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A LEAST SQUARES RADIAL BASIS FUNCTION FINITE DIFFERENCE METHOD WITH IMPROVED STABILITY PROPERTIES
Journal article   Open access   Peer reviewed

A LEAST SQUARES RADIAL BASIS FUNCTION FINITE DIFFERENCE METHOD WITH IMPROVED STABILITY PROPERTIES

Igor Tominec, Elisabeth Larsson and Alfa Heryudono
SIAM journal on scientific computing, Vol.43(2), pp.A1441-A1471
01/01/2021

Abstract

Mathematics Mathematics, Applied Physical Sciences Science & Technology
Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be nonrobust in the presence of Neumann boundary conditions. In this paper, we overcome this issue by formulating the RBF-generated finite difference method in a discrete least squares setting instead. This allows us to prove high-order convergence under node refinement and to numerically verify that the least squares formulation is more accurate and robust than the collocation formulation. The implementation effort for the modified algorithm is comparable to that for the collocation method.

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