A study on radial basis function and quasi-Monte Carlo methods

W. Chen; J. He

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A study on radial basis function and quasi-Monte Carlo methods

W. Chen·J. He

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Abstract

The radial basis function (RBF) and quasi Monte Carlo (QMC) methods are two very promising schemes to handle high-dimension problems with complex and moving boundary geometry due to the fact that they are independent of dimensionality and inherently meshless. The two strategies are seemingly irrelevant and are so far developed independently. The former is largely used to solve partial differential equations (PDE), neural network, geometry generation, scattered data processing with mathematical justifications of interpolation theory [1], while the latter is often employed to evaluate high-dimension integration with the Monte Carlo method (MCM) background [2]. The purpose of this communication is to try to establish their intrinsic relationship on the grounds of numerical integral. The kernel function of integral equation is found the key to construct efficient RBFs. Some significant results on RBF construction, error bound and node placement are also presented. It is stressed that the RBF is here established on integral analysis rather than on the sophisticated interpolation and native space analysis.

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W. Chen, J. He. 2002-07-26. A study on radial basis function and quasi-Monte Carlo methods. https://arxiv.org/abs/math/0207247

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