocks...........................................143 3.1 Constructionofamultilevelsystemofbases ...........143 3.2 Compactlysupporteddualsandlocalprojectors ........145 3.3 Two-level-splitbases...............................146 3.4 Globaldualsandpolynomialreproducingkernels.......148 3.5 Constructionofanisotropicwaveletframes ...........151 3.6 Discretewaveletframes ............................154 3.7 Two-level-splitframes .............................155 4 AnisotropicBesovspaces(B-spaces).........................156 4.1 B-spacesinducedbyanisotropiccoversofRn ..........156 4.2 B-spacesinducedbynestedmultileveltriangulationsof R2 ..............................................158 4.3 ComparisonofdifferentB-spacesandBesovspaces ....159 5 Nonlinearapproximation...................................160 6 MeasuringsmoothnessviaanisotropicB-spaces................162 7 Application to preconditioning for elliptic boundary value problems ................................................164 References.....................................................166 xiv Contents Nonlinearapproximationanditsapplications........................ 169 RonaldA.DeVore 1 Theearlyyears ...........................................169 2 Smoothnessandinterpolationspaces .........................171 2.1 Theroleofinterpolation............................172 3 Themaintypesofnonlinearapproximation ...................174 3.1 n-termapproximation ..............................174 3.2 Adaptiveapproximation ............................178 3.3 Treeapproximation................................178 3.4 Greedyalgorithms.................................181 4 Imagecompression........................................185 5 RemarksonnonlinearapproximationinPDEsolvers ...........187 6 Learningtheory...........................................189 6.1 Learningwithgreedyalgorithms.....................193 7 Compressedsensing.......................................195 8 Finalthoughts ............................................199 References.....................................................199 Univariatesubdivisionandmulti-scaletransforms:Thenonlinearcase .. 203 NiraDynandPeterOswald 1 Introduction..............................................203 2 Nonlinearmulti-scaletransforms:Functionalsetting............210 2.1 Basicnotationandfurtherexamples ..................210 2.2 Polynomialreproductionandderivedsubdivision schemes .........................................215 2.3 Convergenceandsmoothness .......................217 2.4 Stability .........................................223 2.5 Approximationorderanddecayofdetails .............227 3 Thegeometricsetting:Casestudies ..........................230 3.1 Geometry-basedsubdivisionschemes.................231 3.2 Geometricmulti-scaletransformsforplanarcurves .....240 References.....................................................245 RapidsolutionofboundaryintegralequationsbywaveletGalerkin schemes ....................................................... 249 HelmutHarbrechtandReinholdSchneider 1 Introduction..............................................249 2 Problemformulationandpreliminaries .......................252 2.1 Boundaryintegralequations.........................252 2.2 Parametricsurfacerepresentation ....................253 2.3 Kernelproperties..................................255 3 Waveletbasesonmanifolds.................................256 3.1 Waveletsandmultiresolutionanalyses ................256 3.2 Refinementrelationsandstablecompletions ...........258 3.3 Biorthogonalsplinemultiresolutionontheinterval......259 3.4 Waveletsontheunitsquare .........................261