论文标题

稳定且准确的最小二乘径向基函数近似值

Stable and accurate least squares radial basis function approximations on bounded domains

论文作者

Adcock, Ben, Huybrechs, Daan, Piret, Cécile

论文摘要

全局径向基函数(RBF)近似的计算需要线性系统的解决方案,该系统取决于RBF参数的选择,可能会毫无条件。我们在相关形状参数的所有缩放机制中使用高斯RBF研究了近似方法的稳定性和准确性。近似值基于在界面上和域内的RBF中心,基于具有函数样本的离散最小二乘。这导致矩形线性系统。我们显示的是一维近似值表明,与自由度的形状参数的线性缩放是最佳的,导致相邻的RBF之间的恒定重叠,无论其数量如何我们在数值上显示,使用具有每个维度的自由度的线性缩放,也可以在几个维度上的有限域上获得高度准确的光滑函数近似值。我们将最小二乘方法扩展到基于搭配的方法,以解决椭圆边界价值问题的解决方案,并说明域外中心的组合,过度采样和最佳缩放可能会导致接近机器精确度的准确性,尽管不得不求解非常不良条件的线性系统。

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation methods using the Gaussian RBF in all scaling regimes of the associated shape parameter. The approximation is based on discrete least squares with function samples on a bounded domain, using RBF centers both inside and outside the domain. This results in a rectangular linear system. We show for one-dimensional approximations that linear scaling of the shape parameter with the degrees of freedom is optimal, resulting in constant overlap between neighbouring RBF's regardless of their number, and we propose an explicit suitable choice of the proportionality constant. We show numerically that highly accurate approximations to smooth functions can also be obtained on bounded domains in several dimensions, using a linear scaling with the degrees of freedom per dimension. We extend the least squares approach to a collocation-based method for the solution of elliptic boundary value problems and illustrate that the combination of centers outside the domain, oversampling and optimal scaling can result in accuracy close to machine precision in spite of having to solve very ill-conditioned linear systems.

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