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Epi-splines: an Approximation Tool

GGAM Colloquium

Speaker: Roger Wets, Department of Mathematics, UC Davis
Location: 1147 MSB
Start time: Fri, Feb 8 2013, 4:10PM

Splines, were introduced as interpolation tools as early as in the first half of the 19th Century by Lobachevsky (Hyperbolic Geometry) and 'rediscovered' by Forrest and Schoenberg in the mid-20th Century motivated by problems arising in the design of ship hulls and air wings; the variational theory of splines, originated with the work of Holliday, Laurent, Atteia, Anselone. Epi-splines, spline-like functions, were used for the first time as approximation tools rather recently (2002) motivated originally by the design of financial curves and then later, by a wide variety of applications. In this lecture, I shall provide a short history of this development and sketch out the accompanying evolving theory that relies to a large extent on Variational Analysis.