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On convergent numerical algorithms for unsymmetric collocation
Authors:Cheng-Feng Lee  Leevan Ling  Robert Schaback
Institution:1.Department of Applied Mathematics,National Sun Yat-sen University,Kaohsiung,Taiwan;2.Department of Mathematics,Hong Kong Baptist University,Kowloon Tong,Hong Kong;3.Institut für Numerische und Angewandte Mathematik,Georg-August-Universit?t G?ttingen,G?ttingen,Germany
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.
Keywords:Radial basis function  Kansa’  s method  Convergence  Error bounds  Linear optimization  Effective condition number  High precision computation
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