Convergence of Stationary RBF-schemes for the numerical solution of evolution equations

Baxter, Brad J.C. and Brummelhuis, R. (2019) Convergence of Stationary RBF-schemes for the numerical solution of evolution equations. arXiv.

Abstract

In this paper we establish convergence rates for semi-discrete stationary RBF schemes for the classical heat equation and, more generally, for a large class of translation invariant pseudo-differenti al evolution equations which include the fractional heat equation and the Kolmogorov-Fokker-Planck equations of Levy processes (under natural conditions on the Levy measure), but also hyperbolic equations such as the half-wave equation.

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