Gaussian RBF-FD weights and its corresponding local truncation errors

MaRDI QIDQ2918889zbMATH OpenFDO

Authors V. Bayona, M. Moscoso, M. Kindelan

Publication date 1 October 2012

zbMATH Keywords

differential operatorsGaussian rational bases functions-finite difference formulaslocal truncation errornumerical examplesoptimal shape parameter

Mathematics Subject Classification ID

General theory of ordinary differential operators (47E05) Numerical differentiation (65D25) Finite difference and finite volume methods for ordinary differential equations (65L12)

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(6)

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• Stable calculation of Gaussian-based RBF-FD stencils
• Truncated Gaussian RBF differences are always inferior to finite differences of the same stencil width
• RBF-FD formulas and convergence properties
• On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing

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