Local Maximum-Entropy approximation Schemes

Abstract

We present a new approach to construct approximation schemes from scattered data on a node set, i.e. in the spirit of meshfree methods. The rational procedure behind these methods is to harmonize the locality of the shape functions and the information-theoretical optimality (entropy maximization) of the scheme, in a sense to be made precise in the paper. As a result, a one-parameter family of methods is defined, which smoothly and seamlessly bridges meshfree-style approximants and Delaunay approximants. Besides an appealing theoretical foundation, the method presents a number of practical advantages when it comes to solving partial differential equations. The non-negativity introduces the well-known monotonicity and variation-diminishing properties of the approximation scheme. Also, these methods satisfy ab initio a weak version of the Kronecker-delta property, which makes essential boundary conditions straightforward. The calculation of the shape functions is both efficient and robust in any spacial dimension. The implementation of a Galerkin method based on local maximum entropy approximants is illustrated by examples.