Abstract
Quadrature formulas for spheres, the rotation group, and other compact, homogeneous manifolds are important in a number of applications and have been the subject of recent research. The main purpose of this paper is to study coordinate independent quadrature (or cubature) formulas associated with certain classes of positive definite and conditionally positive definite kernels that are invariant under the group action of the homogeneous manifold. In particular, we show that these formulas are accurate—optimally so in many cases—and stable under an increasing number of nodes and in the presence of noise, provided the set \(X\) of quadrature nodes is quasi-uniform. The stability results are new in all cases. In addition, we may use these quadrature formulas to obtain similar formulas for manifolds diffeomorphic to \(\mathbb S ^n\), oblate spheroids for instance. The weights are obtained by solving a single linear system. For \(\mathbb S ^2\), and the restricted thin plate spline kernel \(r^2\log r\), these weights can be computed for two-thirds of a million nodes, using a preconditioned iterative technique introduced by us.
Similar content being viewed by others
Notes
See [21] for a discussion of the Riemannian geometry involved, including metrics, tensors, covariant derivatives, etc.
References
Atkinson, K., Han, W.: Spherical harmonics and approximations on the unit sphere: an introduction. Lecture Notes in Mathematics. Springer, Berlin (2012)
Aubin, T.: Nonlinear analysis on manifolds. Monge-Ampère equations. Grundlehren der Mathematischen Wissenschaften, vol. 252 [Fundamental Principles of Mathematical Sciences]. Springer, New York (1982)
Baxter, B.J.C., Hubbert, S.: Radial basis functions for the sphere. In: Recent progress in multivariate approximation (Witten-Bommerholz 2000). International Series Numerical Mathematics, vol. 137, pp. 33–47. Birkhäuser, Basel (2001)
Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numerica 14, 1–137 (2005)
Borodachov, S.V., Hardin, D.P. Saff, E.: Low complexity methods for discretizing manifolds via Riesz energy minimization. Submitted (2012)
Brown, G., Dai, F.: Approximation of smooth functions on compact two-point homogeneous spaces. J. Funct. Anal. 220, 401–423 (2005)
Carter, R., Segal, G., Macdonald, I.: Lectures on Lie groups and Lie algebras. London Mathematical Society Student Texts, vol. 32. Cambridge University Press, Cambridge. With a foreword by Martin Taylor (1995)
Faul, A., Powell, M.J.D.: Proof of convergence of an iterative technique for thin plate spline interpolation in two dimensions. Adv. Comput. Math. 11, 183–192 (1999)
Filbir, F., Mhaskar, H.N.: A quadrature formula for diffusion polynomials corresponding to a generalized heat kernel. J. Fourier Anal. Appl. 16, 629–657 (2010)
Flyer, N., Lehto, E., Blaise, S., Wright, G.B., St-Cyr, A.: A guide to RBF-generated finite differences for nonlinear transport: shallow water simulations on a sphere. J. Comput. Phys. 231, 4078–4095 (2012)
Flyer, N., Wright, G.B.: A radial basis function method for the shallow water equations on a sphere. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 465, 1949–1976 (2009)
Fuselier, E.J., Hangelbroek, T., Narcowich, F.J., Ward, J.D., Wright G.B.: Localized bases for kernel spaces on the unit sphere. SIAM J. Numer. Anal. 51, 2538–2562 (2013)
Giné, M.E.: The addition formula for the eigenfunctions of the Laplacian. Adv. Math. 18, 102–107 (1975)
Giraldo, F.X.: Lagrange-Galerkin methods on spherical geodesic grids. J. Comput. Phys. 136, 197–213 (1997)
González, A.: Measurement of areas on a sphere using Fibonacci and latitude longitude lattices. Math. Geosci. 42, 49–64 (2010)
Gräf, M.: A unified approach to scattered data approximation on \(S^3\) and \(SO(3)\). Adv. Comput. Math. 37, 379–393 (2012)
Gräf, M.: Efficient algorithms for the computation of quadrature points on Riemannian manifolds, PhD thesis, Chemnitz University of Technology, Department of Mathematics (2013)
Gräf, M., Kunis, S., Potts, D.: On the computation of nonnegative quadrature weights on the sphere. Appl. Comput. Harmon. Anal. 27, 124–132 (2009)
Gräf, M., Potts, D.: Sampling sets and quadrature formulae on the rotation group. Numer. Funct. Anal. Optim. 30, 665–688 (2009)
Hangelbroek, T., Narcowich, F.J., Sun, X., Ward, J.D.: Kernel approximation on manifolds II: the \(L_\infty \) norm of the \(L_2\) projector. SIAM J. Math. Anal. 43, 662–684 (2011)
Hangelbroek, T., Narcowich, F.J., Ward, J.D.: Kernel approximation on manifolds I: bounding the lebesgue constant. SIAM J. Math. Anal. 42, 175–208 (2010)
Hangelbroek, T., Narcowich, F.J., Ward, J.D.: Polyharmonic and related kernels on manifolds: interpolation and approximation. Found. Comput. Math. 12, 625–670 (2012)
Hangelbroek, T., Schmid, D.: Surface spline approximation on \(\text{ SO }(3)\). Appl. Comput. Harmon. Anal. 31, 169–184 (2011)
Hannay, J.H., Nye, J.F.: Fibonacci numerical integration on a sphere. J. Phys. A Math. Gen. 37, 11591–11601 (2004)
Hardin, D.P., Saff, E.B.: Discretizing manifolds via minimum energy points. Notices Am. Math. Soc. 51, 1186–1194 (2004)
Hebey, E.: Sobolev spaces on Riemannian manifolds. Lecture Notes in Mathematics, vol. 1635. Springer, Berlin (1996)
Helgason, S.: Groups and geometric analysis. Mathematical Surveys and Monographs, vol. 83 . American Mathematical Society, Providence, RI (2000) (Integral geometry, invariant differential operators, and spherical functions, Corrected reprint of the 1984 original)
Hesse, K., Sloan, I.H., Womersley, R.S.: Numerical integration on the sphere. In: Freeden, W., Nashed, Z.M., Sonar, T. (eds.) Handbook of Geomathematics. Springer, Berlin (2010)
Hüttig, C., Stemmer, K.: The spiral grid: a new approach to discretize the sphere and its application to mantle convection. Geochem. Geophys. Geosyst. 9, Q02018 (2008)
Keiner, J., Kunis, S., Potts, D.: Fast summation of radial functions on the sphere. Computing 78, 1–15 (2006)
Majewski, D., Liermann, D., Prohl, P., Ritter, B., Buchhold, M., Hanisch, T., Paul, G., Wergen, W., Baumgardner, J.: The operational global icosahedral-hexagonal gridpoint model GME: description and high-resolution tests. Mon. Wea. Rev. 130, 319–338 (2002)
Mhaskar, H.N., Narcowich, F.J., Prestin, J., Ward, J.D.: \(L^p\) Bernstein estimates and approximation by spherical basis functions. Math. Comp. 79, 1647–1679 (2010)
Mhaskar, H.N., Narcowich, F.J., Ward, J.D.: Spherical Marcinkiewicz-Zygmund inequalities and positive quadrature. Math. Comp. 70, 1113–1130 (2001) (Corrigendum: Math. Comp. 71 (2001), 453–454)
Narcowich, F.J., Petrushev, P., Ward, J.D.: Localized tight frames on spheres. SIAM J. Math. Anal. 38, 574–594 (2006)
Narcowich, F.J., Sun, X., Ward, J.D., Wendland, H.: Direct and inverse Sobolev error estimates for scattered data interpolation via spherical basis functions. Found. Comput. Math. 7, 369–390 (2007)
Pesenson, I., Geller, D.: Cubature formulas and discrete fourier transform on compact manifolds. arXiv:1111.5900v1 [math.FA] (2011)
Ringler, T.D., Heikes, R.P., Randall, D.A.: Modeling the atmospheric general circulation using a spherical geodesic grid: a new class of dynamical cores. Mon. Wea. Rev. 128, 2471–2490 (2000)
Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Comput. 7, 856–869 (1986)
Saff, E.B., Kuijlaars, A.B.J.: Distributing many points on a sphere. Math. Intell. 19, 5–11 (1997)
Shankar, V., Wright, G.B., Fogelson, A.L., Kirby, R.M.: A study of different modeling choices for simulating platelets within the immersed boundary method. Appl. Numer. Math. 63, 58–77 (2013)
Slobbe, D., Simons, F., Klees, R.: The spherical Slepian basis as a means to obtain spectral consistency between mean sea level and the geoid. J. Geod. 86, 609–628 (2012). doi:10.1007/s00190-012-0543-x
Sommariva, A., Womersley, R.S.: Integration by rbf over the sphere. Applied Mathematics Report AMR05/17, U. of New South Wales (2005)
Stuhne, G.R., Peltier, W.R.: New icosahedral grid-point discretizations of the shallow water equations on the sphere. J. Comput. Phys. 148, 23–53 (1999)
Swinbank, R., James Purser, R.: Fibonacci grids: a novel approach to global modelling. Q. J. R. Meteorol. Soc. 132, 1769–1793 (2006)
Vilenkin, N.J.: Special functions and the theory of group representations. Translated from the Russian by V. N. Singh. Translations of Mathematical Monographs, vol. 22. American Mathematical Society, Providence (1968)
Warner, F.W.: Foundations of differentiable manifolds and Lie groups. Scott, Foresman and Co., London (1971)
Wendland, H.: Scattered Data Approximation. Cambridge University Press, Cambridge (2005)
Williams, D.R.: Planetary Fact Sheets. http://nssdc.gsfc.nasa.gov/planetary/planetfact.html. Visited Nov. 1, 2012 (2005)
Wright, G.B.: http://math.boisestate.edu/~wright/quad_weights/. Accessed 30 Oct 2012
Wright, G.B., Flyer, N., Yuen, D.: A hybrid radial basis function—pseudospectral method for thermal convection in a 3D spherical shell. Geochem. Geophys. Geosyst. 11, Q07003 (2010)
Acknowledgments
We thank Professor Doug Hardin from Vanderbilt University for providing us with code for generating the quasi-minimum energy points used in the numerical examples based on the technique described in [5].
Author information
Authors and Affiliations
Corresponding author
Additional information
T. Hangelbroek’s research was supported by grant DMS-1232409 from the National Science Foundation. F. J. Narcowich and J. D. Ward’s research was supported by grant DMS-1211566 from the National Science Foundation. G. B. Wright’s research was supported by grants DMS-0934581and DMS-1160379 from the National Science Foundation.
Rights and permissions
About this article
Cite this article
Fuselier, E., Hangelbroek, T., Narcowich, F.J. et al. Kernel based quadrature on spheres and other homogeneous spaces. Numer. Math. 127, 57–92 (2014). https://doi.org/10.1007/s00211-013-0581-1
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-013-0581-1