Approximation power of RBFs and their associated SBFs: a connection

Error estimates for scattered data interpolation by “shifts” of a conditionally positive definite function (CPD) for target functions in its native space, which is its associated reproducing kernel Hilbert space (RKHS), have been known for a long time. Regardless of the underlying manifold, for example ℝⁿ or S ⁿ, these error estimates are determined by the rate of decay of the Fourier transform (or Fourier series) of the CPD. This paper deals with the restriction of radial basis functions (RBFs), which are radial CPD functions on ℝⁿ⁺¹, to the unit sphere S ⁿ. In the paper, we first strengthen a result derived by two of us concerning an explicit representation of the Fourier–Legendre coefficients of the restriction in terms of the Fourier transform of the RBF. In addition, for RBFs that are related to completely monotonic functions, we derive a new integral representation for these coefficients in terms of the measure generating the completely monotonic function. These representations are then utilized to show that if an RBF has a native space equivalent to a Sobolev space H _s(ℝⁿ⁺¹), then the restriction to S ⁿ has a native space equivalent to H _s−1/2(S ⁿ). In addition, they are used to recover the asymptotic behavior of such coefficients for a wide variety of RBFs. Some of these were known earlier. Joseph D. Ward: Francis J. Narcowich: Research supported by grant DMS-0204449 from the National Science Foundation.     

Matrix-valued radial basis functions: stability estimates and applications

Radial basis functions (RBFs) have found important applications in areas such as signal processing, medical imaging, and neural networks since the early 1980s. Several applications require that certain physical properties are satisfied by the interpolant, for example, being divergence-free in case of incompressible data. In this paper we consider a class of customized (e.g., divergence-free) RBFs that are matrix-valued and have compact support; these are matrix-valued analogues of the well-known Wendland functions. We obtain stability estimates for a wide class of interpolants based on matrix-valued RBFs, also taking into account the size of the compact support of the generating RBF. We conclude with an application based on an incompressible Navier–Stokes equation, namely the driven-cavity problem, where we use divergence-free RBFs to solve the underlying partial differential equation numerically. We discuss the impact of the size of the support of the basis function on the stability of the solution. AMS subject classification 65D05     

Adaptive frame methods for elliptic operator equations: the steepest descent approach

Massimo Fornasier^¶ Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate, Università "La Sapienza" in Roma, Via Antonio Scarpa, 16/B, I-00161 Roma, Italy Rob Stevenson^|| Department of Mathematics, Utrecht University, PO Box 80.010, NL-3508 TA Utrecht, The Netherlands ^{This paper is concerned with the development of adaptive numericalmethods for elliptic operator equations. We are particularlyinterested in discretization schemes based on wavelet frames.We show that by using three basic subroutines an implementable,convergent scheme can be derived, which, moreover, has optimalcomputational complexity. The scheme is based on adaptive steepestdescent iterations. We illustrate our findings by numericalresults for the computation of solutions of the Poisson equationwith limited Sobolev smoothness on intervals in 1D and L-shapeddomains in 2D.}     

Overlapping grids for the diffusion equation

Yiqi Qiu ^{We examine the use of nonmatching, overlapping grids for theapproximate solution of time-dependent diffusion problems withNeumann boundary conditions. This problem arises as a modelof the so-called well test analysis of oil and gas reservoirs,which has geometry modelling requirements that make overlappinggrids particularly suitable. We describe the problem and theoverlapping grid approximation, and then carry out a stabilityand convergence analysis in one space dimension (1D). We showthat for suitable schemes, stability is relatively easy to establishin much more general situations. Convergence is less easy togeneralise, but we demonstrate that 2D approximations appearto have the same convergence behaviour as their 1D counterparts.}     

A refined mixed finite-element method for the stationary Navier Stokes equations with mixed boundary conditions

Serge Nicaise ^{This paper is concerned with the mixed formulation of the Navier–Stokesequations with mixed boundary conditions in 2D polygonal domainsand its numerical approximation. We first describe the regularityof any solution. The problem is then approximated by a mixedfinite-element method where the strain tensor and the antisymmetricgradient tensor, quantities of practical importance, are introducedas new unknowns. An existence result for the finite-elementsolution and convergence results are proved near a nonsingularsolution. Quasi-optimal error estimates are finally presented.}     

The mortar spectral element method in domains of operators. Part II: the curl operator and the vector potential problem

F. Ben Belgacem ^{The mortar spectral element method is a domain decompositiontechnique that allows for discretizing second- or fourth-orderelliptic equations when set in standard Sobolev spaces. Theaim of this paper is to extend this method to problems formulatedin the space of square-integrable vector fields with square-integrablecurl. We consider the problem of computing the vector potentialassociated with a divergence-free function in 3D and proposea discretization of it. The numerical analysis of the discreteproblem is performed and numerical experiments are presented;they turn out to be in good agreement with the theoretical results.}     

A modified method of approximate particular solutions for solving linear and nonlinear PDEs

The method of approximate particular solutions (MAPS) was first proposed by Chen et al. in Chen, Fan, and Wen, Numer Methods Partial Differential Equations, 28 (2012), 506–522. using multiquadric (MQ) and inverse multiquadric radial basis functions (RBFs). Since then, the closed form particular solutions for many commonly used RBFs and differential operators have been derived. As a result, MAPS was extended to Matérn and Gaussian RBFs. Polyharmonic splines (PS) has rarely been used in MAPS due to its conditional positive definiteness and low accuracy. One advantage of PS is that there is no shape parameter to be taken care of. In this article, MAPS is modified so PS can be used more effectively. In the original MAPS, integrated RBFs, so called particular solutions, are used. An additional integrated polynomial basis is added when PS is used. In the modified MAPS, an additional polynomial basis is directly added to the integrated RBFs without integration. The results from the modified MAPS with PS can be improved by increasing the order of PS to a certain degree or by increasing the number of collocation points. A polynomial of degree 15 or less appeared to be working well in most of our examples. Other RBFs such as MQ can be utilized in the modified MAPS as well. The performance of the proposed method is tested on a number of examples including linear and nonlinear problems in 2D and 3D. We demonstrate that the modified MAPS with PS is, in general, more accurate than other RBFs for solving general elliptic equations.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1839–1858, 2017     

Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by Lévy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.     

Dynamic frictionless contact in linear viscoelasticity

David E. Stewart Department of Mathematics, University of Iowa, Iowa, IA 52242, USA ^{In this work, we formulate a dynamic frictionless contact problemwith linear viscoelasticity of Kelvin–Voigt type, basedon the Signorini contact conditions. We show existence of solutions,and investigate the possibility for obtaining an energy balance.Employing time discretization and the finite-element method,we compute numerical solutions. Our numerical scheme is implementedwith non-smooth Newton's method which solves the complementarityproblem. The numerical results support the idea that the energylosses in the limit of the numerical solution are equal to thelosses due to viscosity.}     

Numerical treatment of retarded boundary integral equations by sparse panel clustering

Stefan Sauter Institute for Mathematics, University of Zürich, Winterthurerstrasse 190, CH-8057 Zürich, Switzerland ^{We consider the wave equation in a boundary integral formulation.The discretization in time is done by using convolution quadraturetechniques and a Galerkin boundary element method for the spatialdiscretization. In a previous paper, we have introduced a sparseapproximation of the system matrix by cut-off, in order to reducethe storage costs. In this paper, we extend this approach byintroducing a panel clustering method to further reduce thesecosts.}     

Asymptotic coefficients for Gaussian radial basis function interpolants

Gaussian radial basis functions (RBFs) on an infinite interval with uniform grid pacing h are defined by ?(x;α,h)≡exp(-[α²/h²]x²). The only significant numerical parameter is α, the inverse width of the RBF functions relative to h. In the limit α→0, we demonstrate that the coefficients of the interpolant of a typical function f(x) grow proportionally to exp(π²/[4α²]). However, we also show that the approximation to the constant f(x)≡1 is a Jacobian theta function whose coefficients do not blow up as α→0. The subtle interplay between the complex-plane singularities of f(x) (the function being approximated) and the RBF inverse width parameter α are analyzed. For α≈1/2, the size of the RBF coefficients and the condition number of the interpolation matrix are both no larger than O(10⁴) and the error saturation is smaller than machine epsilon, so this α is the center of a “safe operating range” for Gaussian RBFs.     

Exponentially convergent parallel algorithm for nonlinear eigenvalue problems

A. V. Klimenko, V. L. Makarov ^{A new algorithm for nonlinear eigenvalue problems is proposed.The numerical technique is based on a perturbation of the coefficientsof differential equation combined with the Adomian decompositionmethod for the nonlinear part. The approach provides an exponentialconvergence rate with a base which is inversely proportionalto the index of the eigenvalue under consideration. The eigenpairscan be computed in parallel. Numerical examples are presentedto support the theory. They are in good agreement with the spectralasymptotics obtained by other authors.}     

Sobolev Error Estimates and a Bernstein Inequality for Scattered Data Interpolation via Radial Basis Functions

Error estimates for scattered-data interpolation via radial basis functions (RBFs) for target functions in the associated reproducing kernel Hilbert space (RKHS) have been known for a long time. Recently, these estimates have been extended to apply to certain classes of target functions generating the data which are outside the associated RKHS. However, these classes of functions still were not "large" enough to be applicable to a number of practical situations. In this paper we obtain Sobolev-type error estimates on compact regions of Rⁿ when the RBFs have Fourier transforms that decay algebraically. In addition, we derive a Bernstein inequality for spaces of finite shifts of an RBF in terms of the minimal separation parameter.     

Asymptotic behaviour of a finite-volume scheme for the transient drift-diffusion model

Francis Filbet Université de Lyon, Université Lyon 1, CNRS, UMR 5208, Institut Camille Jordan, 43 Boulevard du 11 Novembre 1918, 69622 Villeurbanne cedex, France Received on 28 June 2006. Revised on 6 December 2006. In this paper, we propose a finite-volume discretization formultidimensional nonlinear drift-diffusion system. Such a systemarises in semiconductors modelling and is composed of two parabolicequations and an elliptic one. We prove that the numerical solutionconverges to a steady state when time goes to infinity. Severalnumerical tests show the efficiency of the method.     

Pricing vulnerable European options with stochastic default barriers

CF Lo and KC Ku Institute of Theoretical Physics and Department of Physics, The Chinese University of Hong Kong, Shatin, Hong Kong, China Email: cho-hoi_hui{at}hkma.gov.hk Received on 31 July 2006. Accepted on 15 March 2007. This paper develops a valuation model of European options incorporatinga stochastic default barrier, which extends a constant defaultbarrier proposed in the Hull–White model. The defaultbarrier is considered as an option writer's liability. Closed-formsolutions of vulnerable European option values based on themodel are derived to study the impact of the stochastic defaultbarriers on option values. The numerical results show that negativecorrelation between the firm values and the stochastic defaultbarriers of option writers gives material reductions in optionvalues where the options are written by firms with leverageratios corresponding to BBB or BB ratings.