On the selection of a better radial basis function and its shape parameter in interpolation problems

CS Chen, A Noorizadegan, DL Young… - Applied Mathematics and …, 2023 - Elsevier
A traditional criterion to calculate the numerical stability of the interpolation matrix is its
standard condition number. In this paper, it is observed that the effective condition number (κ …

A compact radial basis function partition of unity method

S Arefian, D Mirzaei - Computers & Mathematics with Applications, 2022 - Elsevier
In this work we develop the standard Hermite interpolation based RBF-generated finite
difference (RBF-HFD) method into a new faster and more accurate technique based on …

Data-driven kernel designs for optimized greedy schemes: A machine learning perspective

T Wenzel, F Marchetti, E Perracchione - SIAM Journal on Scientific Computing, 2024 - SIAM
Thanks to their easy implementation via radial basis functions (RBFs), meshfree kernel
methods have proved to be an effective tool for, eg, scattered data interpolation, PDE …

[HTML][HTML] Efficient truncated randomized SVD for mesh-free kernel methods

A Noorizadegan, CS Chen, R Cavoretto… - … & Mathematics with …, 2024 - Elsevier
This paper explores the utilization of randomized SVD (rSVD) in the context of kernel
matrices arising from radial basis functions (RBFs) for the purpose of solving interpolation …

[HTML][HTML] Numerical cubature on scattered data by adaptive interpolation

R Cavoretto, A De Rossi, F Dell'Accio… - … of Computational and …, 2024 - Elsevier
We construct cubature methods on scattered data via resampling on the support of known
algebraic cubature formulas, by different kinds of adaptive interpolation (polynomial, RBF …

[HTML][HTML] Bayesian approach for radial kernel parameter tuning

R Cavoretto, A De Rossi, S Lancellotti - Journal of Computational and …, 2024 - Elsevier
In this paper we present a new fast and accurate method for Radial Basis Function (RBF)
approximation, including interpolation as a special case, which enables us to effectively find …

Adaptive LOOCV-based kernel methods for solving time-dependent BVPs

R Cavoretto - Applied Mathematics and Computation, 2022 - Elsevier
In this article we propose an adaptive algorithm for the solution of time-dependent boundary
value problems (BVPs). To solve numerically these problems, we consider the kernel-based …

Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function-finite difference procedure

NM Ahmed, F Soleymani, RK Saeed - Engineering Analysis with Boundary …, 2024 - Elsevier
The target of this research is to resolve high-dimensional partial differential equations
(PDEs) for multi-asset options, modeled as parabolic time-dependent PDEs. We present a …

[HTML][HTML] Parameter tuning in the radial kernel-based partition of unity method by Bayesian optimization

R Cavoretto, A De Rossi, S Lancellotti… - Journal of Computational …, 2024 - Elsevier
In this paper, we employ Bayesian optimization to concurrently explore the optimal values
for both the shape parameter and the radius in the partition of unity interpolation using radial …

Learning a robust shape parameter for RBF approximation

MH Veiga, FN Mojarrad, FN Mojarrad - arXiv preprint arXiv:2408.05081, 2024 - arxiv.org
Radial basis functions (RBFs) play an important role in function interpolation, in particular in
an arbitrary set of interpolation nodes. The accuracy of the interpolation depends on a …