Direct solution of ill-posed boundary value problems by radial basis function collocation method

Abstract

Numerical solution of ill-posed boundary value problems normally requires iterative procedures. In a typical solution, the ill-posed problem is first converted to a well-posed one by assuming the missing boundary values. The new problem is solved by a conventional numerical technique and the solution is checked against the unused data. The problem is solved iteratively using optimization schemes until convergence is achieved. The present paper offers a different procedure. Using the radial basis function collocation method, we demonstrate that the solution of certain ill-posed problems can be accomplished without iteration. This method not only is efficient and accurate, but also circumvents the stability problem that can exist in the iterative method. Copyright © 2005 John Wiley & Sons, Ltd.