Convergence of Multilevel Stationary Gaussian Convolution

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce polynomials of low degree \cite{beatson}, and thus achieve polynomial orders of convergence. At the same time, interpolation with kernels of fixed width suffers from an explosion in condition number, and information from all data points influences the approximation at any one data point (no localisation). In \cite{HL1} the authors show that, for periodic convolution with the Gaussian kernel, a multilevel scheme can give orders of approximation faster than any polynomial. In this paper we present a new multilevel quasi-interpolation algorithm, the discrete version of the algorithm in \cite{HL1}, which mimics the continuous algorithm well, to single precision accuracy, and gives excellent convergence rates for band limited periodic functions. In this paper we explain how the algorithm works, and why we achieve the numerical results we do. The estimates developed have two parts, one involving the convergence of a low degree polynomial truncation term and one involving the control of the remainder of the truncation as the algorithm proceeds.

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