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arxiv: 1905.01128 · v1 · pith:R2W5VMNInew · submitted 2019-05-03 · 🧮 math.NA · cs.NA

Convergence of stationary radial basis function-schemes for evolution equations

classification 🧮 math.NA cs.NA
keywords equationsbasisschemesconvergencefunctionsinterpolationradialresults
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We establish precise convergence rates for semi-discrete schemes based on Radial Basis Function interpolation, as well as approximate approximation results for such schemes. Our schemes use stationary interpolation on regular grids, with basis functions from a general class of functions generalizing one introduced earlier by M. Buhmann. Our results apply to parabolic equations such as the heat equation or Kolmogorov-Fokker-Planck equations associated to L\'evy processes, but also to certain hyperbolic equations.

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