Sparse-grid method for data approximation


정병선 박사 (수리과학연구소)

In this talk, we present a new class of quasi-interpolation schemes for the approximation of multivariate functions on sparse grids. Each scheme in this class is based on shifts of kernels constructed from one-dimensional radial basis functions such as multiquadrics. We implement our scheme using the standard single-level method as well as the multilevel technique designed to improve rates of approximation. Our sparse approximation attains almost the same level convergence order as the optimal approximation on the full grid related to the Strang-Fix condition, reducing the amount of data required significantly compared to full grid methods. The single-level approximation performs well nearly as the multilevel approximation, with much less computation time. In particular, compared to another quasi-interpolation scheme in the literature based on the Gaussian kernel using the multilevel technique, we show that our methods provide significantly better rates of approximation. Finally, some numerical results are presented to demonstrate the performance of the proposed schemes.