Open AccessSmoothing approximations for piecewise smooth functions: A probabilistic approach
Author(s) -
Elmehdi Amhraoui,
Tawfik Masrour
Publication year - 2022
Publication title -
numerical algebra, control and optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.303
H-Index - 20
eISSN - 2155-3289
pISSN - 2155-3297
DOI - 10.3934/naco.2021033
Subject(s) - smoothing , piecewise , mathematics , random variable , piecewise linear function , probability distribution , probabilistic logic , distribution (mathematics) , mathematical optimization , mathematical analysis , statistics
In this article, we present a new approach to construct smoothing approximations for piecewise smooth functions. This approach proposes to formulate any piecewise smooth function as the expectation of a random variable. Based on this formulation, we show that smoothing all elements of a defined space of piecewise smooth functions is equivalent to smooth a single probability distribution. Furthermore, we propose to use the Boltzmann distribution as a smoothing approximation for this probability distribution. Moreover, we present the theoretical results, error estimates, and some numerical examples for this new smoothing method in both one-dimensional and multiple-dimensional cases.