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INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

Int. J. Numer. Meth. Engng 2005; 63:15131529

Published online 22 March 2005 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/nme.1318
(LMQDQ) method through numerical experiments
H. Ding
1
, C. Shu
1, ,
and D. B. Tang
2
1
Department of Mechanical Engineering, National University of Singapore, 10 Kent Ridge Crescent,
Singapore 117576, Singapore
2
Department of Aerodynamics, Nanjing University of Aeronautics and Astronautics, 29 Yudao Jie,
Nanjing 210016, Peoples Republic of China
SUMMARY
based differential quadrature (LMQDQ) method. Radial basis function is different from the polynomial
approximation, in which Taylor series expansion is not applicable. So, the present analysis is performed
through the numerical solution of Poisson equation. It is known that the approximation error of
LMQDQ method depends on three factors, i.e. local density of knots h, free shape parameter c and
number of supporting knots n
s
. By numerical experiments, their contribution to the approximation
error and correlation were studied and analysed in this paper. An error estimate O((h/c)
n
) is
thereafter proposed, in which n is a positive constant and determined by the number of supporting
knots n
s
. Copyright 2005 John Wiley & Sons, Ltd.
1. INTRODUCTION
In the past decades, the interpolation theory of radial basis function (RBF) has undergone
intensive research, and nowadays RBF plays an increasingly important role in the eld of
reconstructing functions from multivariate scattered data. In general, the interpolation theory
of RBF can be described as follows: if an unknown function f (x) is only known at a nite set
of centres x
i
, i =1, . . . , N, the approximation of a function f (x) can be written as a linear
combination of N radial basis functions
f (x)

=
N

j=1

j
(x x
j

2
) + (x) (1)

Correspondence to: C. Shu, Department of Mechanical Engineering, National University of Singapore, 10 Kent
Ridge Crescent, Singapore 117576, Singapore.

E-mail: mpeshuc@nus.edu.sg
Revised 16 August 2004

2005 John Wiley & Sons, Ltd. Accepted 11 November 2004
1514 H. DING, C. SHU AND D. B. TANG
where s are coefcients to be determined, the radial basis function and the additional
polynomial.
The success of RBF interpolant is due to its excellent performance. In 1982, based on
numerical experiments, Franke  gave a comprehensive review on the interpolation methods
for scattered data. From the numerical tests, he found that RBFs performed better than other
tested methods regarding accuracy, stability, efciency, memory requirement, and simplicity
of implementation. Among the tested RBFs, multiquadrics (MQ) yields the most accurate
results. Madych et al.  have shown that the MQ interpolation scheme converges faster
as the partial dimension increases, and converges exponentially as the density of the nodes
increases.
It is known that a good interpolation scheme has great potential for solving partial differential
equations (PDEs). Kansa [3, 4] made the rst attempt to apply RBFs to solve PDEs. Since then,
motivated by attractive properties of RBFs such as high convergence order and naturally mesh-
free, more and more researchers cast their sights on the implementation of RBFs in PDE solvers
and enjoyed considerable successes. Fasshauer  proposed an alternate method based on the
Hermite RBFs, which can generate symmetric coefcient matrix and guarantee the solvability of
the related linear equations. Cheng et al.  presented a so-called H-c multiquadric collocation
method, which showed exponential convergence by numerical experiments. It is known that
RBF approximation tends to degrade in the boundary neighbouring regions. In this regard,
Chen  proposed a new RBF collocation approach based on Kansas method to improve
the solution accuracy near the boundary. Wu  gave the convergence proofs for the use of
RBF HermiteBirkhoff in solving PDEs. Schaback et al.  provided an error bound for the
RBF-based collocation method. Other great contributions in using RBFs to solve PDEs include
the work of Fornberg , Hon and Wu , Chen and Hon , Chen and Tanaka ,
Chen et al. .
In the previous studies, radial basis functions are usually used in the collocation technique
to solve PDEs in a global manner. In other words, the support of every node covers the
whole domain. Consequently, the system of linear equations arising from the collocation method
usually has very large condition number, and becomes increasingly ill-conditioned as the number
of nodes increases. Therefore, when complex problems are confronted and a large number of
collocation nodes are required to catch the physical details, the problem of ill-conditioning is
almost unavoidable. In this sense, the pure global collocation method is difcult to be applied for
practical problems. To remove the drawbacks mentioned above, Kansa and Hon  proposed
a domain decomposition method, which can reduce many orders of magnitude of the condition
number of resultant matrix. For the same reason, Shu et al.  proposed a local RRF-
based differential quadrature (LRBFDQ) method. The method can be employed with a large
number of nodes and requires no extra effort on the division of the computational domain.
It has been proved to be a robust and effective method by solving buoyancy-driven natural
convection problem . However, due to the lack of theoretical analysis, there is no error
estimate available for this method to date. The objective of this paper is to present a prior
error estimate for the derivative approximation by LRBFDQ method. The performed analysis of
error estimate is based on the numerical experiments. This is because the conventional Taylor
series expansion for error estimate used in the nite difference scheme is not applicable in
the RBF approximation. At this time, the theoretical error analysis for derivative approximation
by RBF is not available.
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1515
Due to its excellent performance in function interpolation, multiquadric RBF is selected from
the RBFs available to date as the base functions in LRBFDQ method. In other words, LMQDQ
method is investigated in the present study.
It is well-known that, for the multiquadric interpolation scheme, the accuracy of solution can
be improved, either by rening the local density of points h, or by increasing the free shape
parameter c. In the experimental tests of Reference , the number of supporting points also
shows great inuence in the convergence rate of solution. In this paper, we mainly concentrate
on the determination of the contributions of these three factors to the approximation error
and their correlations. The numerical experiments are carried out in the solution of Poisson
equation with Dirichlet boundary condition. Based on the experimental observations, we found
that the accuracy improvement of the solution is highly related to the three factors. Moreover,
numerical tests indicated that the dependence of solution accuracy on the three factors has
some regular patterns. An error estimate for the derivative approximation by LMQDQ method
is then provided.
2. METHODOLOGY
In this section, a short summary of multiquadric radial basis function and its theoretical
error estimate in function interpolation was provided, then followed by a brief introduction
of LMQDQ method.
2.1. Multiquadric RBF and its error estimate in function interpolation
Multiquadric RBF was proposed by Hardy  for the interpolation of topographical surfaces.
It has very simple mathematical form as
(r) =
_
r
2
+ c
2
, c > 0 (2)
where c is a shape parameter, and given by the practitioners.
It is noted that the shape parameter or free parameter c contained plays a very important
role in the multiquadric formulation. Its value determines the fundamental shape of the basis
function. When the value of shape parameter is small, the resulting multiquadric radial basis
function has a cone-like shape. With increasing of the shape parameter, the peak of the cone
gradually becomes more and more at. Moreover, the value of c also greatly affects the
accuracy of the multiquadric interpolation scheme. The larger the shape parameter, the smaller
the approximation error. However, in practice, the multiquadric RBF approximation suffers
from a trade-off principle, i.e. one can adjust the parameter c to improve the accuracy of
multiquadric approximation with the price of getting more and more ill-conditioned coefcient
matrix. From the viewpoint of invertibility of the MQ coefcient matrix, the condition number
is therefore considered as an important factor in determining the optimal shape parameter. The
trade-off principle was initially observed in the multivariate interpolation process for scattered
data, however, it also occurs in the numerical solution of PDEs [3, 4].
The superior accuracy of multiquadric RBF exhibited in the function approximation is
also conrmed by the theoretical analysis of convergence error. Considering a regular
function, Madych and Nelson  provided an error estimate for the multiquadric interpolation
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1516 H. DING, C. SHU AND D. B. TANG
incorporated the shape parameter as O(e
ac

c/h
), where a is a positive constant. For the RBF-
based numerical scheme, Wu  provided the convergence proof that the convergence order is
of O(h
d+1
), where h is the density of the collocation points and d is the spatial dimension.
In this study, we attempt to establish an error estimate for the LMQDQ method by numerical
experiments.
2.2. Derivative approximation by LMQDQ
As its name implies, the LMQDQ method is based on the multiquadric RBFs and differential
quadrature (DQ) technique. The concept of DQ was rst proposed by Bellman et al.  to
approximate the derivative of a smooth function. From the viewpoint of derivative approxima-
tion, the essence of the DQ method is that the partial derivative of any dependent variable can
be approximated by a weighted linear sum of functional values at all discrete points along one
co-ordinate. In other words, the DQ approximation of the mth order derivative of a function
f (x) at x
i
can be expressed as
*
m
f
*x
m

x=x
i
=
N

j=1
w
(m)
i, j
f (x
j
), i = 1, 2, . . . , N (3)
where x
j
are the co-ordinates of discrete points in the domain. f (x
j
) and w
(m)
i, j
are the function
values at these points and the related weighting coefcients.
In the LMQDQ method, we localize the DQ approximation, and extend it to the multi-
dimensional case. Thus, Equation (3) in LMQDQ method is changed to
*
m
f
*x
m
k

x=x
i
=
n
s

j=1
w
(mk)
i, j
f
j
, i = 1, 2, . . . , N (4)
where k is the dimension, n
s
is the number of supporting points in the local support of node
i, which may vary at different nodes for the real world computation. In this study, it is a
xed number so that we can investigate the dependence of solution accuracy on it. It should
be noted that the subscript i represents the global node index while j the local index in the
support of node i.
To determine the weighting coefcients w
(m)
i, j
in Equation (4), a set of base functions are
required. In the present LMQDQ method, multiquadric radial basis function is chosen as the
base function.
Substituting the set of radial basis functions into Equation (4), the determination of cor-
responding coefcients for the rst-order derivative at the reference point x
i
or node i is
equivalent to solving the following linear equations:
*
k
(x
i
)
*x
=
n
s

j=1
w
(1x)
i, j

k
(x
j
) k = 1, 2, . . . , n
s
(5)
For simplicity, the notation
k
(x) is adopted to replace (x, x
k
) in Equation (1).
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1517
The above equations can be rewritten in the matrix form
_
_
_
_
_
_
_
_
_
_
_
_
_
*
1
(x
i
)
*x
*
2
(x
i
)
*x
.
.
.
*
n
s
(x
i
)
*x
_

_
. ,, .
_
_
_
*(x
i
)
*x
_
_
_
=
_
_
_
_
_
_
_

1
(x
1
)
1
(x
2
)
1
(x
n
s
)

2
(x
1
)
2
(x
2
)
2
(x
n
s
)
.
.
.
.
.
.
.
.
.
.
.
.

n
s
(x
1
)
n
s
(x
2
)
n
s
(x
n
s
)
_

_
. ,, .
[A]
_
_
_
_
_
_
_
_
_
w
(1x)
i, 1
w
(1x)
i, 2
.
.
.
w
(1x)
i, n
s
_

_
. ,, .
{w}
i
(6)
Clearly, there exists a unique solution only if the collocation matrix [A] is non-singular.
The non-singularity of the collocation matrix [A] depends on the properties of used RBFs.
Micchelli  proved that matrix [A] is conditionally positive denite for MQRBFs. This fact
cannot guarantee the non-singularity of matrix [A]. Hon and Schaback  showed that cases
of singularity are quite rare, and not serious objection to a valuable numerical technique.
Therefore, the coefcient vector {w}
i
can be obtained by
{w}
i
= [A]
1
_
*(x
i
)
*x
_
(7)
Then, the coefcient vector {w}
i
can be used to approximate the rst-order derivative in the x
direction for any unknown smooth function at node i. The calculation of weighting coefcients
for other derivatives can follow the same procedure.
From the procedure of DQ approximation of derivatives, it can be observed that the weighting
coefcients are only dependent on the selected RBFs and the distribution of the supporting
points in the local support. During the period of numerical simulation, they are only computed
once, and stored for all numerical discretization. Once the coefcients are computed, they will
be stored and used to discretize the partial differential equation in a similar manner as in the
traditional nite difference method. It should be noted that the computed coefcients can be
consistently well applied to linear and non-linear problems. Therefore, it is very convenient to
use LMQDQ method to solve complex non-linear problems such as NavierStokes equations in
uid mechanics. From the above, we can also see that the implementation of LMQDQ method
is very simple and straightforward.
2.3. Determination of local support for interior nodes
As discussed in the previous section, the derivative approximation at each interior node is
performed within its local support. Therefore, the local support of interior nodes must be
determined and prepared before doing numerical discretization. In this section, three concrete
approaches used to determine the local support for each interior node are briey described.
The most common approach is that the practitioner provides the shape and size of the local
support explicitly. For example, the local support can be a circle in two-dimension and a sphere
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1518 H. DING, C. SHU AND D. B. TANG
Reference knot
Supporting knots
Non-supporting knots
Figure 1. Supporting knots around a reference knot.
in three-dimension, i.e. for a central node i, its local support is dened as
S
i
= {j : 0 < x
j
x
i

2
< r
i
} (8)
where r
i
is the radius of the circle or sphere, and represents the size of the local support.
A two-dimensional local support of this type is shown in Figure 1. The second approach restricts
the number of supporting points within the local support to a given value. The supporting points
are chosen by its distance to the central node, and the nearer one has higher priority. These
two approaches work well when the nodes in the domain are uniformly distributed or the local
density of nodes varies smoothly. However, when the nodes are unevenly distributed locally,
these two methods may not be appropriate anymore. For example, when the nodes in the
domain have a track-like distribution, these two approaches will capture too many supporting
points in one direction and not enough in the others. The third approach can optimize the
choice of local support by implementing local Delaunay triangulation among the points which
surround the interior node x
i
. However, this method requires much more computational effort as
compared with the rst and second methods. In the present study, since the nodes are uniformly
distributed and the number of supporting points is considered as one important factor for the
error estimate in LMQDQ method, the second approach is adopted to determine the region of
local support.
2.4. Solution procedure of LMQDQ method
The general solution procedure of LMQDQ method for the PDEs is shown below:
(1) set up the node distribution in the domain;
(2) determine the local support for the interior nodes;
(3) calculate the weighting coefcients for the related derivatives in the partial differential
equations at the interior nodes;
(4) discretize the partial differential equations with the computed weighting coefcients;
(5) solve the resultant algebraic equations.
For the treatment of boundary conditions involved with derivatives, there are two approaches
to discretize the derivatives. The rst approach is that one can calculate the corresponding
weighting coefcients on the boundary nodes similar to the interior node. This approach has
the advantage of consistent discretization as the interior node, but suffers from the decrease of
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1519
accuracy due to the biased support. The second approach is to generate so-called locally orthog-
onal grids around the boundaries, then discretize the derivatives by one-side nite difference
schemes. For more details of this approach, one can refer to Reference .
3. NUMERICAL RESULTS AND DISCUSSION
3.1. Numerical experiments
In this section, numerical experiments are carried out by solving a sample problem to study
the convergence properties of LMQDQ method. In the present study, we restrict ourselves to
two-dimensional Poisson equation in a unit square domain (0 x 1, 0 y 1).
The governing equation is
*
2
u
*x
2
+
*
2
u
*y
2
= f (x, y) (9)
The Dirichlet condition presents on all the four boundaries, i.e. u
boundary
= u
exact
. The source
function f (x, y) on the right side of Equation (9) is determined from the given analytical
solution, which is also used to measure the numerical error. Relative error is taken to measure
the accuracy of numerical results, which is dened as
=
_
N

i=1
(u
num
u
exact
)
2
_
N

i=1
(u
exact
)
2
(10)
To investigate the solution dependence of LMQDQ method, four functions are selected as the
analytical solutions of above Poisson equation. They are specied as follows:
u
1
=0.75 exp
_

(9x 2)
2
+ (9y 2)
2
4
_
+ 0.75 exp
_

(9x + 1)
2
49

9y + 1
10
_
+0.5 exp
_

(9x 7)
2
+ (9y 3)
2
4
_
0.2 exp((9x 4)
2
(9x 7)
2
)
u
2
=
_
1
x
2
_
6
_
1
y
2
_
6
+ 1000(1 x)
3
x
3
(1 y)
3
y
3
+ y
6
_
1
x
2
_
6
+ x
6
_
1
y
2
_
6
u
3
=sin(x) sin(y)
u
4
=x
2
+ y
2
(11)
The four functions are displayed in Figure 2. Among them, function u
1
is taken from Franke 
and function u
2
is taken from Lyche et al. . Functions u
3
and u
4
are provided by
the authors.
In principle, LMQDQ method can be implemented on scattered nodes and requires no mesh.
However, in the present study, we aim to study the effect of mesh size, shape parameter and
number of supporting points on the numerical error. The use of non-uniform mesh may not be
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1520 H. DING, C. SHU AND D. B. TANG
0
0.2
0.4
0.6
0.8
1
u
0
0.2
0.4
0.6
0.8
1
u
0
0.25
0.5
0.75
1
x
0
0.2
0.4
0.6
0.8
1
y
0
0.2
0.4
0.6
0.8
1
y
X
Y
Z
X
Y
Z
0
0.2
0.4
0.6
0.8
1
x
0
0.2
0.4
0.6
0.8
1
u
0
0.25
0.5
0.75
1 x
0
0.2
0.4
0.6
0.8
1
y
X
Y
Z
0
0.2
0.4
0.6
0.8
1
u
0
0.25
0.5
0.75
1
x
0
0.2
0.4
0.6
0.8
1
y
X
Y
Z
(a) (b)
(d) (c)
Figure 2. Perspective view of solution functions: (a) function 1 (u
1
); (b) function 2 (u
2
);
(c) function 3 (u
3
); and (d) function 4 (u
4
).
appropriate because in this case, the mesh spacing is different at different locations. Therefore,
the two-dimensional Poisson equation is solved on the uniform mesh in the present work.
Employing the weighting coefcients for the second-order derivatives to discretize the Poisson
equation (9) at an interior node i, gives
N
i

j=1
(w
2x
i, j
+ w
2y
i, j
)u
j
= f
i
(12)
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1521
h
e
r
r
o
r
0.01 0.015 0.02 0.025
10
-4
10
-3
function 1
function 2
function 3
function 4
Slope=3.7
Figure 3. Convergence rate of relative error versus mesh size h.
where w
2x
i, j
and w
2y
i, j
denote the weighting coefcients at node i associated with the second-
order derivatives in the x and y directions, respectively. The subscript i represents the global
node index while j is the local node index in the support of node i. To solve this linear and
sparse system of algebraic equations, successive over-relaxation (SOR) iteration method is used
in this study. The convergence criterion is set to 10
8
, which is considered small enough to
obtain the converged solution.
3.2. Numerical error versus mesh size h
To study the convergence rate of relative error versus the mesh size h, ve uniform meshes
are employed, i.e. 41 41, 61 61, 81 81 and 101 101. The value of shape parameter c
is chosen as 0.15, and the number of supporting points for each interior node is xed to 18.
The solutions are illustrated in Figure 3 in the form of relative error versus mesh size h
in the loglog scale.
It can be observed in Figure 3 that the numerical errors for all the four cases are straight lines
and parallel to each other. This implies that LMQDQ method accomplishes so-called super-
convergence, i.e. an error estimate of O(h
n
). Moreover, the same convergence rate shown by
all the four cases indicates that the convergence rate with respect to mesh size h is independent
on the solution function.
3.3. Numerical error versus shape parameter c
The numerical experiments of testing the convergence property with respect to shape parameter c
are carried out on a uniform mesh of 41 41. The number of supporting points within the
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1522 H. DING, C. SHU AND D. B. TANG
Shape parameter c
E
r
r
o
r
0.1 0.2 0.3 0.4
10
-5
10
-4
10
-3
10
-2
10
-1
function 1
function 2
function 3
function 4
slope=3.75
Figure 4. Convergence rate of relative error versus shape parameter c.
local support of each interior node is also restricted to 18. The value of shape parameter c
ranges from 0.05 to 0.45. The numerical solutions are illustrated in Figure 4 in the form of
versus shape parameter c in the loglog scale.
It is interesting to see in Figure 4 that in general, the numerical solutions show a super
convergence as the value of shape parameter c increases. However, for the four different
solution functions, the plotted lines are not parallel to each other, especially when the shape
parameter c has a large value. It implies that the convergence rate with respect to shape
parameter is sensitive to the solution functions within a certain range of shape parameter.
However, it can also be observed from Figure 4 that among the solution functions, functions 3
and 4 keep parallel pattern within the whole range of tested shape parameters. The functions 3
and 4 are the trigonometric and polynomial functions, respectively. As observed from Figure 2,
they are of less complexity as compared with functions 1 and 2 in terms of functional variation.
It indicates that the convergence rate of solution functions of less complexity may have less
variation in amplitude. Approximately, a convergence rate of 3.75 is estimated with respect to
shape parameter c, as shown by the dash-dot line in Figure 4. Since the optimization of shape
parameter c needs no additional computation cost and can improve the accuracy of solution, it
is one of the reasons to explain why the MQ-based methods are so attractive in solving PDEs.
On the other hand, it may be a risky factor in the practical applications due to the fact that it
is an arbitrary number.
3.4. Numerical error versus number of supporting points
The study of accuracy variation with different number of supporting points is carried out on a
uniform mesh of 41 41. Similar to the test of mesh size h, the value of shape parameter c
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1523
Number of supporting points
E
r
r
o
r
10 15 20 25 30
10
-4
10
-3
10
-2
function 1
function 2
function 3
function 4
Figure 5. Relative error versus number of supporting points.
is xed to 0.2. The number of supporting points within the local support of each interior
node varies from 9 to 30. The numerical solutions are shown in Figure 5 in the form of
relative error norm versus number of supporting points. From Figure 5, it can be seen that,
when the number of supporting points is increased, in general, the accuracy of solutions is
gradually improved. However, the relative error is not going down smoothly as the number
of supporting point increases. Two jumps of relative error are observed in the plot, and they
divide the convergence lines into three regimes, which can be described by the number of
supporting points: n
s
< 11, 12 n
s
25 and n
s
28. In each regime, the relative error shows
slight variation and the numerical solution can be considered to have the similar accuracy.
From Figure 5, all the four solution functions also show the similar tendency of convergence
as the number of supporting points increases. It implies that the contribution of the number of
supporting points to the accuracy is independent of solution function. This is a very interesting
phenomenon, which is in line with polynomial approximation. We will give a detailed discussion
3.5. Relationships between numerical error and three factors
In order to estimate the approximation error, it is necessary to understand the relationships
between the numerical error and the three factors. To fulll this goal, numerical experiments
are designed in such a manner that one factor is xed and the other two are variable. Then,
from the corresponding variation of relative error, we can investigate the correlation of two
variable factors.
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1524 H. DING, C. SHU AND D. B. TANG
h
E
r
r
o
r
0.015 0.02 0.025
h
0.015 0.02 0.025
10
-5
10
-4
10
-3
10
-2
c=0.05
c=0.10
c=0.15
c=0.18
c=0.20
c=0.22
c=0.05
c=0.10
c=0.15
c=0.18
c=0.20
c=0.22
c=0.05
c=0.10
c=0.15
c=0.18
c=0.20
c=0.22
h
0.015 0.02 0.025
h
0.015 0.02 0.025
10
-5
10
-4
10
-3
10
-2
c=0.05
c=0.10
c=0.15
c=0.18
c=0.20
c=0.22
E
r
r
o
r
10
-4
10
-3
10
-2
10
-1
E
r
r
o
r
E
r
r
o
r
10
-6
10
-5
10
-4
10
-3
10
-2
(a) (b)
(d) (c)
Figure 6. Convergence rate of relative error versus mesh size for various shape parameter c:
(a) function 1 (u
1
); (b) function 2 (u
2
); (c) function 3 (u
3
); and (d) function 4 (u
4
).
3.5.1. Dependence of numerical error on shape parameter and mesh size. To study the depen-
dence of numerical error on the shape parameter c and mesh size h, the number of supporting
points is xed at 16. The numerical solutions are shown in Figures 6(a)(d) for the four
solution functions, respectively. In each gure, the numerical results are plotted in the form
of relative error versus mesh size in the loglog scale and a group of convergence lines are
drawn according to the same value of shape parameter. The mean values of convergence rate of
relative error versus the mesh size h are listed in Table I. From Figures 6(a)(d), it is obviously
observed that the symbols representing the accuracy of solution with the same shape parameter
c are in perfect alignment, especially for the cases using large value of c. It is also clear to
see that the lines standing for different shape parameters are parallel to each other. In other
words, they have the same convergence rate. This can also be conrmed by the mean value
of convergence rate listed in Table I. Therefore, from the viewpoint of convergence rate, we
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1525
Table I. Mean value of convergence rate with number of
supporting points n
s
= 18.
Solution functions
Shape parameter u
1
u
2
u
3
u
4
c = 0.05 2.92 2.75 2.79 2.92
c = 0.10 3.48 3.33 3.40 3.49
c = 0.15 3.68 3.61 3.68 3.72
c = 0.18 3.74 3.70 3.76 3.78
c = 0.20 3.76 3.74 3.79 3.81
c = 0.22 3.77 3.76 3.79 3.83
Table II. Mean value of convergence rate with shape
parameter c = 0.12.
Solution functions
Number of
supporting points u
1
u
2
u
3
u
4
n
s
= 6 1.87 1.88 1.86 1.96
n
s
= 8 1.84 1.88 1.85 1.87
n
s
= 12 3.65 3.67 3.66 3.69
n
s
= 20 3.56 3.57 3.56 3.53
n
s
= 24 3.54 3.56 3.56 3.52
n
s
= 30 4.92 4.82 4.97 4.94
n
s
= 34 4.99 4.77 4.99 4.97
can say that the contributions of shape parameter c and mesh size h are utterly independent.
From Table I, it can be seen that the convergence rates for the different solution function with
various shape parameter c almost have the same value (3.7), which conrms our previous
nding for the convergence property with respect to mesh size h, i.e. the convergence rate with
respect to mesh size h is independent of the solution function.
3.5.2. Relationship between numerical error, mesh size and number of supporting points. For
the investigation of relationship between the numerical error, the number of supporting points n
s
and the mesh size h, the value of shape parameter c is xed at 0.12, which is suitable for all
the cases considered. The numerical solutions are illustrated in Figures 8(a)(d) in the form
of relative error versus h in the loglog scale. The corresponding mean values of convergence
rate are listed in Table II.
Comparing LMQDQ with the traditional nite element method, we can see that the number
of supporting points plays a similar role as the collocation points in the nite element method.
In the nite element method, the use of more collocation points means implementation of higher
order polynomials for function approximation. In the LMQDQ method, the number of supporting
points equals to the number of MQ RBFs used for function approximation. It is known that a
polynomial interpolant of degree k requires (k+1)(k+2)/2 collocation points in two-dimensional
function approximation, and achieves an accuracy of O(h
k(m+n)+1
) for a partial derivative
*
m+n
u/*x
m
*y
n
. Taking the second-order derivative as an example, we can see that the second
order of accuracy (k = 4, m = 2, n = 0 or k = 4, m = 0, n = 2) requires 15 collocation
points, while the third order of accuracy (k = 5, m = 2, n = 0 or k = 5, m = 0, n = 2)
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1526 H. DING, C. SHU AND D. B. TANG
requires 21 collocation points. This implies that when the number of collocation points is
increased from 15 to 20, the order of accuracy for the numerical results cannot be improved,
which keeps the second order. Only when the number of collocation points is increased to
21, the accuracy of numerical results can be improved to the third order. For the LMQDQ
method, we cannot apply the Taylor series expansion to do theoretical analysis. However, it
is interesting to see whether the above feature can be held by the LMQDQ method from the
numerical experiment. Our numerical results do show a similar feature for the LMQDQ method.
It can be observed from Figures 7(a)(d) that the convergence lines can be classied into
three groups by the value of slope, with the number of supporting points ranging from 6 to 30.
Specically, the convergence rate is approximately 1.9 for the scheme with 6 and 8 supporting
points, 3.6 for the scheme with 12, 20, and 24 supporting points, and 4.9 for the scheme with
30 and 34 supporting points. Therefore, an error estimate with respect to the mesh size h and
the number of supporting points can be written as
O(h
n
) and n
_

_
1.9 for 6 n
s
9
3.6 for 9 < n
s
27
4.9 for 27 < n
s
34
h
E
r
r
o
r
0.015 0.02 0.025
h
0.015 0.02 0.025
10
-4
10
-3
10
-2
h
0.015 0.02 0.025
h
0.015 0.02 0.025
10
-4
10
-3
10
-2
E
r
r
o
r
10
-4
10
-3
10
-2
E
r
r
o
r
E
r
r
o
r
10
-4
10
-3
10
-2
(a) (b)
(d) (c)
Figure 7. Convergence rate of relative error versus mesh size for various number of supporting points:
(a) function 1 (u
1)
; (b) function 2 (u
2
); (c) function 3 (u
3
); and (d) function 4 (u
4
).
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
ERROR ESTIMATES OF LMQDQ METHOD 1527
The above results are in line with the analysis of polynomial approximation. The accuracy
of numerical results can be greatly improved at some critical number of supporting points.
The above results also reveal that LMQDQ method has a similar convergence rate as the
nite element method associated with polynomial approximation if using the same number of
supporting points. From Table II, it can be seen that the convergence rates are independent of
solution functions.
3.5.3. Relationship between numerical error, shape parameter and number of supporting points.
The relationship between the numerical error, the number of supporting points n
s
and the shape
parameter c is studied on the mesh of 4141, i.e. mesh size h equals to 0.025. The numerical
solutions are illustrated in Figures 8(a)(d) in the form of relative error versus shape parameter
in the loglog scale. The corresponding mean values of convergence rate are listed in Table III.
From Figures 8(a)(d), it is clear that the convergence lines for various number of supporting
points are very similar to those in Figures 7(a)(d), i.e. the convergence lines can be classied
into three groups with respect to the slope. Moreover, the critical numbers of supporting points,
which indicate the changing of convergence rate, also coincide with those in the number of
supporting points versus mesh size. From the comparison of Tables II and III, it can be ob-
served that regardless of difference between shape parameter and mesh size, the convergence
rates for the same number of supporting points are approximately the same. It implies that the
number of supporting points has similar effects either on the mesh size h or the shape pa-
rameter c. However, it can also be seen from Figures 8(a)(d) that different solution functions
may experience different convergence rate when a large value of shape parameter c is used.
In summary, from the performed numerical experiments, we can see that the accuracy of nu-
merical solutions can be improved either by increasing the value of shape parameter or rening
the mesh size, and their contributions are utterly independent. The use of large number of sup-
porting points may not directly lead to the accuracy improvement in some cases. Instead, it can
improve the convergence rate. Based on the experimental observation, an error estimate can then
be established for the discretization error of Poisson equation using LMQDQ method as follows:
O((h/c)
n
) and n
_

_
1.9 for 6 n
s
9
3.6 for 9 < n
s
27
4.9 for 27 < n
s
34
4. CONCLUSIONS
In this paper, an error estimate is provided for the numerical solution of Poisson equation using
LMQDQ method. The error estimate is based on the numerical experiments on the uniform
meshes. Three factors, i.e. mesh size, shape parameter and number of supporting points which
may determine the accuracy of numerical solutions, are numerically investigated. It has been
observed that the accuracy of numerical solutions can be improved either by increasing the
value of shape parameter or rening the mesh size, and their contributions to the accuracy
improvement are utterly independent. We also found that, although the use of large number
of supporting points may not directly lead to the accuracy improvement in some cases, it can
Copyright 2005 John Wiley & Sons, Ltd. Int. J. Numer. Meth. Engng 2005; 63:15131529
1528 H. DING, C. SHU AND D. B. TANG
Shape parameter c
E
r
r
o
r
E
r
r
o
r
0.1 0.2 0.3
Shape parameter c
0.1 0.2 0.3
Shape parameter c
0.1 0.2 0.3
Shape parameter c
0.1 0.2 0.3
10
-5
10
-4
10
-3
10
-2
E
r
r
o
r
10
-5
10
-4
10
-3
10
-2
10
-4
10
-3
10
-2
10
-1
E
r
r
o
r
10
-5
10
-4
10
-3
10
-2
(a) (b)
(d) (c)
Figure 8. Convergence rate of relative error versus shape parameter c for various number of supporting
points: (a) function 1 (u
1
); (b) function 2 (u
2
); (c) function 3 (u
3
); and (d) function 4 (u
4
).
Table III. Mean value of convergence rate with mesh
size h = 0.025.
Solution functions
Number of
supporting points u
1
u
2
u
3
u
4
n
s
= 6 2.14 1.68 1.82 1.91
n
s
= 8 2.15 1.85 1.75 1.76
n
s
= 12 3.77 3.38 3.60 3.61
n
s
= 17 3.73 3.12 3.41 3.63
n
s
= 20 3.90 3.04 3.41 3.50
n
s
= 24 3.66 3.08 3.35 3.41
n
s
= 28 5.18 4.41 4.41 4.30
n
s
= 34 5.05 4.60 4.49 4.56
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