arXiv subjects

Juan Ruiz-Álvarez

Publications and source records attributed to Juan Ruiz-Álvarez.

12 recordsLinked to original sources

arXiv2026

Data-dependent Compact Multinode Shepard Method

We introduce a data-dependent compact multinode Shepard method for the approximation of scattered multivariate data. The proposed approach extends the compact multinode Shepard operator by incorporating nonlinear, data-dependent weights inspired by the weighted essentially non-oscillatory (WENO) methodology while preserving the partition of unity structure and the locality of the approximation. The construction is based on compactly supported multinode weight functions associated with local polynomial interpolants defined on unisolvent stencils. A smoothness indicator is employed to adapt the contribution of each stencil according to the local regularity of the underlying function, thereby reducing spurious oscillations near discontinuities while retaining the optimal approximation order in smooth regions. We establish the theoretical approximation properties of the proposed operator: it achieves the order of accuracy of its linear counterpart for sufficiently smooth functions and, under an explicit indicator-separation hypothesis, the same order is retained at every covered evaluation point near a jump discontinuity. Numerical experiments for local degrees up to four illustrate the performance of the method on both smooth and non-smooth data, on scattered as well as on gridded nodes.

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arXiv2026

Adaptive Non-Linear Partition of Unity Methods for Scattered Data Interpolation with Discontinuities

Scattered data approximation with discontinuities is challenging due to the Gibbs phenomenon, which significantly reduces accuracy near interfaces. The recently introduced Non-Linear Partition of Unity Method (NL-PUM) addresses this by combining Radial Basis Function (RBF) interpolation with a non-linear Weighted Essentially Non-Oscillatory (WENO) strategy. While effective, NL-PUM's performance relies heavily on two fixed hyperparameters: the RBF shape parameter and the patch radius. This work extends NL-PUM by adapting both hyperparameters locally using Leave-One-Out Cross-Validation (LOOCV) minimized via Global Optimization with Optimistic Improvement (GOOI). Our main innovation is a smoothness indicator linking a discontinuity-aware shrinkage process to LOOCV-based radius selection: patches in smooth regions remain unchanged, while those near discontinuities automatically shrink to avoid crossing the interface. The resulting method, LOOCV-NL-PUM-GOOI, requires no prior knowledge of interface geometry and introduces no extra cost beyond standard adaptive shape parameter selection. Numerical experiments on synthetic test functions with jump discontinuities and a real-data application to Norwegian Fjords elevation data confirm that this approach substantially reduces approximation error near discontinuities while preserving full accuracy in smooth regions.

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arXiv2026

Data dependent Shepard approximation through and adaptive modification of the shape parameter

In this article, we introduce a novel data-dependent Shepard interpolation method inspired by the adaptive strategies proposed in [2]. In this case, as Shepard interpolation does not produce oscillations, our approach has the core objective of reducing the smearing near jump discontinuities in the data in one and two dimensions. While the original work in [2] focuses in on Radial Basis Function (RBF) interpolation, we extend these ideas to the Shepard framework by incorporating a data-dependent adaptation mechanism. Specifically, we modify the classical Shepard interpolation by adaptively adjusting the influence weights based on local smoothness indicators that modify the shape parameter. These indicators, similar to those used in [2], are designed to detect discontinuities: for grid-based data, we use squared undivided second-order differences, and for scattered data, we employ squared least-squares approximations of the Laplacian scaled by the square of the mean local separation of stencil points. The resulting data-dependent weighting scheme forces the kernels close to a discontinuity to behave like a local delta function, effectively reducing the smearing of the discontinuities introduced by the classical Shepard approach. We establish the theoretical foundation of the method, including the properties of the new interpolation and we theoretically prove that the reduction of the smearing of discontinuities is possible. Numerical experiments in one and two dimensions confirm that the proposed data-dependent Shepard interpolation significantly reduces the smearing of jump discontinuities while maintaining high accuracy in smooth regions.

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arXiv2026

Data-dependent approximation through RBF

In this article we present a modification of classical Radial Basis Function (RBF) interpolation techniques aimed at reducing oscillations near discontinuities in one and two dimensions. Our approach introduces an adaptive mechanism by varying the shape parameter of the RBFs and making it data-dependent, forcing it to tend to infinity in the vicinity of discontinuities. This modification results in kernel functions that locally resemble %Kronecker delta functions, effectively minimizing spurious oscillations. To detect discontinuities, we employ smoothness indicators: for grid-based data, these are computed as undivided second-order differences squared. For scattered data, we use least squares approximations of the Laplacian multiplied by the square of the mean local separation of the stencil points, and then squared. These indicators guide the adaptive adjustment of the shape parameter. We prove the invertibility of the resulting interpolation matrix and propose a solution strategy that maintains the condition number comparable to that of a system where points near discontinuities are excluded. Numerical experiments in one and two dimensions demonstrate that the proposed method significantly reduces oscillations near discontinuities across various kernel types, whether locally or globally supported. At the same time, the interpolation accuracy and matrix conditioning in smooth regions remain essentially unchanged, as measured by the infinity norm of the error and the condition number.

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arXiv2026

Multivariate Data-dependent Partition of Unity based on Moving Least Squares method

Data approximation is essential in fields such as geometric design, numerical PDEs, and curve modeling. Moving Least Squares (MLS) is a widely used method for data fitting; however, its accuracy degrades in the presence of discontinuities, often resulting in spurious oscillations similar to those associated with the Gibbs phenomenon. This work extends the integration of MLS with the Weighted Essentially Non-Oscillatory (WENO) method and with an innovative partition of unity approach to higher dimensions. We propose a data-dependent operator using the novel Non-Linear Partition of Unity based on Moving Least Squares method in $\mathbb{R}^n$, which improves accuracy near discontinuities and maintains high-order accuracy in smooth regions. We demonstrate some theoretical properties of the method and perform numerical experiments to validate its effectiveness.

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arXiv2026

A Cell-Average Non-Separable Progressive Multivariate WENO Method for Image Processing Applications

Accurate and efficient reconstruction techniques are essential in multiresolution analysis and image compression, particularly when the data are represented as cell averages. In this work, we present a non-separable progressive multivariate Weighted Essentially Non-Oscillatory (WENO) scheme specifically designed for cell-average data, with applications to digital image processing. The proposed method extends Harten's multiresolution framework through a non-linear WENO reconstruction adapted to the cell-average context, achieving high-order accuracy in smooth regions and stable, non-oscillatory behavior near discontinuities. We also establish theoretical results regarding the consistency and approximation properties of the method. Finally, several numerical experiments on piecewise smooth functions and digital images are presented to demonstrate its performance and validate its effectiveness against the linear Lagrange reconstruction of the same order of accuracy.

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arXiv2025

Integrating Moving Least Squares with non-linear WENO method: A novel Partition of Unity approach in 1D

The approximation of data is a fundamental challenge encountered in various fields, including computer-aided geometric design, the numerical solution of partial differential equations, or the design of curves and surfaces. Numerous methods have been developed to address this issue, providing good results when the data is continuous. Among these, the Moving Least Squares (MLS) method has proven to be an effective strategy for fitting data, finding applications in both statistics and applied mathematics. However, the presence of isolated discontinuities in the data can lead to undesirable artifacts, such as the Gibbs phenomenon, which adversely affects the quality of the approximation. In this paper, we propose a novel approach that integrates the Moving Least Squares method with the well-established non-linear Weighted Essentially Non-Oscillatory (WENO) method. This combination aims to construct a non-linear operator that enhances the accuracy of approximations near discontinuities while maintaining the order of accuracy in smooth regions. We investigate the properties of this operator in one dimension, demonstrating its effectiveness through a series of numerical experiments that validate our theoretical findings.

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arXiv2025

A general correction for numerical integration rules over piece-wise continuous functions

This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and the jump in the function and its derivatives at that position are known. Traditional numerical integration rules are exact for polynomials of certain degree. However, they may not provide accurate results for piece-wise polynomials or functions with discontinuities without modifying the location and number of data points in the formula. Our proposed correction terms address this limitation, enabling the integration rule to conserve its accuracy even in the presence of a jump discontinuity. The numerical experiments that we present support the theoretical results obtained.

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arXiv2023

Non-linear WENO B-spline based approximation method

In this work we present a new WENO b-spline based quasi-interpolation algorithm. The novelty of this construction resides in the application of the WENO weights to the b-spline functions, that are a partition of unity, instead to the coefficients that multiply the b-spline functions of the spline. The result obtained conserves the smoothness of the original spline and presents adaption to discontinuities in the function. Another new idea that we introduce in this work is the use of different base weight functions from those proposed in classical WENO algorithms. Apart from introducing the construction of the new algorithms, we present theoretical results regarding the order of accuracy obtained at smooth zones and close to the discontinuity, as well as theoretical considerations about how to design the new weight functions. Through a tensor product strategy, we extend our results to several dimensions. In order to check the theoretical results obtained, we present an extended battery of numerical experiments in one, two and tree dimensions that support our conclussions.

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arXiv2022

Convergence study of IB methods for Stokes equations with no-slip boundary conditions

Peskin's Immersed Boundary (IB) model and method are among one of the most important modeling tools and numerical methods. The IB method has been known to be first order accurate in the velocity. However, almost no rigorous theoretical proof can be found in the literature for Stokes equations with a prescribed velocity boundary condition. In this paper, it has been shown that the pressure of the Stokes equation has a convergence order $O(\sqrt{h} |\log h| )$ in the $L^2$ norm while the velocity has an $O(h |\log h| )$ convergence order in the infinity norm in two-space dimensions. The proofs are based on splitting the singular source terms, discrete Green functions on finite lattices with homogeneous and Neumann boundary conditions, a new discovered simplest $L^2$ discrete delta function, and the convergence proof of the IB method for elliptic interface problems \cite{li:mathcom}. The conclusion in this paper can apply to problems with different boundary conditions as long as the problems are wellposed. The proof process also provides an efficient way to decouple the system into three Helmholtz/Poisson equations without affecting the order of convergence. A non-trivial numerical example is also provided to confirm the theoretical analysis and the simple new discrete delta function.

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arXiv2021

On a regularization-correction approach for the approximation of piecewise smooth functions

Linear approximation approaches suffer from Gibbs oscillations when approximating functions with singularities. ENO-SR resolution is a local approach avoiding oscillations and with a full order of accuracy, but a loss of regularity of the approximant appears. The goal of this paper is to introduce a new approach having both properties of full accuracy and regularity. In order to obtain it, we propose a three-stage algorithm: first, the data is smoothed by subtracting an appropriate non-smooth data sequence; then a chosen high order linear approximation operator is applied to the smoothed data and finally, an approximation with the proper singularity structure is reinstated by correcting the smooth approximation with the non-smooth element used in the first stage. We apply this approach to both cases of point-value data and of cell-average data, using the 4-point subdivision algorithm in the second stage. Using the proposed approach we are able to construct approximations with high precision, with high piecewise regularity, and without diffusion nor oscillations in the presence of discontinuities.

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arXiv2020

Corrected approximation strategy for piecewise smooth bivariate functions

Given values of a piecewise smooth function $f$ on a square grid within a domain $Ω$, we look for a piecewise adaptive approximation to $f$. Standard approximation techniques achieve reduced approximation orders near the boundary of the domain and near curves of jump singularities of the function or its derivatives. The idea used here is that the behavior near the boundaries, or near a singularity curve, is fully characterized and identified by the values of certain differences of the data across the boundary and across the singularity curve. We refer to these values as the signature of $f$. In this paper, we aim at using these values in order to define the approximation. That is, we look for an approximation whose signature is matched to the signature of $f$. Given function data on a grid, assuming the function is piecewise smooth, first, the singularity structure of the function is identified. For example in the 2-D case, we find an approximation to the curves separating between smooth segments of $f$. Secondly, simultaneously we find the approximations to the different segments of $f$. A system of equations derived from the principle of matching the signature of the approximation and the function with respect to the given grid defines a first stage approximation. An second stage improved approximation is constructed using a global approximation to the error obtained in the first stage approximation.

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