Mesh-free approximations via the error reproducing kernel method and applications to nonlinear systems developing shocks

Error estimates for the error reproducing kernel method (ERKM) are provided. The ERKM is a mesh-free functional approximation scheme [A. Shaw, D. Roy, A NURBS-based error reproducing kernel method with applications in solid mechanics, Computational Mechanics (2006), to appear (available online)], wherein a targeted function and its derivatives are first approximated via non-uniform rational B-splines (NURBS) basis function. Errors in the NURBS approximation are then reproduced via a family of non-NURBS basis functions, constructed using a polynomial reproduction condition, and added to the NURBS approximation of the function obtained in the first step. In addition to the derivation of error estimates, convergence studies are undertaken for a couple of test boundary value problems with known exact solutions. The ERKM is next applied to a one-dimensional Burgers equation where, time evolution leads to a breakdown of the continuous solution and the appearance of a shock. Many available mesh-free schemes appear to be unable to capture this shock without numerical instability. However, given that any desired order of continuity is achievable through NURBS approximations, the ERKM can even accurately approximate functions with discontinuous derivatives. Moreover, due to the variation diminishing property of NURBS, it has advantages in representing sharp changes in gradients. This paper is focused on demonstrating this ability of ERKM via some numerical examples. Comparisons of some of the results with those via the standard form of the reproducing kernel particle method (RKPM) demonstrate the relative numerical advantages and accuracy of the ERKM.

A Smooth Finite Element Method Based on Reproducing Kernel DMS-Splines

The element-based piecewise smooth functional approximation in the conventional finite element method (FEM) results in discontinuous first and higher order derivatives across element boundaries Despite the significant advantages of the FEM in modelling complicated geometries, a motivation in developing mesh-free methods has been the ease with which higher order globally smooth shape functions can be derived via the reproduction of polynomials There is thus a case for combining these advantages in a so-called hybrid scheme or a `smooth FEM' that, whilst retaining the popular mesh-based discretization, obtains shape functions with uniform C-p (p >= 1) continuity One such recent attempt, a NURBS based parametric bridging method (Shaw et al 2008b), uses polynomial reproducing, tensor-product non-uniform rational B-splines (NURBS) over a typical FE mesh and relies upon a (possibly piecewise) bijective geometric map between the physical domain and a rectangular (cuboidal) parametric domain The present work aims at a significant extension and improvement of this concept by replacing NURBS with DMS-splines (say, of degree n > 0) that are defined over triangles and provide Cn-1 continuity across the triangle edges This relieves the need for a geometric map that could precipitate ill-conditioning of the discretized equations Delaunay triangulation is used to discretize the physical domain and shape functions are constructed via the polynomial reproduction condition, which quite remarkably relieves the solution of its sensitive dependence on the selected knotsets Derivatives of shape functions are also constructed based on the principle of reproduction of derivatives of polynomials (Shaw and Roy 2008a) Within the present scheme, the triangles also serve as background integration cells in weak formulations thereby overcoming non-conformability issues Numerical examples involving the evaluation of derivatives of targeted functions up to the fourth order and applications of the method to a few boundary value problems of general interest in solid mechanics over (non-simply connected) bounded domains in 2D are presented towards the end of the paper

The Reproducing Kernel DMS-FEM: 3D Shape Functions and Applications to Linear Solid Mechanics

We propose a family of 3D versions of a smooth finite element method (Sunilkumar and Roy 2010), wherein the globally smooth shape functions are derivable through the condition of polynomial reproduction with the tetrahedral B-splines (DMS-splines) or tensor-product forms of triangular B-splines and ID NURBS bases acting as the kernel functions. While the domain decomposition is accomplished through tetrahedral or triangular prism elements, an additional requirement here is an appropriate generation of knotclouds around the element vertices or corners. The possibility of sensitive dependence of numerical solutions to the placements of knotclouds is largely arrested by enforcing the condition of polynomial reproduction whilst deriving the shape functions. Nevertheless, given the higher complexity in forming the knotclouds for tetrahedral elements especially when higher demand is placed on the order of continuity of the shape functions across inter-element boundaries, we presently emphasize an exploration of the triangular prism based formulation in the context of several benchmark problems of interest in linear solid mechanics. In the absence of a more rigorous study on the convergence analyses, the numerical exercise, reported herein, helps establish the method as one of remarkable accuracy and robust performance against numerical ill-conditioning (such as locking of different kinds) vis-a-vis the conventional FEM.

REPRODUCING KERNEL FOR A CLASS OF WEIGHTED BERGMAN SPACES ON THE SYMMETRIZED POLYDISC

A natural class of weighted Bergman spaces on the symmetrized polydisc is isometrically embedded as a subspace in the corresponding weighted Bergman space on the polydisc. We find an orthonormal basis for this subspace. It enables us to compute the kernel function for the weighted Bergman spaces on the symmetrized polydisc using the explicit nature of our embedding. This family of kernel functions includes the Szego and the Bergman kernel on the symmetrized polydisc.

On the V(subscript gamma) Dimension for Regression in Reproducing Kernel Hilbert Spaces

This paper presents a computation of the $V_gamma$ dimension for regression in bounded subspaces of Reproducing Kernel Hilbert Spaces (RKHS) for the Support Vector Machine (SVM) regression $epsilon$-insensitive loss function, and general $L_p$ loss functions. Finiteness of the RV_gamma$ dimension is shown, which also proves uniform convergence in probability for regression machines in RKHS subspaces that use the $L_epsilon$ or general $L_p$ loss functions. This paper presenta a novel proof of this result also for the case that a bias is added to the functions in the RKHS.

Reproducing kernel Hilbert spaces associated with kernels on topological spaces

We analyze reproducing kernel Hilbert spaces of positive definite kernels on a topological space X being either first countable or locally compact. The results include versions of Mercer's theorem and theorems on the embedding of these spaces into spaces of continuous and square integrable functions.

Weighted Fourier–Laplace transforms in reproducing kernel Hilbert spaces on the sphere

We study the action of a weighted Fourier–Laplace transform on the functions in the reproducing kernel Hilbert space (RKHS) associated with a positive definite kernel on the sphere. After defining a notion of smoothness implied by the transform, we show that smoothness of the kernel implies the same smoothness for the generating elements (spherical harmonics) in the Mercer expansion of the kernel. We prove a reproducing property for the weighted Fourier–Laplace transform of the functions in the RKHS and embed the RKHS into spaces of smooth functions. Some relevant properties of the embedding are considered, including compactness and boundedness. The approach taken in the paper includes two important notions of differentiability characterized by weighted Fourier–Laplace transforms: fractional derivatives and Laplace–Beltrami derivatives.

Tridiagonal Reproducing Kernels and Subnormality

We consider analytic reproducing kernel Hilbert spaces H with orthonormal bases of the form {(a(n) + b(n)z)z(n) : n >= 0}. If b(n) = 0 for all n, then H is a diagonal space and multiplication by z, M-z, is a weighted shift. Our focus is on providing extensive classes of examples for which M-z is a bounded subnormal operator on a tridiagonal space H where b(n) not equal 0. The Aronszajn sum of H and (1 - z)H where H is either the Hardy space or the Bergman space on the disk are two such examples.

Analytic Kramer kernels, Lagrange-type interpolation series and de Branges spaces

The classical Kramer sampling theorem provides a method for obtaining orthogonal sampling formulas. In particular, when the involved kernel is analytic in the sampling parameter it can be stated in an abstract setting of reproducing kernel Hilbert spaces of entire functions which includes as a particular case the classical Shannon sampling theory. This abstract setting allows us to obtain a sort of converse result and to characterize when the sampling formula associated with an analytic Kramer kernel can be expressed as a Lagrange-type interpolation series. On the other hand, the de Branges spaces of entire functions satisfy orthogonal sampling formulas which can be written as Lagrange-type interpolation series. In this work some links between all these ideas are established.

The rademacher complexity of coregularized kernel classes

In the multi-view approach to semisupervised learning, we choose one predictor from each of multiple hypothesis classes, and we co-regularize our choices by penalizing disagreement among the predictors on the unlabeled data. We examine the co-regularization method used in the co-regularized least squares (CoRLS) algorithm, in which the views are reproducing kernel Hilbert spaces (RKHS's), and the disagreement penalty is the average squared difference in predictions. The final predictor is the pointwise average of the predictors from each view. We call the set of predictors that can result from this procedure the co-regularized hypothesis class. Our main result is a tight bound on the Rademacher complexity of the co-regularized hypothesis class in terms of the kernel matrices of each RKHS. We find that the co-regularization reduces the Rademacher complexity by an amount that depends on the distance between the two views, as measured by a data dependent metric. We then use standard techniques to bound the gap between training error and test error for the CoRLS algorithm. Experimentally, we find that the amount of reduction in complexity introduced by co regularization correlates with the amount of improvement that co-regularization gives in the CoRLS algorithm.

Kernel analysis on Grassmann manifolds for action recognition

Modelling video sequences by subspaces has recently shown promise for recognising human actions. Subspaces are able to accommodate the effects of various image variations and can capture the dynamic properties of actions. Subspaces form a non-Euclidean and curved Riemannian manifold known as a Grassmann manifold. Inference on manifold spaces usually is achieved by embedding the manifolds in higher dimensional Euclidean spaces. In this paper, we instead propose to embed the Grassmann manifolds into reproducing kernel Hilbert spaces and then tackle the problem of discriminant analysis on such manifolds. To achieve efficient machinery, we propose graph-based local discriminant analysis that utilises within-class and between-class similarity graphs to characterise intra-class compactness and inter-class separability, respectively. Experiments on KTH, UCF Sports, and Ballet datasets show that the proposed approach obtains marked improvements in discrimination accuracy in comparison to several state-of-the-art methods, such as the kernel version of affine hull image-set distance, tensor canonical correlation analysis, spatial-temporal words and hierarchy of discriminative space-time neighbourhood features.

Representations of Inverse Functions by the Integral Transform with the Sign Kernel

Mathematics Subject Classification: Primary 30C40

Multiview point cloud kernels for semisupervised learning [Lecture Notes]

In semisupervised learning (SSL), a predictive model is learn from a collection of labeled data and a typically much larger collection of unlabeled data. These paper presented a framework called multi-view point cloud regularization (MVPCR), which unifies and generalizes several semisupervised kernel methods that are based on data-dependent regularization in reproducing kernel Hilbert spaces (RKHSs). Special cases of MVPCR include coregularized least squares (CoRLS), manifold regularization (MR), and graph-based SSL. An accompanying theorem shows how to reduce any MVPCR problem to standard supervised learning with a new multi-view kernel.

Random projections on manifolds of symmetric positive definite matrices for image classification

Recent advances suggest that encoding images through Symmetric Positive Definite (SPD) matrices and then interpreting such matrices as points on Riemannian manifolds can lead to increased classification performance. Taking into account manifold geometry is typically done via (1) embedding the manifolds in tangent spaces, or (2) embedding into Reproducing Kernel Hilbert Spaces (RKHS). While embedding into tangent spaces allows the use of existing Euclidean-based learning algorithms, manifold shape is only approximated which can cause loss of discriminatory information. The RKHS approach retains more of the manifold structure, but may require non-trivial effort to kernelise Euclidean-based learning algorithms. In contrast to the above approaches, in this paper we offer a novel solution that allows SPD matrices to be used with unmodified Euclidean-based learning algorithms, with the true manifold shape well-preserved. Specifically, we propose to project SPD matrices using a set of random projection hyperplanes over RKHS into a random projection space, which leads to representing each matrix as a vector of projection coefficients. Experiments on face recognition, person re-identification and texture classification show that the proposed approach outperforms several recent methods, such as Tensor Sparse Coding, Histogram Plus Epitome, Riemannian Locality Preserving Projection and Relational Divergence Classification.

Kernels for large margin time-series classification

In this paper we propose a novel family of kernels for multivariate time-series classification problems. Each time-series is approximated by a linear combination of piecewise polynomial functions in a Reproducing Kernel Hilbert Space by a novel kernel interpolation technique. Using the associated kernel function a large margin classification formulation is proposed which can discriminate between two classes. The formulation leads to kernels, between two multivariate time-series, which can be efficiently computed. The kernels have been successfully applied to writer independent handwritten character recognition.