Multiquadrics—A scattered data approximation scheme with applications to computational fluid-dynamics—II solutions to parabolic, hyperbolic and elliptic partial differential equations

Abstract

This paper is the second in a series of investigations into the benefits of multiquadrics (MQ). MQ is a true scattered data, multidimensional spatial approximation scheme. In the previous paper, we saw that MQ was an extremely accurate approximation scheme for interpolation and partial derivative estimates for a variety of two-dimensional functions over both gridded and scattered data. The theory of Madych and Nelson shows for the space of all conditionally positive definite functions to which MQ belongs, a semi-norm exists which is minimized by such functions. In this paper, MQ is used as the spatial approximation scheme for parabolic, hyperbolic and the elliptic Poisson's equation. We show that MQ is not only exceptionally accurate, but is more efficient than finite difference schemes which require many more operations to achieve the same degree of accuracy.