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A quasi‐interpolation method for solving stiff ordinary differential equations
Authors:Y C Hon  Zongmin Wu
Abstract:Based on the idea of quasi‐interpolation and radial basis functions approximation, a numerical method is developed to quasi‐interpolate the forcing term of differential equations by using radial basis functions. A highly accurate approximation for the solution can then be obtained by solving the corresponding fundamental equation and a small size system of equations related to the initial or boundary conditions. This overcomes the ill‐conditioning problem resulting from using the radial basis functions as a global interpolant. Error estimation is given for a particular second‐order stiff differential equation with boundary layer. The result of computations indicates that the method can be applied to solve very stiff problems. With the use of multiquadric, a special class of radial basis functions, it has been shown that a reasonable choice for the optimal shape parameter is obtained by taking the same value of the shape parameter as the perturbed parameter contained in the stiff equation. Copyright © 2000 John Wiley & Sons, Ltd.
Keywords:radial basis functions  quasi‐interpolation  stiff differential equations
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