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Integrating a B-Spline basis function with respect to the standard normal PDF

I am looking for ways to evaluate exactly (i.e. analytically or semi-analytically) integrals of the type: $$ \int_{-\infty}^{+\infty}B_{i}^k(u)e^{-\frac{(u-\mu)^2}{2\sigma^2}}du, $$ where $B_i^k$ is a ...
Gabe's user avatar
  • 13
6 votes
1 answer
828 views

Best way to introduce B-splines?

I have the option of mentoring pure math undergrads in a topic lying within Approximation Theory and I really want to do $B$-splines. Mostly because I have recently found applications of them in my ...
Dan1618's user avatar
  • 197
0 votes
0 answers
267 views

Can we improve the error bounds for spline interpolation if the interpolated function is smooth?

Let me first state the original problem I want to solve: Given a closed curve $C:[a,b]\to\mathbb R^2$ that is smooth ($C^\infty$), a partition in the parameter space $a=t_0<t_1<\cdots<t_n=b$,...
trisct's user avatar
  • 283
3 votes
0 answers
118 views

Hardness results for approximating Hölder continuous functions

Let $f \in \mathrm{Lip}^{L,\alpha}[a,b]$, and let $f_{h} \in C^{L}$ be a spline which interpolates $f$ at $a + ih$. Then standard theorems (Daubechies & Lagarias, SIAM J. Math. Anal. 22 (1991) ...
user14717's user avatar
  • 221
3 votes
2 answers
622 views

Interpolation nodes for linear spline (piecewise-linear) interpolation of $x \ln x$

I need to approximate $x \ln x$ on $[0,1]$ as a piecewise-linear function. If $P(x)$ is a piecewise-linear approximation, I want to minimize $$ \max_{0 \le x \le 1} |P(x) - x \ln x| \rightarrow \min_P....
Yauhen Yakimenka's user avatar
2 votes
0 answers
124 views

Error bounds for spline interpolation. Hall and Meyer's conjecture

Hall & Meyer, 1976, J. Approx. Theory, show for $f \in C^4[a,b]$ and a mesh $a = x_1, \ldots x_n = b$ with $h = \max x_{j+1} - x_j$, for $\pi f$ a cubic spline interpolant over the mesh for some ...
Manuel's user avatar
  • 151
3 votes
0 answers
216 views

The $L_\infty$ norm of the derivative of the $L_2$ spline projector

A. Shadrin (Acta Mathematica, 2001) shows that the $L_\infty$ norm of the $L_2$ projector $P_\Delta$ onto the spline space $S_k(\Delta$) is bounded independently of the knot-sequence. I.e. for a ...
Manuel's user avatar
  • 151
4 votes
1 answer
747 views

Marsden's Identity and B-splines

Marsden's Identity states that for every $\tau$ in $\mathbb{R }$: $$(\cdot -\tau)^{k-1}=\sum_j\Psi_{j,k}(\tau)B_{j,k,t} \, ,$$ with $\Psi_{j,k}=(t_j-\tau)\times...\times(t_{j+k-1}-\tau)$. Following ...
Chaos's user avatar
  • 515
2 votes
1 answer
312 views

Optimal $L^2$ bounds of cubic spline interpolation

Let $s(x)$ be the natural cubic spline interpolant of a function $f\in C^4$. There are known bounds on the $L^{\infty}$ error, $\|f^{(r)}(x) - s^{(r)} (x) \|_{\infty} $ for $r=0,1,2,3$. See Hall & ...
Amir Sagiv's user avatar
  • 3,574
2 votes
2 answers
315 views

Cubic interpolating spline – number of extremum points

Question: Given $f\in C^2 [a,b]$, and $s$ its "natural cubic spline" interpolant on some grid/knots $a= t_0 < t_1<t_2 < \ldots < t_n = b$, is there a bound on the number of ...
Amir Sagiv's user avatar
  • 3,574
1 vote
1 answer
259 views

Splines with bounded first derivative?

I have a set of points $(x_i,y_i)\in{\mathbb R}_+\times{\mathbb R}$, $i=1,...,n$, ($x_i$ are the independent variables and $y_i$ are the dependent variables or responses) that I want to fit using ...
Fito's user avatar
  • 11
1 vote
1 answer
94 views

Smoothness Conditions for Planar "Mock-parametric" Spline Interpolation

By "mock-parametric" interpolating curves I understand a class of curves that connect a discrete sequence of points with a predefined degree of smoothness and, that correspond to a non-...
Manfred Weis's user avatar
  • 13.2k
4 votes
1 answer
1k views

Variational proof for minimum curvature of cubic splines

Background: Given an increasing set of points $(x_i)_{i=0}^n \subset \mathbb [a,b]$, a cubic spline $S(x)\in C^2([a,b])$ is a piecewise cubic polynomial on each subinterval $(x_i, x_{i+1})$. Given a ...
Amir Sagiv's user avatar
  • 3,574
6 votes
1 answer
640 views

Maximum of a B-spline

Given $p+2$ nondecreasing (and not all identical) knots $t_0, \ldots, t_{p+1}$ on the real line, consider the normalized B-spline of degree $p$ defined over these knots. We know that the B-spline is ...
cfh's user avatar
  • 278
3 votes
2 answers
810 views

Cubic splines convergence?

I am looking for a basic, classical, result on approximating a smooth function using cubic and linear splines. Is there a reference on the convergence, in some sense, of the splines to the function of ...
Splinter's user avatar
4 votes
0 answers
741 views

Estimating overshoot in spline interpolation

Say I have a spline space $\mathcal S$ of dimension $n$ with a set of unisolvent points $(\xi_i)_{i=1}^n$, i.e., points at which I can unambiguously interpolate within the spline space. So, given ...
cfh's user avatar
  • 278
1 vote
0 answers
99 views

Global approximation via convex combination of local approximations

I recently faced the problem of efficiently approximating a very large set of data points and, neither having a model of the empiric function, nor of the error distribution, my method of choice would ...
Manfred Weis's user avatar
  • 13.2k
7 votes
1 answer
725 views

Norms of B-spline coefficients

In Shumaker's book (Spline Functions: Basic Theory), we know that the $l^\infty$-norm of B-spline coefficients is bounded above and below by the $L^\infty$-norm of the spline itself. Are there similar ...
Housen's user avatar
  • 176
2 votes
1 answer
336 views

Cubic spline smoothing question

I came across this link when searching for an algorithm for spline smoothing. Though I understand basically what I have to do, I need further clarifications on the formula chosen for curvature ...
Iulian Serbanoiu's user avatar
6 votes
3 answers
502 views

Approximating derivatives between gridpoints

Suppose we have a grid (possibly irregular) of $N$ function/value pairs, $(x_i, f_i)$, $i=1...N$. The function is differentiable everywhere at least twice (perhaps more). What would be a good way to ...
laxxy's user avatar
  • 177
3 votes
2 answers
2k views

Interpolation splines of bounded curvature

Given $n$ points $p_i=(x_i,y_i)$ on the [Euclidean] plane, and a positive real number $\rho$. Can we have a polynomial spline (e.g., natural cubic spline) passing through all these points, such that: (...
Ganesh's user avatar
  • 627