Technical Report 2012-020

Stable Computation of Differentiation Matrices and Scattered Node Stencils Based on Gaussian Radial Basis Functions

Elisabeth Larsson, Erik Lehto, Alfa Heryudono, and Bengt Fornberg

August 2012

Radial basis function (RBF) approximation has the potential to provide spectrally accurate function approximations for data given at scattered node locations. For smooth solutions, the best accuracy for a given number of node points is typically achieved when the basis functions are scaled to be nearly flat. This also results in nearly linearly dependent basis functions and severe ill-conditioning of the interpolation matrices. Fornberg, Larsson, and Flyer recently developed the RBF-QR method which provides a numerically stable approach to interpolation with flat and nearly flat Gaussian RBFs. In this work, we consider how to extend this method to the task of computing differentiation matrices and stencil weights in order to solve partial differential equations. The expressions for first and second order derivative operators as well as hyperviscosity operators are established, numerical issues such as how to deal with non-unisolvency are resolved, and the accuracy and computational efficiency of the method is tested numerically. The results indicate that using the RBF-QR approach for solving PDE problems can be very competitive compared with using the ill-conditioned direct solution approach or using variable precision arithmetic to overcome the conditioning issue.

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