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On convergent numerical algorithms for unsymmetric collocation

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Abstract

In this paper, we are interested in some convergent formulations for the unsymmetric collocation method or the so-called Kansa’s method. We review some newly developed theories on solvability and convergence. The rates of convergence of these variations of Kansa’s method are examined and verified in arbitrary–precision computations. Numerical examples confirm with the theories that the modified Kansa’s method converges faster than the interpolant to the solution; that is, exponential convergence for the multiquadric and Gaussian radial basis functions (RBFs). Some numerical algorithms are proposed for efficiency and accuracy in practical applications of Kansa’s method. In double–precision, even for very large RBF shape parameters, we show that the modified Kansa’s method, through a subspace selection using a greedy algorithm, can produce acceptable approximate solutions. A benchmark algorithm is used to verify the optimality of the selection process.

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Authors and Affiliations

  1. Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, Taiwan

    Cheng-Feng Lee

  2. Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong

    Leevan Ling

  3. Institut für Numerische und Angewandte Mathematik, Georg-August-Universität Göttingen, Lotzestraße 16-18, 37083, Göttingen, Germany

    Robert Schaback

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  1. Cheng-Feng Lee
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  2. Leevan Ling
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  3. Robert Schaback
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Correspondence to Leevan Ling.

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Communicated by Juan Manuel Peña.

Preprint submitted to Advances in Computational Mathematics.

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Lee, CF., Ling, L. & Schaback, R. On convergent numerical algorithms for unsymmetric collocation. Adv Comput Math 30, 339–354 (2009). https://doi.org/10.1007/s10444-008-9071-x

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