Meshfree Chapter 5

MATH 590: Meshfree Methods
Chapter 5: Completely Monotone and Multiply Monotone Functions
Greg Fasshauer
Department of Applied Mathematics

Illinois Institute of Technology
Fall 2010
fasshauer@iit.edu MATH 590 Chapter 5 1

Outline
1 Completely Monotone Functions
2 Multiply Monotone Functions

In Chapter 3 we saw that translation invariant (stationary in the
statistics literature) strictly positive definite functions can be
characterized via Fourier transforms.

Since Fourier transforms are not always easy to compute, we now

present two alternative criteria that allow us to decide whether a
function is strictly positive definite and radial on Rs (isotropic in the
statistics literature):

Since Fourier transforms are not always easy to compute, we now

present two alternative criteria that allow us to decide whether a
function is strictly positive definite and radial on Rs (isotropic in the
statistics literature):
complete monotonicity (for the case of all s), and
multiple monotonicity (for only limited choices of s).

Completely Monotone Functions
Outline

Definition
A function : [0, ) R that is in C[0, ) C (0, ) and satisfies
(1)` (`) (r ) 0, r > 0, ` = 0, 1, 2, . . . ,
is called completely monotone on [0, ).

Example
The following are completely monotone on [0, ):
(r ) = , 0,

Example
(r ) = , 0,
(r ) = er , 0,

Example
(r ) = , 0,
(r ) = er , 0, since for ` = 0, 1, 2, . . .
(1)` (`) (r ) = ` er 0,

Example
(r ) = , 0,
(r ) = er , 0, since for ` = 0, 1, 2, . . .
(1)` (`) (r ) = ` er 0,
1
(r ) = , 0,
(1 + r )

Example
(r ) = , 0,
(r ) = er , 0, since for ` = 0, 1, 2, . . .
(1)` (`) (r ) = ` er 0,
1
(r ) = , 0, since for ` = 0, 1, 2, . . .
(1 + r )
(1)` (`) (r ) = (1)2` ( + 1) ( + ` 1)(1 + r )` 0.

Properties of completely monotone functions
(see [Cheney and Light (1999), Feller (1966), Widder (1941)])


1 A non-negative finite linear combination of completely monotone
functions is completely monotone.


2 The product of two completely monotone functions is completely
monotone.


monotone.
3 If is completely monotone and is absolutely monotone (i.e.,
(`) 0 for all ` 0), then is completely monotone.


monotone.
3 If is completely monotone and is absolutely monotone (i.e.,
(`) 0 for all ` 0), then is completely monotone.
4 If is completely monotone and is a positive function such that
its derivative is completely monotone, then is completely
monotone.

Remark
1
(r ) = er and (r ) = , 0 are reminiscent of Gaussians
(1 + r )
and inverse multiquadrics (subject to transformation r 7 r 2 ).

Remark
1
(1 + r )
Question
Is there a connection between completely monotone functions and
strictly positive definite radial functions?

Remark
1
(1 + r )
Question
Is there a connection between completely monotone functions and
strictly positive definite radial functions?
Possible Answer
Find an integral characterization of completely monotone functions.

Just as we recalled Fourier transforms and Fourier-Bessel transforms

earlier, we now need to remember a third integral transform. In the
following, the Laplace transform will be important:


Definition
Let f be a piecewise continuous function that satisfies |f (t)| Meat for
some constants a and M. The Laplace transform of f is given by
Z
Lf (s) = f (t)est dt, s > a.
0


Definition
Let f be a piecewise continuous function that satisfies |f (t)| Meat for
some constants a and M. The Laplace transform of f is given by
Z
Lf (s) = f (t)est dt, s > a.
0
Similarly, the Laplace transform of a Borel measure on [0, ) is

given by Z
L(s) = est d(t).
0
The Laplace transform is continuous at the origin if and only if is
finite.

Theorem (Hausdorff-Bernstein-Widder)
A function : [0, ) R is completely monotone on [0, ) if and only

if it is the Laplace transform of a finite non-negative Borel measure
on [0, ), i.e., is of the form
Z
(r ) = L(r ) = ert d(t).
0

Theorem (Hausdorff-Bernstein-Widder)
A function : [0, ) R is completely monotone on [0, ) if and only

if it is the Laplace transform of a finite non-negative Borel measure
on [0, ), i.e., is of the form
Z
(r ) = L(r ) = ert d(t).
0
Remark
The HBW-Theorem shows that the functions (r ) = er can be
viewed as the fundamental completely monotone functions.

Proof.
Widders proof of this theorem can be found in [Widder (1941),
p. 160], where he reduces the proof of this theorem to another
theorem by Hausdorff on completely monotone sequences.
A detailed proof can also be found in the books
[Cheney and Light (1999), Wendland (2005a)].

The following connection between positive definite radial and

completely monotone functions was first pointed out by Schoenberg in
1938:


1938:
Theorem
A function is completely monotone on [0, ) if and only if
= (k k2 ) is positive definite and radial on Rs for all s.


1938:
Theorem
A function is completely monotone on [0, ) if and only if
= (k k2 ) is positive definite and radial on Rs for all s.
Remark
Note that the function is now defined via the square of the norm.
This differs from our earlier definition of radial functions.

Proof
We prove only one direction ( completely monotone = positive

definite and radial on any Rs ).
Details for the other direction are in [Wendland (2005a)].

Proof
We prove only one direction ( completely monotone = positive

definite and radial on any Rs ).
Details for the other direction are in [Wendland (2005a)].
The HBW theorem implies
Z
(r ) = ert d(t)
0
with a finite non-negative Borel measure .

Therefore, (x) = (kxk2 ) has the representation
Z
2
(x) = ekxk t d(t).
0

Now look at the quadratic form

N
N X Z N X
X N
2
X
cj ck (x j x k ) = cj ck etkx j x k k d(t).
j=1 k =1 0 j=1 k =1
Since we saw earlier that the Gaussians are strictly positive definite
and radial on any Rs it follows that the quadratic form is non-negative,
and therefore is positive definite on any Rs .

Now look at the quadratic form

N
N X Z N X
X N
2
X
cj ck (x j x k ) = cj ck etkx j x k k d(t).
j=1 k =1 0 j=1 k =1
Since we saw earlier that the Gaussians are strictly positive definite
and radial on any Rs it follows that the quadratic form is non-negative,
and therefore is positive definite on any Rs .
Remark
One could also have used a change of variables to combine
Schoenbergs characterization of functions that are positive definite
and radial on any Rs with the HBW characterization of completely
monotone functions.

Up to now we only have a connection between completely monotone

functions and positive definite functions, but not with strictly positive
definite ones!


definite ones!
We can see from the previous proof that if the measure is not
concentrated at the origin, then is even strictly positive definite and
radial on any Rs .


definite ones!
radial on any Rs .
This condition on the measure is equivalent with not being constant.


definite ones!
radial on any Rs .
This condition on the measure is equivalent with not being constant.
With this additional restriction on we can connect completely

monotone function with the scattered data interpolation problem.

The following interpolation theorem already appears in

[Schoenberg (1938a), p. 823].
It provides a very simple test for verifying the well-posedness of many
scattered data interpolation problems.


Theorem
A function : [0, ) R is completely monotone but not constant if
and only if (k k2 ) is strictly positive definite and radial on Rs for any s.


Theorem
A function : [0, ) R is completely monotone but not constant if
and only if (k k2 ) is strictly positive definite and radial on Rs for any s.
Remark
Schoenberg only showed completely monotone and not constant =
strictly positive definite and radial. A proof that the converse also
holds can be found in [Wendland (2005a)].

Example
1 Gaussians
(r ) = er , > 0, is completely monotone on [0, ) and not
constant.

Example
1 Gaussians
constant.
The Schoenberg interpolation theorem tells us that Gaussians
2 2
(x) = (kxk2 ) = e kxk are strictly positive definite and radial on
Rs for all s.

Example
1 Gaussians
constant.
2 2
Rs for all s.
2 Inverse multiquadrics
(r ) = 1/(1 + r ) , > 0, is completely monotone on [0, ) and not
constant.

Example
1 Gaussians
constant.
2 2
Rs for all s.
constant.
The Schoenberg interpolation theorem tells us that inverse
multiquadrics (x) = (kxk2 ) = 1/(1 + kxk2 ) are strictly positive
definite and radial on Rs for all s.

Example
1 Gaussians
constant.
2 2
Rs for all s.
constant.
The Schoenberg interpolation theorem tells us that inverse
multiquadrics (x) = (kxk2 ) = 1/(1 + kxk2 ) are strictly positive
definite and radial on Rs for all s.
Remark
Not only is the test for complete monotonicity simpler than the Fourier
transform, but we also are able to verify strict positive definiteness of
the inverse multiquadrics without any dependence of s on .
Remark
For radial (or isotropic) strictly positive definite functions
complete monotonicity is a simple test.

Remark
As long as we have translation invariant (or stationary) strictly
positive definite functions we can use Fourier transforms.

Remark
As long as we have translation invariant (or stationary) strictly
positive definite functions we can use Fourier transforms.
If we dont have either property, then we need to use the definition
of general positive definite kernels:
Definition
A complex-valued continuous function K : Rs Rs C is called
positive definite on Rs if
N X
X N
cj ck K (x j , x k ) 0 (1)
j=1 k =1
for any N pairwise different points x 1 , . . . , x N Rs , and

c = [c1 , . . . , cN ]T CN .
Multiply Monotone Functions
Outline

We can also use monotonicity to test for strict positive definiteness of

radial functions on Rs for some fixed value of s.
To this end we introduce


Definition
A function : (0, ) R which is in C k 2 (0, ), k 2, and for which
(1)l (l) (r ) is non-negative, non-increasing, and convex for
l = 0, 1, 2, . . . , k 2 is called k -times monotone on (0, ).
In case k = 1 we only require C(0, ) to be non-negative and
non-increasing.


Definition
A function : (0, ) R which is in C k 2 (0, ), k 2, and for which
(1)l (l) (r ) is non-negative, non-increasing, and convex for
l = 0, 1, 2, . . . , k 2 is called k -times monotone on (0, ).
In case k = 1 we only require C(0, ) to be non-negative and
non-increasing.
Remark
(r1 )+(r2 )
Since convexity of means that ( r1 +r 2 )
2
2 , or simply
00 (r ) 0 if 00 exists, a multiply monotone function is in essence just a
completely monotone function whose monotonicity is truncated.

Example
The truncated power function
` (r ) = (1 r )`+
is `-times monotone for any ` since

(l)
(1)l ` (r ) = `(` 1) . . . (` l + 1)(1 r )`l
+ 0, l = 0, 1, 2, . . . , `.

Example
The truncated power function
` (r ) = (1 r )`+
is `-times monotone for any ` since

(l)
(1)l ` (r ) = `(` 1) . . . (` l + 1)(1 r )`l
+ 0, l = 0, 1, 2, . . . , `.
Remark
We mentioned in Chapter 4 that the truncated power functions lead to
radial functions that are strictly positive definite on Rs provided
` bs/2c + 1.
We now want to come up with a multiple monotonicity criterion that will
let us come to this conclusion much easier.

Example
If we define the integral operator I by
Z
(If )(r ) = f (t)dt, r 0, (2)
r
and f is `-times monotone, then If is ` + 1-times monotone.

Example
Z
(If )(r ) = f (t)dt, r 0, (2)
r

This follows immediately from the fundamental theorem of calculus.

Example
Z
(If )(r ) = f (t)dt, r 0, (2)
r

This follows immediately from the fundamental theorem of calculus.
Remark
The operator I plays an important role in the construction of compactly
supported radial basis functions.

To make the connection to strictly positive definite radial functions we

require an integral representation for the class of multiply monotone
functions. This was given in [Williamson (1956)] but apparently already
known to Schoenberg in 1940.

To make the connection to strictly positive definite radial functions we

require an integral representation for the class of multiply monotone
functions. This was given in [Williamson (1956)] but apparently already
known to Schoenberg in 1940.
Theorem (Williamson)
A continuous function : (0, ) R is k -times monotone on (0, ) if

and only if it is of the form
Z
(r ) = (1 rt)k+1 d(t),
0
where is a non-negative Borel measure on (0, ).

Proof.
To see that a function of the form
Z
(r ) = (1 rt)k+1 d(t),
0
is indeed multiply monotone we just need to differentiate under the

integral (since derivatives up to order k 2 of (1 rt)k+1 are
continuous and bounded).
The other direction can be found in [Williamson (1956)].

Proof.
To see that a function of the form
Z
(r ) = (1 rt)k+1 d(t),
0
is indeed multiply monotone we just need to differentiate under the

integral (since derivatives up to order k 2 of (1 rt)k+1 are
continuous and bounded).
The other direction can be found in [Williamson (1956)].
Remark
For k the Williamson characterization corresponds to the HBW
characterization of completely monotone functions (and is equivalent
provided we extend Williamsons work to include continuity at the
origin).

We introduced multiply monotone functions to establish a

connection to positive definite radial functions.
Such a connection was first noted in [Askey (1973)] (and in the
one-dimensional case by Plya) using the truncated power
functions.


functions.
In the RBF literature the following theorem was stated in
[Micchelli (1986)], and then refined in [Buhmann (1993a)]:


functions.
In the RBF literature the following theorem was stated in
[Micchelli (1986)], and then refined in [Buhmann (1993a)]:
Theorem (Micchelli)
Let k = bs/2c + 2 be a positive integer. If : [0, ) R, C[0, ),

is k-times monotone on (0, ) but not constant, then is strictly
positive definite and radial on Rs for any s such that bs/2c k 2.

Remark
1 This theorem allows us to verify the strict positive definiteness of
truncated power functions without the use of Fourier transforms.

Remark
1 This theorem allows us to verify the strict positive definiteness of
truncated power functions without the use of Fourier transforms.
2 As for the Bochner functions B (x) = eixy , Gaussians and the
Poisson radial functions earlier, use of a point evaluation measure
with mass concentrated at t = > 0, shows that we can view the
truncated power functions with different support sizes
(r ) = (1 r )k+1 as the fundamental compactly supported
positive definite radial functions since any such function is given
by an infinite linear combination from { } .

Mismatch I
It is interesting to observe a certain lack of symmetry in the theory for

completely monotone and multiply monotone functions.

Mismatch I

In the completely monotone case we can use Schoenbergs theorem to
conclude that if is completely monotone and not constant then
(2 ) is strictly positive definite and radial on Rs for any s.

Mismatch I

In the multiply monotone case the square is missing.

Mismatch I

In the multiply monotone case the square is missing.
We cannot expect the statement with a square to be true in the
multiply monotone case.

To see this, consider the truncated power function
(r ) = (1 r )`+ .
We know is `-times multiply monotone for any `.

To see this, consider the truncated power function
(r ) = (1 r )`+ .
We know is `-times multiply monotone for any `.

However, we can show that the function
(r ) = (1 r 2 )`+
is not strictly positive definite and radial on Rs for any s since it is not
even strictly positive definite and radial on R (and therefore even much
less so on any higher-dimensional space).

We can see this from the univariate radial Fourier transform of

Z
1 1
F1 (r ) = (1 t 2 )`+ t 2 J 1 (rt)dt
r 1 0 2


Z
1 1
F1 (r ) = (1 t 2 )`+ t 2 J 1 (rt)dt
1
rr Z 0
2
1
2
= (1 t 2 )` cos(rt)dt
0


Z
1 1
F1 (r ) = (1 t 2 )`+ t 2 J 1 (rt)dt
1
rr Z 0
2
1
2
= (1 t 2 )` cos(rt)dt
0
J`+ 1 (r )
= 2` (` + 1) 2
.
`+ 21
r
Here we used
p the compact support of and the fact that
J 1 (r ) = 2/r cos r .
2


Z
1 1
F1 (r ) = (1 t 2 )`+ t 2 J 1 (rt)dt
1
rr Z 0
2
1
2
= (1 t 2 )` cos(rt)dt
0
J`+ 1 (r )
= 2` (` + 1) 2
.
`+ 21
r
Here we used
p the compact support of and the fact that
J 1 (r ) = 2/r cos r .
2
The function F1 is oscillatory, and therefore cannot be strictly
positive definite by one of our earlier theorems.

Mismatch II
In the completely monotone case we have an equivalence between

completely monotone and strictly positive definite functions that are
radial on any Rs Schoenbergs theorem .

Mismatch II

Again, we cannot expect such an equivalence to hold in the multiply

monotone case, i.e., the converse of our earlier theorem cannot be true.

Mismatch II

Again, we cannot expect such an equivalence to hold in the multiply

monotone case, i.e., the converse of our earlier theorem cannot be true.
This is clear since we have already seen a number of functions that are
strictly positive definite and radial, but not monotone at all namely
the oscillatory Laguerre-Gaussians and the Poisson radial functions.

Additional insights
It is interesting to combine the Schoenberg Theorem and Williamsons characterization .

Additional insights
If one starts with the strictly positive definite radial Gaussian
2r 2
(r ) = e ,
then Schoenbergs theorem tells us that

2
(r ) = ( r ) = e r
is completely monotone.

Additional insights
If one starts with the strictly positive definite radial Gaussian
2r 2
(r ) = e ,
then Schoenbergs theorem tells us that

2
(r ) = ( r ) = e r
is completely monotone.
Now, any function that is completely monotone is also multiply
monotone of any order, so that we can use Williamsons
characterization to conclude that the function
2r
(r ) = e
is also strictly positive definite and radial on Rs for all s.

Of course, now we can repeat the argument and conclude that

2

(r ) = e r
is strictly positive definite and radial on Rs for all s, and so on.

Of course, now we can repeat the argument and conclude that

2

(r ) = e r
is strictly positive definite and radial on Rs for all s, and so on.

This result was already known to Schoenberg (at least in the non-strict
case).
In fact, Schoenberg showed that
2r
(r ) = e
is positive definite for any (0, 2].

Remark
We are a long way from having a complete characterization of
(radial) functions for which the scattered data interpolation
problem has a unique solution.

Remark
As we will see later, such an (as of now unknown) characterization
will involve also functions which are not strictly positive definite.

Remark
For example, we will mention a result of Micchellis according to
which conditionally positive definite functions of order one can be
used for the scattered data interpolation problem.

Remark
For example, we will mention a result of Micchellis according to
which conditionally positive definite functions of order one can be
used for the scattered data interpolation problem.
Furthermore, all of the results dealt with so far involve radial basis
functions that are centered at the given data sites. There are only
limited results addressing the situation in which the centers for the
basis functions and the data sites may differ.

Appendix References
References I
Buhmann, M. D. (2003).
Radial Basis Functions: Theory and Implementations.
Cambridge University Press.
Cheney, E. W. and Light, W. A. (1999).
A Course in Approximation Theory.
Brooks/Cole (Pacific Grove, CA).
Fasshauer, G. E. (2007).
Meshfree Approximation Methods with M ATLAB.
World Scientific Publishers.
Feller, W. (1966).
An Introduction to Probability Theory and Its Application, Vol. 2.
Wiley & Sons, New York.
Iske, A. (2004).
Multiresolution Methods in Scattered Data Modelling.
Lecture Notes in Computational Science and Engineering 37, Springer Verlag
(Berlin).

Appendix References
References II
Wendland, H. (2005a).
Scattered Data Approximation.
Cambridge University Press (Cambridge).
Widder, D. V. (1941).
The Laplace Transform.
Princeton University Press (Princeton).
Askey, R. (1973).
Radial characteristic functions.
TSR #1262, University of Wisconsin-Madison.
Buhmann, M. D. (1993a).
New developments in the theory of radial basis function interpolation.
in Multivariate Approximation: From CAGD to Wavelets, Kurt Jetter and Florencio
Utreras (eds.), World Scientific Publishing (Singapore), pp. 3575.

Appendix References
References III
Micchelli, C. A. (1986).
Interpolation of scattered data: distance matrices and conditionally positive
definite functions.
Constr. Approx. 2, pp. 1122.
Schoenberg, I. J. (1938a).
Metric spaces and completely monotone functions.
Ann. of Math. 39, pp. 811841.
Williamson, R. E. (1956).
Multiply monotone functions and their Laplace transform.
Duke Math. J. 23, pp. 189207.

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MATH 590: Meshfree Methods

Chapter 5: Completely Monotone and Multiply Monotone Functions

Department of Applied Mathematics

fasshauer@iit.edu MATH 590 Chapter 5 1

1 Completely Monotone Functions

2 Multiply Monotone Functions

fasshauer@iit.edu MATH 590 Chapter 5 2

fasshauer@iit.edu MATH 590 Chapter 5 3

Since Fourier transforms are not always easy to compute, we now

fasshauer@iit.edu MATH 590 Chapter 5 3

Since Fourier transforms are not always easy to compute, we now

complete monotonicity (for the case of all s), and

multiple monotonicity (for only limited choices of s).

fasshauer@iit.edu MATH 590 Chapter 5 3

1 Completely Monotone Functions

2 Multiply Monotone Functions

fasshauer@iit.edu MATH 590 Chapter 5 4

(1)` (`) (r ) 0, r > 0, ` = 0, 1, 2, . . . ,

is called completely monotone on [0, ).

fasshauer@iit.edu MATH 590 Chapter 5 5

fasshauer@iit.edu MATH 590 Chapter 5 6

fasshauer@iit.edu MATH 590 Chapter 5 6

fasshauer@iit.edu MATH 590 Chapter 5 6

fasshauer@iit.edu MATH 590 Chapter 5 6

(1)` (`) (r ) = (1)2` ( + 1) ( + ` 1)(1 + r )` 0.

fasshauer@iit.edu MATH 590 Chapter 5 6

Properties of completely monotone functions

(see [Cheney and Light (1999), Feller (1966), Widder (1941)])

fasshauer@iit.edu MATH 590 Chapter 5 7

Properties of completely monotone functions

(see [Cheney and Light (1999), Feller (1966), Widder (1941)])

fasshauer@iit.edu MATH 590 Chapter 5 7

Properties of completely monotone functions

(see [Cheney and Light (1999), Feller (1966), Widder (1941)])

fasshauer@iit.edu MATH 590 Chapter 5 7

Properties of completely monotone functions

(see [Cheney and Light (1999), Feller (1966), Widder (1941)])

fasshauer@iit.edu MATH 590 Chapter 5 7

Properties of completely monotone functions

(see [Cheney and Light (1999), Feller (1966), Widder (1941)])

fasshauer@iit.edu MATH 590 Chapter 5 7

fasshauer@iit.edu MATH 590 Chapter 5 8

fasshauer@iit.edu MATH 590 Chapter 5 8

fasshauer@iit.edu MATH 590 Chapter 5 8

Just as we recalled Fourier transforms and Fourier-Bessel transforms

fasshauer@iit.edu MATH 590 Chapter 5 9

Just as we recalled Fourier transforms and Fourier-Bessel transforms

fasshauer@iit.edu MATH 590 Chapter 5 9

Just as we recalled Fourier transforms and Fourier-Bessel transforms

Similarly, the Laplace transform of a Borel measure on [0, ) is

fasshauer@iit.edu MATH 590 Chapter 5 9

A function : [0, ) R is completely monotone on [0, ) if and only

fasshauer@iit.edu MATH 590 Chapter 5 10

A function : [0, ) R is completely monotone on [0, ) if and only

fasshauer@iit.edu MATH 590 Chapter 5 10

fasshauer@iit.edu MATH 590 Chapter 5 11

The following connection between positive definite radial and

fasshauer@iit.edu MATH 590 Chapter 5 12

The following connection between positive definite radial and

fasshauer@iit.edu MATH 590 Chapter 5 12

The following connection between positive definite radial and

fasshauer@iit.edu MATH 590 Chapter 5 12

We prove only one direction ( completely monotone = positive

fasshauer@iit.edu MATH 590 Chapter 5 13