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PreprintCC BY 4.0arXiv

Fast and Stable Harmonic Approximation from Ill-distributed Data using Moving Least Squares

Abstract

We consider harmonic approximation on the torus 𝕋d, the sphere 𝒮d, and the rotation group SO(3). While several global approaches are available for computing a harmonic expansion from scattered data, their stability and, especially, their runtime depend strongly on the geometry of the nodes, in particular on a sufficiently small fill distance. Even a single large hole in the data may cause instability and long runtimes. We propose harmonic approximation via moving least squares (HAMLS), a global harmonic approximation scheme that avoids the ill-conditioned global solve and works well in both the overdetermined and the underdetermined settings. The main idea is an intermediate transition from the scattered data to a quadrature grid, which is realized via moving least squares (MLS). This replaces one large global problem by many small local ones that can be regularized individually. The global harmonic approximation is then obtained via quadrature using a fast Fourier transform. This makes the global stage fast, stable and non-iterative. For sufficiently smooth functions sampled at well-distributed nodes with small fill distance h, we bound the resulting L2-error by the error of the harmonic approximation obtained from exact values on the quadrature grid, plus a term of order hK+1, where K is the polynomial degree employed in the MLS step. Numerical experiments on 𝒮2 with ill-distributed nodes show that HAMLS achieves errors comparable to those of global least-squares approximation, while being significantly faster, especially for larger bandwidths.

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BibTeX
@misc{hielscher2026fast,
  title = {{Fast and Stable Harmonic Approximation from Ill-distributed Data using Moving Least Squares}},
  author = {Ralf Hielscher and Tim Pöschl and Erik Wünsche},
  howpublished = {arXiv},
  year = {2026},
  month = sep,
  doi = {10.48550/arxiv.2609.39200},
  eprint = {2609.39200},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2609.39200},
  note = {CC BY 4.0},
}
RIS
TY  - UNPB
TI  - Fast and Stable Harmonic Approximation from Ill-distributed Data using Moving Least Squares
AU  - Ralf Hielscher
AU  - Tim Pöschl
AU  - Erik Wünsche
PY  - 2026
DA  - 2026/09/30
PB  - arXiv
DO  - 10.48550/arxiv.2609.39200
UR  - https://arxiv.org/abs/2609.39200
AB  - We consider harmonic approximation on the torus 𝕋^d, the sphere 𝒮^d, and the rotation group SO(3). While several global approaches are available for computing a harmonic expansion from scattered data, their stability and, especially, their runtime depend strongly on the geometry of the nodes, in particular on a sufficiently small fill distance. Even a single large hole in the data may cause instability and long runtimes. We propose harmonic approximation via moving least squares (HAMLS), a global harmonic approximation scheme that avoids the ill-conditioned global solve and works well in both the overdetermined and the underdetermined settings. The main idea is an intermediate transition from the scattered data to a quadrature grid, which is realized via moving least squares (MLS). This replaces one large global problem by many small local ones that can be regularized individually. The global harmonic approximation is then obtained via quadrature using a fast Fourier transform. This makes the global stage fast, stable and non-iterative. For sufficiently smooth functions sampled at well-distributed nodes with small fill distance h, we bound the resulting L^2-error by the error of the harmonic approximation obtained from exact values on the quadrature grid, plus a term of order h^K+1, where K is the polynomial degree employed in the MLS step. Numerical experiments on 𝒮^2 with ill-distributed nodes show that HAMLS achieves errors comparable to those of global least-squares approximation, while being significantly faster, especially for larger bandwidths.
ER  -