RBF-FD formulas and convergence properties

DOI10.1016/j.jcp.2010.07.008zbMath1201.65038OpenAlexW1993323295MaRDI QIDQ602923

Victor Bayona, Miguel Moscoso, Manuel Kindelan, Manuel Carretero

Publication date: 5 November 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.07.008

zbMATH Keywords

convergencenumerical examplesnumerical experimentsradial basis functionsLaplacianTaylor expansionsmesh-freefirst and second derivativesfinite difference (FD)

Mathematics Subject Classification ID

Numerical differentiation (65D25)

Related Items (75)

Local radial basis functions and scale-3 Haar wavelets operational matrices based numerical algorithms for generalized regularized long wave model ⋮ An efficient local RBF-based method for elasticity problems involving multiple material phases ⋮ An efficient high-order meshless method for advection-diffusion equations on time-varying irregular domains ⋮ A closed-form formula for the RBF-based approximation of the Laplace-Beltrami operator ⋮ A scalable RBF-FD method for atmospheric flow ⋮ RBF-based meshless local Petrov Galerkin method for the multi-dimensional convection-diffusion-reaction equation ⋮ Propagation of premixed laminar flames in 3D narrow open ducts using RBF-generated finite differences ⋮ Simulation of laminar backward facing step flow under magnetic field with explicit local radial basis function collocation method ⋮ Laurent series based RBF-FD method to avoid ill-conditioning ⋮ An improved radial basis-pseudospectral method with hybrid Gaussian-cubic kernels ⋮ The use of CESTAC method to find optimal shape parameter and optimal number of points in RBF-meshless methods to solve differential equations ⋮ Solution of multi-dimensional Klein-Gordon-Zakharov and Schrödinger/Gross-Pitaevskii equations via local radial basis functions-differential quadrature (RBF-DQ) technique on non-rectangular computational domains ⋮ RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility ⋮ An upwind local radial basis functions-differential quadrature (RBF-DQ) method with proper orthogonal decomposition (POD) approach for solving compressible Euler equation ⋮ Multivariate approximation at fake nodes ⋮ New approximations for one-dimensional 3-point and two-dimensional 5-point compact integrated RBF stencils ⋮ Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model ⋮ A novel local meshless scheme based on the radial basis function for pricing multi-asset options ⋮ Robust Node Generation for Mesh-free Discretizations on Irregular Domains and Surfaces ⋮ A high-resolution convergent radial basis functions compact-FDD for boundary layer problems on a scattered mesh network appearing in viscous elastic fluid ⋮ Analysis of thick plates by local radial basis functions-finite difference method ⋮ \(h\)-adaptive radial basis function finite difference method for linear elasticity problems ⋮ The overlapped radial basis function-finite difference (RBF-FD) method: a generalization of RBF-FD ⋮ Barycentric rational interpolation and local radial basis functions based numerical algorithms for multidimensional <scp>sine‐Gordon</scp> equation ⋮ Two‐step discretization method for <scp>2D</scp>/<scp>3D Allen–Cahn</scp> equation based on <scp>RBF‐FD</scp> scheme ⋮ Frequency optimized RBF-FD for wave equations ⋮ A Radial Basis Function (RBF) Compact Finite Difference (FD) Scheme for Reaction-Diffusion Equations on Surfaces ⋮ Optimal variable shape parameter for multiquadric based RBF-FD method ⋮ An RBF-FD method for the time-fractional advection-dispersion equation with nonlinear source term ⋮ Guidelines for RBF-FD discretization: numerical experiments on the interplay of a multitude of parameter choices ⋮ Iterative optimization method for determining optimal shape parameter in RBF-FD method ⋮ A class of renormalised meshless Laplacians for boundary value problems ⋮ Asymptotic and Numerical Analysis of a Stochastic PDE Model of Volume Transmission ⋮ An RBF-FD method for pricing American options under jump-diffusion models ⋮ A stabilized radial basis-finite difference (RBF-FD) method with hybrid kernels ⋮ Inverse multi-quadric RBF for computing the weights of FD method: application to American options ⋮ A guide to RBF-generated finite differences for nonlinear transport: shallow water simulations on a sphere ⋮ A multiquadric RBF-FD scheme for simulating the financial HHW equation utilizing exponential integrator ⋮ Unnamed Item ⋮ Analysis on the upwind local radial basis functions method to solve convection dominated problems and it's application for MHD flow ⋮ A Robust Hyperviscosity Formulation for Stable RBF-FD Discretizations of Advection-Diffusion-Reaction Equations on Manifolds ⋮ The numerical solution of Fokker-Planck equation with radial basis functions (RBFs) based on the meshless technique of Kansa's approach and Galerkin method ⋮ Optimal constant shape parameter for multiquadric based RBF-FD method ⋮ Solving an eigenvalue problem on a periodic domain using a radial basis function finite difference scheme ⋮ RBF-FD solution for a financial partial-integro differential equation utilizing the generalized multiquadric function ⋮ Stability and convergence of radial basis function finite difference method for the numerical solution of the reaction-diffusion equations ⋮ A combination of proper orthogonal decomposition-discrete empirical interpolation method (POD-DEIM) and meshless local RBF-DQ approach for prevention of groundwater contamination ⋮ Radial basis function generated finite differences for option pricing problems ⋮ A new method for evaluating options based on multiquadric RBF-FD method ⋮ A numerical scheme based on radial basis function finite difference (RBF-FD) technique for solving the high-dimensional nonlinear Schrödinger equations using an explicit time discretization: Runge-Kutta method ⋮ An efficient local meshless method for the equal width equation in fluid mechanics ⋮ The least-squares fit of highly oscillatory functions using eta-based functions ⋮ LOCALIZED RADIAL BASIS FUNCTIONS FOR NO-ARBITRAGE PRICING OF OPTIONS UNDER STOCHASTIC ALPHA–BETA–RHO DYNAMICS ⋮ Optimal shape parameter for the solution of elastostatic problems with the RBF method ⋮ A local radial basis function method for pricing options under the regime switching model ⋮ Hyperviscosity-based stabilization for radial basis function-finite difference (RBF-FD) discretizations of advection-diffusion equations ⋮ Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems ⋮ An RBF-FD sparse scheme to simulate high-dimensional Black-Scholes partial differential equations ⋮ The method of variably scaled radial kernels for solving two-dimensional magnetohydrodynamic (MHD) equations using two discretizations: the Crank-Nicolson scheme and the method of lines (MOL) ⋮ Local RBF-FD technique for solving the two-dimensional modified anomalous sub-diffusion equation ⋮ High accurate finite differences based on RBF interpolation and its application in solving differential equations ⋮ Numerical solution of the system of second-order boundary value problems using the local radial basis functions based differential quadrature collocation method ⋮ Radial basis function interpolation in the limit of increasingly flat basis functions ⋮ Numerical approximation of time-dependent fractional convection-diffusion-wave equation by RBF-FD method ⋮ Gaussian RBF-FD weights and its corresponding local truncation errors ⋮ RBF-LOI: augmenting radial basis functions (RBFs) with least orthogonal interpolation (LOI) for solving PDEs on surfaces ⋮ Method of Order Reduction for the High-Dimensional Convection-Diffusion-Reaction Equation with Robin Boundary Conditions Based on MQ RBF-FD ⋮ A meshless finite difference method based on polynomial interpolation ⋮ Semi-discretized numerical solution for time fractional convection-diffusion equation by RBF-FD ⋮ An efficient method based on RBFs for multilayer data interpolation with application in air pollution data analysis ⋮ Numerical methods based on radial basis function-generated finite difference (RBF-FD) for solution of GKdVB equation ⋮ Radial basis function methods for optimal control of the convection-diffusion equation: a numerical study ⋮ Radial-basis-function-based finite difference operator splitting method for pricing American options ⋮ A radial basis function (RBF)-finite difference (FD) method for diffusion and reaction-diffusion equations on surfaces ⋮ Educating local radial basis functions using the highest gradient of interest in three dimensional geometries

Uses Software

• Matlab

Cites Work

• Unnamed Item
• Use of singularity capturing functions in the solution of problems with discontinuous boundary conditions
• Multiquadrics - a scattered data approximation scheme with applications to computational fluid-dynamics. I: Surface approximations and partial derivative estimates
• Numerical methods for high dimensional Hamilton-Jacobi equations using radial basis functions
• Minimal positive stencils in meshfree finite difference methods for the Poisson equation
• Meshfree explicit local radial basis function collocation method for diffusion problems
• Local radial basis function-based differential quadrature method and its application to solve two-dimensional incompressible Navier--Stokes equations
• Local multiquadric approximation for solving boundary value problems
• Some observations regarding interpolants in the limit of flat radial basis functions
• Interpolation in the limit of increasingly flat radial basis functions
• Multiquadrics -- a scattered data approximation scheme with applications to computational fluid-dynamics. II: Solutions to parabolic, hyperbolic and elliptic partial differential equations
• Error estimates and condition numbers for radial basis function interpolation
• Error estimate, optimal shape factor, and high precision computation of multiquadric collocation method
• An algorithm for selecting a good value for the parameter \(c\) in radial basis function interpolation
• The parameter \(R^ 2\) in multiquadric interpolation
• Theoretical and computational aspects of multivariate interpolation with increasingly flat radial basis functions
• Scattered node compact finite difference-type formulas generated from radial basis functions
• The finite difference method at arbitrary irregular grids and its application in applied mechanics
• Surfaces Generated by Moving Least Squares Methods
• Scattered Data Interpolation: Tests of Some Method
• Classroom Note:Calculation of Weights in Finite Difference Formulas
• A point interpolation meshless method based on radial basis functions
• Error estimates of local multiquadric-based differential quadrature (LMQDQ) method through numerical experiments

This page was built for publication: RBF-FD formulas and convergence properties