222 research outputs found
Reconstruction of density functions by sk-splines
Reconstruction of density functions and their characteristic functions by
radial basis functions with scattered data points is a popular topic in the
theory of pricing of basket options. Such functions are usually entire or admit
an analytic extension into an appropriate tube and "bell-shaped" with rapidly
decaying tails. Unfortunately, the domain of such functions is not compact
which creates various technical difficulties. We solve interpolation problem on
an infinite rectangular grid for a wide range of kernel functions and calculate
explicitly their Fourier transform to obtain representations for the respective
density functions
Enhancing SPH using moving least-squares and radial basis functions
In this paper we consider two sources of enhancement for the meshfree
Lagrangian particle method smoothed particle hydrodynamics (SPH) by improving
the accuracy of the particle approximation. Namely, we will consider shape
functions constructed using: moving least-squares approximation (MLS); radial
basis functions (RBF). Using MLS approximation is appealing because polynomial
consistency of the particle approximation can be enforced. RBFs further appeal
as they allow one to dispense with the smoothing-length -- the parameter in the
SPH method which governs the number of particles within the support of the
shape function. Currently, only ad hoc methods for choosing the
smoothing-length exist. We ensure that any enhancement retains the conservative
and meshfree nature of SPH. In doing so, we derive a new set of
variationally-consistent hydrodynamic equations. Finally, we demonstrate the
performance of the new equations on the Sod shock tube problem.Comment: 10 pages, 3 figures, In Proc. A4A5, Chester UK, Jul. 18-22 200
Stable multispeed lattice Boltzmann methods
We demonstrate how to produce a stable multispeed lattice Boltzmann method
(LBM) for a wide range of velocity sets, many of which were previously thought
to be intrinsically unstable. We use non-Gauss--Hermitian cubatures. The method
operates stably for almost zero viscosity, has second-order accuracy,
suppresses typical spurious oscillation (only a modest Gibbs effect is present)
and introduces no artificial viscosity. There is almost no computational cost
for this innovation.
DISCLAIMER: Additional tests and wide discussion of this preprint show that
the claimed property of coupled steps: no artificial dissipation and the
second-order accuracy of the method are valid only on sufficiently fine grids.
For coarse grids the higher-order terms destroy coupling of steps and
additional dissipation appears.
The equations are true.Comment: Disclaimer about the area of applicability is added to abstrac
An open problem concerning Fourier transforms of radial functions in Euclidean space and on spheres
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