TITLE: Discrete gradient on point clouds
QUESTION [8 upvotes]: I am interested to know some ways to approximate discrete gradient if you have a function on point clouds in 2D or 3D. 
If you have a function defined on a grid, it well known that you can use a standard difference formula to compute the partial derivative in each direction. 
I came across a paper by Luo et al entitled Approximating Gradients for Meshes and Point Clouds via Diffusion Metric which uses diffusion metric. Another idea that came into mind is to defined a smoothed field using a specific kernel, then to take the gradient of the smoothed function. 
Is there a standard way of doing this?

REPLY [4 votes]: Very many numerical methods for partial differential equations compute derivatives from values on something that is not a regular grid (they use unstructured grids).  Usually these are finite element methods and they use more than just point values (they have various local integrals of the function available).
A class of methods based on what you're asking for are the so-called meshfree methods.  Typically, they use the point values to generate a continuous approximation by convolving with some smooth kernel (e.g., a Gaussian).  Then they compute derivatives of the continuous function.  Of course, if you have a lot of points this becomes expensive and there are lots of additional tricks you can play (e.g., using a kernel with compact support; employing the fast multipole method, etc.).