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In this paper, we deal with the challenging computational issue of interpolating large data sets, with eventually non-homogeneous densities. To such scope, the Radial Basis Function Partition of Unity (RBF-PU) method has been proved to be a…

Numerical Analysis · Mathematics 2016-11-23 Roberto Cavoretto , Alessandra De Rossi , Emma Perracchione

Meshless methods approximate operators in a specific node as a weighted sum of values in its neighbours. Higher order approximations of derivatives provide more accurate solutions with better convergence characteristics, but they come at…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-12 Jon Vehovar , Miha Rot , Gregor Kosec

We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…

Computational Finance · Quantitative Finance 2018-08-20 Slobodan Milovanović , Victor Shcherbakov

Scattered data interpolation schemes using kriging and radial basis functions (RBFs) have the advantage of being meshless and dimensional independent, however, for the data sets having insufficient observations, RBFs have the advantage over…

Numerical Analysis · Mathematics 2018-06-12 Pankaj K Mishra , Sankar K Nath , Mrinal K Sen , Gregory E Fasshauer

In this paper we obtain approximated numerical solutions for the 2D Helmholtz equation using a radial basis function-generated finite difference scheme (RBF-FD), where weights are calculated by applying an oscillatory radial basis function…

Numerical Analysis · Mathematics 2019-03-05 Mauricio A. Londoño-Arboleda. , Hebert Montegranario

Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite…

Numerical Analysis · Mathematics 2021-03-16 Igor Tominec , Elisabeth Larsson , Alfa Heryudono

We consider how some methods of uniform and nonuniform interpolation by translates of radial basis functions -- specifically the so-called general multiquadrics -- perform in the presence of certain types of noise. These techniques provide…

Classical Analysis and ODEs · Mathematics 2018-02-14 Jean-Luc Bouchot , Keaton Hamm

A low-order mimetic finite difference (MFD) method for Reissner-Mindlin plate problems is considered. Together with the source problem, the free vibration and the buckling problems are investigated. Full details about the scheme…

Numerical Analysis · Mathematics 2012-07-10 Lourenco Beirao da Veiga , Carlo Lovadina , David Mora

The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding method developed to solve a variety of partial differential equations (PDEs) on smooth surfaces, using a closest point representation…

Numerical Analysis · Mathematics 2024-12-20 A. Petras , L. Ling , C. Piret , S. J. Ruuth

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered (unordered) datasets in d-dimensional space. This approach is useful for a higher…

Numerical Analysis · Computer Science 2018-06-21 Zuzana Majdisova , Vaclav Skala

A semi-implicit fractional-step method that uses a staggered node layout and radial basis function-finite differences (RBF-FD) to solve the incompressible Navier-Stokes equations is developed. Polyharmonic splines (PHS) with polynomial…

Fluid Dynamics · Physics 2022-12-15 Tianyi Chu , Oliver T. Schmidt

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for…

Numerical Analysis · Mathematics 2017-06-26 Brittany D. Froese , Tiago Salvador

We introduce a geometric stencil selection algorithm for Laplacian in 3D that significantly improves octant-based selection considered earlier. The goal of the algorithm is to choose a small subset from a set of irregular points surrounding…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov , Dang Thi Oanh , Ngo Manh Tuong

A Radial Basis Function Generated Finite-Differences (RBF-FD) inspired technique for evaluating definite integrals over bounded volumes that have smooth boundaries in three dimensions is described. A key aspect of this approach is that it…

Numerical Analysis · Mathematics 2023-01-11 Jonah A. Reeger

We present three new semi-Lagrangian methods based on radial basis function (RBF) interpolation for numerically simulating transport on a sphere. The methods are mesh-free and are formulated entirely in Cartesian coordinates, thus avoiding…

Numerical Analysis · Mathematics 2018-05-09 Varun Shankar , Grady Wright

We consider overlap splines that are defined by connecting the patches of piecewise functions via common values at given finite sets of nodes, without using any partitions of the computational domain. It is shown that some classical finite…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

We present a new computational method by extending the Immersed Boundary (IB) method with a spectrally-accurate geometric model based on Radial Basis Function (RBF) interpolation of the Lagrangian structures. Our specific motivation is the…

Numerical Analysis · Mathematics 2015-05-27 Varun Shankar , Grady B. Wright , Robert M. Kirby , Aaron L. Fogelson

This paper considers the analysis of partial differential equations (PDE) containing multiple random variables. Recently developed collocation methods enable the construction of high-order stochastic solutions by converting a stochastic PDE…

Numerical Analysis · Mathematics 2013-09-17 Daniela Steffes-lai , Eveline Rosseel , Tanja Clees

This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…

Numerical Analysis · Mathematics 2026-01-30 Mingyi Wang , Dongling Wang

Multiphysics simulations frequently require transferring solution fields between subproblems with non-matching spatial discretizations, typically using interpolation techniques. Standard methods are usually based on measuring the closeness…

Numerical Analysis · Mathematics 2024-03-07 Michele Bucelli , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni