全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

A Numerical Method for Solving Ill-Conditioned Equation Systems Arising from Radial Basis Functions

DOI: 10.4236/ajcm.2023.132019, PP. 356-370

Keywords: Continuously Differentiable Radial Basis Functions, Global Maxima and Minima, Solutions of Ill-Conditioned Linear Equations, Block Gaussian Elimination, Arbitrary Precision Arithmetic

Full-Text   Cite this paper   Add to My Lib

Abstract:

Continuously differentiable radial basis functions (C-RBFs), while being theoretically exponentially convergent are considered impractical computationally because the coefficient matrices are full and can become very ill- conditioned. Similarly, the Hilbert and Vandermonde have full matrices and become ill-conditioned. The difference between a coefficient matrix generated by C-RBFs for partial differential or integral equations and Hilbert and Vandermonde systems is that C-RBFs are very sensitive to small changes in the adjustable parameters. These parameters affect the condition number and solution accuracy. The error terrain has many local and global maxima and minima. To find stable and accurate numerical solutions for full linear equation systems, this study proposes a hybrid combination of block Gaussian elimination (BGE) combined with arbitrary precision arithmetic (APA) to minimize the accumulation of rounding errors. In the future, this algorithm can execute faster using preconditioners and implemented on massively parallel computers.

References

[1]  Hardy, R.L. (1971) Multiquadric Equations of Topography and other Irregular Surfaces. Journal of Geophysical Research, 76, 1905-1915.
https://doi.org/10.1029/JB076i008p01905
[2]  Buhmann, M.D. (2003) Radial Basis Functions. Cambridge University Press, Cambridge.
https://doi.org/10.1017/CBO9780511543241
[3]  Kansa, E.J. (1990) Multiquadrics—A Scattered Data Approximation Scheme with Applications to Computational Fluid-Dynamics. II. Solutions to Parabolic, Hyperbolic and Elliptic Partial Differential Equations. Computers & Mathematics with Applications, 19, 147-161.
https://doi.org/10.1016/0898-1221(90)90271-K
[4]  Macon, N. and Spitzbart, A. (February 1958) Inverses of Vandermonde Matrices. The American Mathematical Monthly, 65, 95-100.
https://doi.org/10.1080/00029890.1958.11989147
[5]  Emdadi, A., Kansa, E.J., Ali Libre, N., Rahimian, M. and Shekarchi, M. (2008) Stable PDE Solution Methods for Large Multiquadric Shape Parameters. Computer Modeling in Engineering & Sciences, 25, 23-42.
[6]  Benzi, M., Haws, N.J. and Umas, M. (2000) Pre-Conditioning Highly Indefinite and Nonsymmetric Matrices. SIAM Journal on Scientific Computing, 22, 133-153.
https://doi.org/10.1137/S1064827599361308
[7]  Ling, L. and Kansa, E.J. (2005) A Least Squares Preconditioner for Radial Basis Functions Collocation Methods. Advances in Computational Mathematics, 23, 31-54.
[8]  MPlapack.
https://github.com/nakatamaho/mplapack
[9]  Holoborodko.
https://www.advanpix.com
[10]  Dammel, J.W., Highman, N.J. and Schreiber, R. (1992) Block LU Factorization, NASA-BR-97949, Journal of Numerical Linear Algebra and Applications.
[11]  Eldersveld, S.K. and Saunders, M.A. (1992) A Block-LU Update for Large-Scale Linear Programming. SIAM Journal on Scientific Computing, 13, 191-201.
https://doi.org/10.1137/0613016
[12]  Song, X., Jian, L. and Yang, S. (2017) A Chunk Updating LS-SVMs Based on Block Gaussian Elimination Method. Applied Soft Computing, 51, 96-104.
https://doi.org/10.1016/j.asoc.2016.12.004
[13]  Hilbert, D. (1894) Ein Beitrag zur Theorie des Legendre’schen Polynoms. Acta Mathematica, 1, 155-159.
https://doi.org/10.1007/BF02418278
[14]  Marcus, M. (1992) Vandermonde Matrix, §2.6.2. In: A Survey of Matrix Theory and Matrix Inequalities, Dover, New York, 15-16.
[15]  Highman, N.J. (1999) Fast Solution of Vandermonde-Like Systems Involving Orthogonal Polynomials. IMA Journal of Numerical Analysis, 8, 473-486.
https://doi.org/10.1093/imanum/8.4.473
[16]  Kansa, E.J. and Holoborodko, P. (2017) On the Ill-Conditioned Nature of C∞ RBF Strong Collocation. Engineering Analysis with Boundary Elements, 78, 26-36.
https://doi.org/10.1016/j.enganabound.2017.02.006
[17]  Galperin, E.A., Kansa, E.J., Makroglou. A. and Nelson S.A. (1997) Mathematical Programming Methods in the Numerical Solution of Volterra Integral and Integto-Differential Equations with Weakly-Singular Kernel. Nonlinear Analysis: Theory, Methods & Applications, 30, 1505-1513.
https://doi.org/10.1016/S0362-546X(96)00340-9
[18]  Galperin, E.A. and Kansa, E.J. (2002) Application of Global Optimization and Radial Basis Functions to the Numerical Solution of Weakly Singular Volterra Integral Equations. Computers & Mathematics with Applications, 43, 439-456.
https://doi.org/10.1016/S0898-1221(01)00300-5
[19]  Fedoseyev, A.I., Friedman, M.J. and Kansa, E.J. (2002) Improved Multiquadric Method for ell Partial Differential Equations via PDE Collocation on the Boundary. Computers & Mathematics with Applications, 43, 439-455.
https://doi.org/10.1016/S0898-1221(01)00297-8
[20]  Kansa E.J. and Carlson, R.A. (1992) Improved Accuracy of Multiquadric Interpolation Using Variable Shape Parameters. Computers & Mathematics with Applications, 24, 99-120.
https://doi.org/10.1016/0898-1221(92)90174-G
[21]  Wertz, J., Kansa, E.J. and Ling, L. (2006) The Role of the Multiquadric Shape Parameters in Solving Elliptic Partial Differential Equations. Computers & Mathematics with Applications, 51, 1335-1348.
https://doi.org/10.1016/j.camwa.2006.04.009
[22]  Cervenka, M. and Skala, V. (2022) Conditionality Analysis of the Radial Basis Function Matrix. Computational Science and Its Applications—ICCSA 2020, Cagliari, 1-4 July 2020, 30-43.
https://doi.org/10.1007/978-3-030-58802-1_3
[23]  Luh, L.T. (2016) The Mystery of the Shape Parameter IV. Engineering Analysis with Boundary Elements, 80, 103-109.
[24]  Luh, L.-T. (2019) The Choice of the Shape Parameter-A Friendly Approach. Engineering Analysis with Boundary Elements, 98, 103-109.
https://doi.org/10.1016/j.enganabound.2018.10.011
[25]  Kansa, E.J. and Hon, Y.C. (2000) Circumventing the Ill-Conditioning Problem with Multiquadric Radial Basis Functions: Applications to Elliptic Partial Differential Equations. Computers & Mathematics with Applications, 39, 123-137.
https://doi.org/10.1016/S0898-1221(00)00071-7
[26]  Hon, Y.C. and Schaback, R. (2002) On Unsymmetric Collocation by Radial Basis Functions. Applied Mathematics and Computation, 119, 177-188.
https://doi.org/10.1016/S0096-3003(99)00255-6

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133