Convergence estimates for stationary radial basis function interpolation and for semi-discrete collocation-schemes
DOI10.1007/S00041-022-09945-3OpenAlexW4281752242MaRDI QIDQ2146302FDOQ2146302
Authors: Brad J. C. Baxter, R. G. M. Brummelhuis 
Publication date: 16 June 2022
Published in: The Journal of Fourier Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00041-022-09945-3
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evolution equationsradial basis functionspseudo-differential operatorsconvergence estimatesapproximate approximationsemi-discrete collocation schemes (method of lines)stationary interpolationKolmogorov forward equations for Lévy processes
Interpolation in approximation theory (41A05) Rate of convergence, degree of approximation (41A25) Pseudodifferential operators (47G30) Numerical radial basis function approximation (65D12)
Cites Work
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Cited In (4)
- Convergence of non-stationary semi-discrete RBF schemes for the heat and wave equation
- Guidelines for RBF-FD discretization: numerical experiments on the interplay of a multitude of parameter choices
- A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models
- Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure
Uses Software
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