All well-posed problems have uniformly stable and convergent discretizations

This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for functions from their data. Well-posedness of the problem means that this recovery is continuous. Discretization recovers restricted trial functions from restricted test data, and it is well-posed or stable, if this restricted recovery is continuous. After defining a general framework for these notions, this paper proves that all well-posed linear problems have stable and refinable computational discretizations with a stability that is determined by the well-posedness of the problem and independent of the computational discretization, provided that sufficiently many test data are used. The solutions of discretized problems converge when enlarging the trial spaces, and the convergence rate is determined by how well the data of the function solving the analytic problem can be approximated by the data of the trial functions. This allows new and very simple proofs of convergence rates for generalized finite elements, symmetric and unsymmetric Kansa-type collocation, and other meshfree methods like Meshless Local Petrov–Galerkin techniques. It is also shown that for a fixed trial space, weak formulations have a slightly better convergence rate than strong formulations, but at the expense of numerical integration. Since convergence rates are reduced to those coming from Approximation Theory, and since trial spaces are arbitrary, this also covers various spectral and pseudospectral methods. All of this is illustrated by examples.

[1]  S. Atluri,et al.  A new Meshless Local Petrov-Galerkin (MLPG) approach in computational mechanics , 1998 .

[2]  T. Belytschko,et al.  A review of extended/generalized finite element methods for material modeling , 2009 .

[3]  Burton Wendroff,et al.  The Relation Between the Galerkin and Collocation Methods Using Smooth Splines , 1974 .

[4]  C. D. Boor,et al.  Collocation at Gaussian Points , 1973 .

[5]  Robert Schaback,et al.  Unsymmetric meshless methods for operator equations , 2010, Numerische Mathematik.

[6]  Robert Schaback,et al.  Greedy sparse linear approximations of functionals from nodal data , 2014, Numerical Algorithms.

[7]  Mark A Fleming,et al.  Meshless methods: An overview and recent developments , 1996 .

[8]  Quan Shen Local RBF-based differential quadrature collocation method for the boundary layer problems , 2010 .

[9]  G. Fasshauer Meshfree Methods , 2004 .

[10]  Robert Schaback,et al.  Stability of kernel-based interpolation , 2010, Adv. Comput. Math..

[11]  I. Babuska,et al.  Acta Numerica 2003: Survey of meshless and generalized finite element methods: A unified approach , 2003 .

[12]  Weimin Han,et al.  Error analysis of the reproducing kernel particle method , 2001 .

[13]  D. Braess Finite Elements: Theory, Fast Solvers, and Applications in Solid Mechanics , 1995 .

[14]  Ricardo G. Durán,et al.  Error estimates for moving least square approximations , 2001 .

[15]  E. Kansa,et al.  Exponential convergence and H‐c multiquadric collocation method for partial differential equations , 2003 .

[16]  Guangming Yao,et al.  Assessment of global and local meshless methods based on collocation with radial basis functions for parabolic partial differential equations in three dimensions , 2012 .

[17]  Robert Schaback,et al.  Convergence of Unsymmetric Kernel-Based Meshless Collocation Methods , 2007, SIAM J. Numer. Anal..

[18]  Yazid Abdelaziz,et al.  Review: A survey of the extended finite element , 2008 .

[19]  M. Urner Scattered Data Approximation , 2016 .

[20]  Kurt Jetter,et al.  Error estimates for scattered data interpolation on spheres , 1999, Math. Comput..

[21]  David Levin,et al.  The approximation power of moving least-squares , 1998, Math. Comput..

[22]  Huafeng Liu,et al.  Meshfree particle method , 2003, Proceedings Ninth IEEE International Conference on Computer Vision.

[23]  Robert Schaback,et al.  Error bounds for kernel-based numerical differentiation , 2016, Numerische Mathematik.

[24]  Albert Cohen,et al.  On the Stability and Accuracy of Least Squares Approximations , 2011, Foundations of Computational Mathematics.

[25]  D. Braess BOOK REVIEW: Finite Elements: Theory, fast solvers and applications in solid mechanics, 2nd edn , 2002 .

[26]  Claudio Canuto,et al.  Spectral Methods: Evolution to Complex Geometries and Applications to Fluid Dynamics (Scientific Computation) , 2007 .

[27]  R. Schaback Direct discretizations with applications to meshless methods for PDEs , 2013 .

[28]  Robert Schaback,et al.  Sampling and Stability , 2008, MMCS.

[29]  Not Available Not Available Meshfree particle methods , 2000 .

[30]  Holger Wendland,et al.  Adaptive greedy techniques for approximate solution of large RBF systems , 2000, Numerical Algorithms.

[31]  Marc Duflot,et al.  Meshless methods: A review and computer implementation aspects , 2008, Math. Comput. Simul..

[32]  Robert Schaback,et al.  An Adaptive Greedy Algorithm for Solving Large RBF Collocation Problems , 2004, Numerical Algorithms.

[33]  Ted Belytschko,et al.  A unified stability analysis of meshless particle methods , 2000 .

[34]  J. Melenk On Approximation in Meshless Methods , 2005 .

[35]  Robert Schaback,et al.  On unsymmetric collocation by radial basis functions , 2001, Appl. Math. Comput..

[36]  A. Cheng,et al.  Trefftz and Collocation Methods , 2008 .

[37]  Hua Li,et al.  Meshless Methods and Their Numerical Properties , 2013 .

[38]  S. Atluri The meshless method (MLPG) for domain & BIE discretizations , 2004 .

[39]  Klaus Böhmer,et al.  A nonlinear discretization theory , 2013, J. Comput. Appl. Math..

[40]  Božidar Šarler,et al.  From Global to Local Radial Basis Function Collocation Method for Transport Phenomena , 2007 .

[41]  Sigal Gottlieb,et al.  Spectral Methods , 2019, Numerical Methods for Diffusion Phenomena in Building Physics.

[42]  Robert Schaback,et al.  A computational tool for comparing all linear PDE solvers , 2013, Adv. Comput. Math..

[43]  M. G. Armentano,et al.  Error Estimates in Sobolev Spaces for Moving Least Square Approximations , 2001, SIAM J. Numer. Anal..

[44]  Jiun-Shyan Chen,et al.  Error analysis of collocation method based on reproducing kernel approximation , 2011 .

[45]  J. L. Walsh,et al.  The theory of splines and their applications , 1969 .

[46]  R. Schaback,et al.  Direct Meshless Local Petrov-Galerkin (DMLPG) method: A generalized MLS approximation , 2013, 1303.3095.

[47]  B. Fornberg,et al.  A review of pseudospectral methods for solving partial differential equations , 1994, Acta Numerica.

[48]  Robert Schaback,et al.  Improved error bounds for scattered data interpolation by radial basis functions , 1999, Math. Comput..

[49]  Michael Griebel,et al.  Meshfree Methods for Partial Differential Equations IV , 2005 .

[50]  David Stevens,et al.  The use of PDE centres in the local RBF Hermitian method for 3D convective-diffusion problems , 2009, J. Comput. Phys..

[51]  C. Shu,et al.  Computation of Incompressible Navier-Stokes Equations by Local RBF-based Differential Quadrature Method , 2005 .

[52]  Michael Griebel,et al.  Meshfree Methods for Partial Differential Equations , 2002 .

[53]  Bengt Fornberg,et al.  A practical guide to pseudospectral methods: Introduction , 1996 .

[54]  Gary R. Consolazio,et al.  Finite Elements , 2007, Handbook of Dynamic System Modeling.

[55]  H. Wendland Local polynomial reproduction and moving least squares approximation , 2001 .

[56]  N. S. Barnett,et al.  Private communication , 1969 .

[57]  W. D. Evans,et al.  PARTIAL DIFFERENTIAL EQUATIONS , 1941 .

[58]  E. Kansa Application of Hardy's multiquadric interpolation to hydrodynamics , 1985 .

[59]  R. Schaback,et al.  On Adaptive Unsymmetric Meshless Collocation , 2004 .