arXiv subjects

Rüdiger Kempf

Publications and source records attributed to Rüdiger Kempf.

6 recordsLinked to original sources

arXiv2026

Samplet compression for conditionally positive definite kernels and universal Kriging

We present a samplet-based framework for the efficient numerical solution of saddle-point systems arising from conditionally positive definite (CPD) kernel approximation in general and universal Kriging in particular. The vanishing moment property of samplets as well as the particular structure of the associated scaling distributions, which correspond to discrete orthogonal polynomials, allow for a numerically favorable representation of these saddle-point systems. Concretely, they enable a natural null-space reduction of the indefinite saddle-point system to a (large) linear system for the detail coefficients and a small triangular system for the polynomial coefficients. We derive error bounds for the approximation by polyharmonic splines in Beppo-Levi spaces and show that the detail coefficients span precisely the subspace on which the CPD kernel is positive definite, rendering the reduced block symmetric positive definite. In view of the quasi-sparsity of the samplet-transformed kernel matrix for asymptotically smooth kernels, the resulting method achieves O(N log N) cost for the assembly and the storage of the saddle-point system. The reduced system can efficiently be solved by a sparse Cholesky factorization. We illustrate the framework with three applications, namely Gaussian process regression with generalized covariances, landmark-based image registration via samplet-compressed thin plate splines, and three-dimensional mesh deformation.

math.NA↗

arXiv2026

Kernel-based Operator Learning: Error Analysis, Budget Allocation, and a Physics-Informed Extension

We study kernel-based operator learning in a two-stage sampling framework, where an offline kernel regression operator learns a discretized representation of the target operator from input-output pairs and an online kernel reconstruction operator recovers the output function from predicted observations. Our main theoretical contribution is an explicit budget allocation condition relating the number $N$ of training pairs, the number $n$ of input observations, and the output resolution $m$. The condition is derived from a coupled error analysis that interprets the surrogate as a reconstruction from approximate data. This yields a decomposition of the total error into reconstruction and learning contributions that can be analyzed independently. As a consequence, we obtain quantitative scaling laws describing how $N$, $n$, and $m$ must be coupled to guarantee convergence and to balance offline learning and online reconstruction errors. The resulting estimates extend previous analyses of kernel-based operator learning. We further introduce a physics-informed extension that incorporates knowledge of the underlying PDE at evaluation time. Rather than encoding constraints directly into the kernel, we augment the online reconstruction step by penalizing PDE residuals at collocation points. The method requires no retraining for new inputs. Numerical experiments illustrate the theoretical findings and demonstrate the effectiveness of the proposed physics-informed reconstruction strategy.

math.NA↗

arXiv2026

Nodal Representations for Kernel-Based Multilevel Interpolation

We study the kernel-based multilevel method for approximating or learning a multivariate function from scattered data, motivated in part by recent applications in sparse grid methods. For nested families of point sets, we derive a nodal representation of the multilevel interpolant that depends explicitly on the values of the target function. This representation allows us to characterize the range of the associated interpolation operator and to construct a cardinal basis for this space. We prove that the resulting basis functions exhibit exponential decay, analogous to the localization properties known for certain kernel-based Lagrange functions. We further analyze the computational cost of the resulting formulation. For non-nested families of point sets, we derive a generalized nodal representation.

math.NA↗

arXiv2025

Multiscale scattered data analysis in samplet coordinates

We study multiscale scattered data interpolation schemes for globally supported radial basis functions with focus on the Matérn class. The multiscale approximation is constructed through a sequence of residual corrections, where radial basis functions with different lengthscale parameters are combined to capture varying levels of detail. We prove that the condition numbers of the the diagonal blocks of the corresponding multiscale system remain bounded independently of the particular level, allowing us to use an iterative solver with a bounded number of iterations for the numerical solution. Employing an appropriate diagonal scaling, the multiscale system becomes well conditioned. We exploit this fact to derive a general error estimate bounding the consistency error issuing from a numerical approximation of the multiscale system. To apply the multiscale approach to large data sets, we suggest to represent each level of the multiscale system in samplet coordinates. Samplets are localized, discrete signed measures exhibiting vanishing moments and allow for the sparse approximation of generalized Vandermonde matrices issuing from a vast class of radial basis functions. Given a quasi-uniform set of $N$ data sites, and local approximation spaces with exponentially decreasing dimension, the samplet compressed multiscale system can be assembled with cost $\mathcal{O}(N \log^2 N)$. The overall cost of the proposed approach is $\mathcal{O}(N \log^2 N)$. The theoretical findings are accompanied by extensive numerical studies in two and three spatial dimensions.

math.NA↗

arXiv2025

Numerical Aspects of the Tensor Product Multilevel Method for High-dimensional, Kernel-based Reconstruction on Sparse Grids

This paper investigates the approximation of functions with finite smoothness defined on domains with a Cartesian product structure. The recently proposed tensor product multilevel method (TPML) combines Smolyak's sparse grid method with a kernel-based residual correction technique. The contributions of this paper are twofold. First, we present two improvements on the TPML that reduce the computational cost of point evaluations compared to a naive implementation. Second, we provide numerical examples that demonstrate the effectiveness and innovation of the TPML.

math.NA↗

arXiv2024

On Quasi-Localized Dual Pairs in Reproducing Kernel Hilbert Spaces

In scattered data approximation, the span of a finite number of translates of a chosen radial basis function is used as approximation space and the basis of translates is used for representing the approximate. However, this natural choice is by no means mandatory and different choices, like, for example, the Lagrange basis, are possible and might offer additional features. In this article, we discuss different alternatives together with their canonical duals. We study a localized version of the Lagrange basis, localized orthogonal bases, such as the Newton basis, and multiresolution versions thereof, constructed by means of samplets. We argue that the choice of orthogonal bases is particularly useful as they lead to symmetric preconditioners. All bases under consideration are compared numerically to illustrate their feasibility for scattered data approximation. We provide benchmark experiments in two spatial dimensions and consider the reconstruction of an implicit surface as a relevant application from computer graphics.

math.NA↗