Meshless Hermite-HDMR finite difference method for high-dimensional Dirichlet problems

DOI10.1007/S10910-019-01031-2zbMATH Open1415.65242arXiv1905.04715OpenAlexW3101470103MaRDI QIDQ2000930FDOQ2000930

Authors: Xiaopeng Luo, Xin Xu, Herschel Rabitz 

Publication date: 1 July 2019

Published in: Journal of Mathematical Chemistry (Search for Journal in Brave)

Abstract: In this paper, a meshless Hermite-HDMR finite difference method is proposed to solve high-dimensional Dirichlet problems. The approach is based on the local Hermite-HDMR expansion with an additional smoothing technique. First, we introduce the HDMR decomposition combined with the multiple Hermite series to construct a class of Hermite-HDMR approximations, and the relevant error estimate is theoretically built in a class of Hermite spaces. It can not only provide high order convergence but also retain good scaling with increasing dimensions. Then the Hermite-HDMR based finite difference method is particularly proposed for solving high-dimensional Dirichlet problems. By applying a smoothing process to the Hermite-HDMR approximations, numerical stability can be guaranteed even with a small number of nodes. Numerical experiments in dimensions up to $30$ show that resulting approximations are of very high quality.

Full work available at URL: https://arxiv.org/abs/1905.04715

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zbMATH Keywords

finite difference methodmeshless methodHermite-HDMR approximationhigh-dimensional Dirichlet problems

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Finite difference methods for boundary value problems involving PDEs (65N06)

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Cited In (1)

• An Hermite-Obreschkoff method for stiff high-index DAE

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