Development of RBF-DQ method for derivative approximation

and its application to simulate natural convection in concentric annuli

Y. L. Wu, C. Shu
Abstract The radial basis functions (RBFs) have been
proven to have excellent properties for interpolation
problems, which can be considered as an efcient scheme
for function approximation. In this paper, we will explore
another type of approximation problem, that is, the de-
rivative approximation, by the RBFs. A new approach,
which is based on the differential quadrature (DQ) ap-
proximation for the derivative with RBFs as test functions,
is proposed to approximate the rst, second, and third
order derivatives of a function. The performance of three
commonly-used RBFs for some typical expressions of de-
rivatives as well as the computation of one-dimensional
Burgers equation are studied. Furthermore, the proposed
method is applied to simulate natural convection in a
concentric annulus by solving NavierStokes equations.
The obtained results are compared well with exact data or
benchmark solutions.
Keywords DQ, RBFs, PDEs, Approximation
of derivatives, Natural convection, Concentric annuli
Introduction
There are many numerical methods aimed to solve partial
differential equations (PDEs). Among them, there are -
nite difference methods (FDM), nite element methods
(FEM), and nite volume methods (FVM). These methods
are usually based on the local interpolation schemes. They
often require a mesh to support the localized approxima-
tions. However, the construction of a mesh in many
problems is not an easy job. In practice, low order poly-
nomial approximations are usually used in the local in-
terpolation schemes. To achieve acceptable accuracy, the
low order methods have to use a large number of grid
points.
In seeking a method that uses just a few grid points to
obtain accurate numerical results, Bellman et al. [1] pro-
posed the differential quadrature (DQ) method. The idea
of DQ method is from the integral quadrature, in which an
integral over a closed domain is approximated by a
weighted linear sum of functional values at all nodes.
Following this idea, DQ approximates a spatial derivative
of a function with respect to a coordinate at a node as a
weighted linear sum of all the functional values in the
whole domain of that coordinate direction. The key to DQ
is to determine the weighting coefcients for any order
derivative discretization. Under the analysis of polynomial
approximation and linear vector space, Shu and Richards
[2] presented the polynomial-based differential quadrature
(PDQ), in which the weighting coefcients of any order
derivative are determined by a simple algebraic formula-
tion or a recurrence relationship without any restriction
on choice of grid points. Later, Shu and Chew [3] also
developed the Fourier-expansion-based differential
quadrature (FDQ) where the function is approximated by
the Fourier series expansion. The details of PDQ and FDQ
as well as their applications can be referred to the book of
Shu [4]. In general, the PDQ and FDQ methods can
achieve very accurate results by using a considerably small
number of grid points. However, it should be indicated
that DQ is a mesh-based method, and it has a strict re-
quirement on the node distribution. As shown in [4], it
requires the mesh to be clustered near the boundary.
Sometimes, this brings inconvenience for its application.
On the other hand, we found that radial basis functions
(RBFs) are a powerful tool [5] for function approximation,
especially for interpolation of scatted data points. RBF is a
naturally meshless method. Thus, it is interesting to
explore its ability for solving PDEs. The rst trial of such
exploration was made by Kansa in 1990 [6]. He solved some
typical hyperbolic, parabolic, and elliptic PDEs using
Multiquadric RBFs. He found that RBFs could yield a very
accurate solution for parabolic and elliptic PDEs. After
that, the RBFs attract more and more attentions on solving
PDEs as a global method, and a series of papers were
appeared in the literature [79]. Although excellent results
were obtained, the formal mathematical analysis of RBF
was not given until Franke and Schaback [10] provided
their rst theoretical foundation for solving PDEs by RBF
collocation method and considering it as a special case of
the general Hermite-Birkhoff interpolation problem. From
this point of view, Fasshauer [11] presented an alternative
collocation method, which is based on the scattered
Hermite interpolation. It should be indicated that the
Kansas RBF method and its Hermite-based counterpart for
solution of PDEs are actually based on the function
approximation. In other words, these methods directly
substitute the expression of function approximation by
RBFs into a PDE, and then change the dependent variables
into the coefcients of function approximation. The
process is very complicated, especially for non-linear
Computational Mechanics 29 (2002) 477485 Springer-Verlag 2002
DOI 10.1007/s00466-002-0357-4
477
Received: 27 June 2001 / Accepted: 29 July 2002
Y. L. Wu, C. Shu (&)
Department of Mechanical Engineering,
National University of Singapore,
10 Kent Ridge Crescent, Singapore 119260
e-mail: mpeshuc@nus.edu.sg
problems. This may be the reason for which the method has
not been extensively applied to solve practical problems.
In this work, we will directly look at the derivative ap-
proximation by RBFs. With the derivative approximation,
the PDEs can be directly discretized, and like conventional
nite difference schemes, the resultant equations can be
solved by well-established numerical algorithms. Most
importantly, the proposed method can be consistently well
applied to linear and non-linear problems. The new
method combines the idea of DQ discretization and RBF
approximation of a function. For simplicity, the method is
termed RBF-DQ approach. As mentioned earlier on, the
key idea of DQ is that the derivative at a node is ap-
proximated by a weighted linear sum of functional values
at its neighbouring nodes. In the conventional DQ ap-
proach, the weighting coefcients are determined by se-
lecting high order polynomials or trigonometric
polynomials as test functions. In the RBF-DQ method, the
weighting coefcients are computed by radial basis func-
tions. It was found that the new method is very easy to
implement, and the non-singularity is ensured. It is es-
pecially suitable for the non-linear problems since the
dependent variables are the functional values at the nodes.
The performance of present method for approximation of
the rst, second and third order derivatives of three typical
functions, that is, F sinr; r
3
; expr, is comparatively
studied, and it was found that the RBF-DQ method has
excellent performance in the rst and second order de-
rivative approximation. The inuence of the selected RBFs
and the shape parameter on the accuracy of numerical
results is studied through their application to one-
dimensional Burgers equation. Then the new method is
applied to simulate the natural convection in an annulus
between two concentric cylinders. The obtained results
agree well with available data in the literature.
Kansas RBF method for solving PDEs
In order to clearly show the differences between Kansas
method and our approach, we will start with a brief review
of Kansas method. It is noted that there are several kinds
of methods to solve PDEs by RBFs so far. Those methods
are generally denoted as Kansas collocation method since
they are very similar to the Kansas method.
Firstly, we introduce the scattered data interpolation
with radial basis functions in <
d
. In this context, we are
given a series of data x
j
; u
j
; j 1; . . . ; N, x x
1
; x
2
; . . . ;
x
d
; d is the dimension of the problem, and N is the
number of data points. The approximation of a function
ux, using radial basis functions, can be written as a linear
combination of N radial functions, viz.
ux %

N
j1
k
j
ux; x
j
wx for x 2 X & <
d
1
where k
j
are the coefcients to be determined and u is
the radial basis function. Equation (1) can be written
without the additional polynomial w. If we denote S
d
q
as
the space of d-variate polynomial of order not exceeding
q, and let the polynomial P
1
; P
2
; . . . ; P
m
be the basis of S
d
q
in <
d
, then the polynomial wx can be written in the
following form,
wx

m
i1
f
i
P
i
x 2
where f
i
is the coefcient, m q 1 d!=d!q 1!.
To determine the coefcients (k
1
; . . . ; k
N
and (f
1
; . . . ; f
m
,
the collocation method is used. However, in addition to
the N equations resulting from application of equation (1)
at the N points, extra m equations are required. This is
ensured by the m conditions for Eq. (1), viz.

N
j1
k
j
P
i
x
j
0; i 1; . . . ; m 3
Equations (1)(3) form a linear system Ac u, with [A]
given by
A
U P
P
T
0
_ _
; 4
where U
jk
ukx
j
x
k
k, P
T
ik
P
i
x
k
, vector c is an
unknown vector formed by the coefcients (k
1
; . . . ; k
N

and (f
1
; . . . ; f
m
. Clearly, there exists a unique solution if
and only if [A] is non-singular. According to References
[12, 13], [A] is either strictly positive denite on <
d
(reciprocal multiquadrics, Gaussians), or conditionally
positive denite for multiquadrics and thin plate splines if
m is chosen large enough (m ! 1 for multiquadrics,
m ! 2 for thin plate splines). This fact guarantees the
non-singularity of the collocation matrix [A]. It is noted
that the above process is exactly the same as the applica-
tion of RBFs to function approximation.
Now we consider the solution of a PDE given below
Lu f in X & <
d
Bu g in oX
5
where the operator L is the linear partial differential oper-
ator, and B is a boundary operator that prescribes values
on the boundary oX of the underlying bounded domain
X & <
d
. Substituting Eq. (1) into above equation gives
Lux
i
%

N
j1
k
j
Lux
i
; x
j
Lwx
i

f x
i
; i 1; . . . ; N M
Bux
i
%

N
j1
k
j
Bux
i
; x
j
Bwx
i

gx
i
; i N M1; N
6
where M is the number of boundary points and N is the
total number of nodes. By introducing the notation,
LU
Lux
1
; x
1
Lux
1
; x
N

.
.
.
.
.
.
.
.
.
Lux
NM
; x
1
Lux
NM
; x
N

_
_

_
;
BU
Bux
NM1
; x
1
Bux
NM1
; x
N

.
.
.
.
.
.
.
.
.
Bux
N
; x
1
Bux
N
; x
N

_
_

_
;
478
LP
LP
1
x
1
LP
m
x
1

.
.
.
.
.
.
.
.
.
LP
1
x
NM
LP
m
x
NM

_
_

_
;
BP
BP
1
x
NM1
BP
m
x
NM1

.
.
.
.
.
.
.
.
.
BP
1
x
N
BP
m
x
N

_
_

_
;
P
T

LP
BP
_ _
T
; W
LU LP
BU BP
P
T
0
_

_
_

_ ;
b f x
1
; . . . ; f x
NM
; gx
NM1
; . . . ; gx
N

T
we can rewrite the equation system (6) in the following
matrix form
Wc b 7
Which results in the solution as
c W
1
b 8
where c is dened as before. Here comes an important
question: does the inverse of the collocation matrix [W]
exist? Hon and Schaback [12] indicated that the matrix
[W] may be singular in some special cases. To ensure the
symmetry and non-singularity of the collocation matrix,
Fasshauer [11] and Jumarhon et al. [13] presented an al-
ternate approach, which is based on Hermite basis func-
tions. Unfortunately, the implementation of this approach
is very complex since more derivatives of the basis func-
tions are required. There is another drawback for Kansas
method (including the Hermite-based method). This
drawback is the determination of the coefcients being
dependent on the function values and derivatives of u
j
x.
For the non-linear equation where the iterative method
must be introduced, the function values u
j
x keep up-
dating in each iteration step, and the procedure for de-
termination of the coefcients (k
1
; . . . ; k
N
and
(f
1
; . . . ; f
m
is repeated at each iterative step. So it requires
considerable computer resources (CPU time, memory,
disk space, etc).
RBF-DQ method for derivative approximation
In this section, we present the RBF-DQ method for direct
approximation of derivatives. As shown in [1], DQ method
approximates the derivatives of a function f(x) by a
weighted linear sum of the functional values at some
nodes. The DQ approximation for the derivatives of a
function u(x) at ith node can be written as,
oux
i

ox

N
j1
a
ij
ux
j

o
2
ux
i

ox
2

N
j1
b
ij
ux
j

o
3
ux
i

ox
3

N
j1
c
ij
ux
j

9
where N is the total number of nodes used for approxi-
mation of the derivatives at the node x
i
: a
ij
; b
ij
; c
ij
repre-
sent the weighting coefcients of the rst, second and
third order derivative respectively. The key procedure in
DQ is to determine the weighting coefcients a
ij
; b
ij
; c
ij
.
Under the analysis of a linear vector space and function
approximation, Shu and his colleagues [24] proposed
the PDQ and FDQ methods. In the PDQ method, the
function u(x) is approximated by a high order polyno-
mial, while in the FDQ method, the function is approxi-
mated by the Fourier series expansion. Here, we get the
hint. The function u(x) can be approximated by RBFs
with Eq. (1). For simplicity, we assume that the polyno-
mial term wx in Eq. (1) is zero. So, Eq. (1) has N
freedoms, which can be considered to construct an
N-dimensional vector space V
N
. Obviously, ux; x
j
are
the base functions in V
N
. If all the base functions ux; x
j

satisfy a linear relationship like Eq. (9), so does any

function in V
N
. In other words, when the weighting co-
efcients a
ij
, b
ij
, c
ij
are determined by base functions
ux; x
j
, Eq. (9) can be well applied to discretize the rst,
second and third order derivatives of the function u(x),
which is approximated by RBFs. Take the rst order
derivative as an example, it is equivalent to solving the
following equations:
ou
k
x
i

ox

N
j1
a
ij
u
k
x
j
9
We have adopted the notation u
k
x ux; x
k
in Eq. (10).
The above equation can be further put in the matrix
form,
ou
1
x
i

ox
ou
2
x
i

ox
.
.
.
ou
N
x
i

ox
_

_
_

_
..
o~uux
i

ox

u
1
x
1
u
1
x
2
u
1
x
N

u
2
x
1
u
2
x
2
u
2
x
N

.
.
.
u
N
x
1
u
2
x
2
u
N
x
N

_
_

_
..
B
a
i1
a
i2
.
.
.
a
iN
_

_
_

_
..
~aa
i
10
We can see that the collocation matrix [B] is the same as
matrix U in Eq. (4). When the polynomial term is con-
sidered, the matrix [B] is exactly the same as collocation
matrix [A] in Eq. (4). From the previous section, we have
known that the matrix [B] is invertible. So the vector a
i
can be obtained through,
a
i
B
1
o~uux
i

ox
11
Note that x
i
can be any node in the domain, and the matrix
[B] is independent of x
i
([B] does not depend on i). This
means that the weighting coefcients at different nodes
can be easily computed by just changing the vector
o~uux
i
=ox. Once all the weighting coefcients are com-
puted, Eq. (9) can be directly used to discretize the
derivatives in a linear or non-linear PDE. The above pro-
cess can also be applied to compute the weighting coef-
cients for the second and higher order derivative
approximation. Again, the matrix [B] is xed, and one just
479
needs to change the vector o~uux
i
=ox to o
2
~uux
i
=ox,
o
3
~uux
i
=ox, and so on. The features of RBF-DQ method
can be summarized as follows,
1. According to the properties of ux; x
j
, [B] is always
invertible. So, there is no need to worry whether [B] is
singular or not;
2. The weighting coefcients are only dependent on the
selected RBFs. So, they are only computed once, and
stored for all numerical discretization;
3. RBF-DQ method directly discretizes the given PDEs,
and the dependent variables are kept as the functional
values at nodes. So, it can be consistently well applied to
linear and non-linear problems.
It is obviously observed from above description that the
RBF-DQ approach needs no mesh, and is insensitive to the
spatial dimension d. Therefore, the RBF-DQ method is
actually a multi-dimensional meshless method for solving
PDEs.
Three typical RBF-DQ forms
As shown above, the determination of the weighting
coefcients depends on the choice of RBFs. In this
section, we will consider three commonly used RBFs and
list their respective formulations in computing the
weighting coefcients. The three RBFs considered are:
(1) Multiquadric (MQ) RBFs; (2) Madych and Nelsons
generalized MQ RBFs [14]; (3) Gaussian RBFs. For
simplicity, the respective RBF-DQ formulations of
above three RBFs are noted as MQ-DQ, GMQ-DQ and
GS-DQ.
MQ-DQ formulations
For this case, the polynomial term in Eq. (1) is taken as
zero, i.e., w 0, and multiquadric functions are taken as
RBFs. With notation r kx x
j
k (the Euclidean norm),
MQ RBFs can be written as
ur r
2
c
2

1=2
12
where c is a parameter to be set by the user. It has been
shown that MQ RBFs have excellent performance in
function approximation. In this work, we will only con-
sider the application of RBF-DQ method along the radial
direction in a cylindrical system. So, along a radial line, the
distance between a point r
i
and another point r
j
is
r jr
i
r
j
j, ou=or r=

r
2
c
2
p
. According to Eq. (10),
we can get
With above vector and matrix, a
i
can be computed by
Eq. (11). Similarly, the weighting coefcients of the second
and third order derivatives can be obtained if the vector
o~uur
i
=or is replaced by o
2
~uur
i
=o
2
r and o
3
~uur
i
=o
3
r
respectively.
GMQ-DQ formulations
This kind of RBFs was suggested by Madych and Nelson
[14], and was tested by Kansa [6, 7] in his experiment for
solution of PDEs. Very good results were obtained by this
method. As compared to MQ RBFs, a constant is included
in the polynomial term of Eq. (1) in GMQ RBFs. So, the
function approximation can be written as
f x

N
j1
a
j
u
j
x a
N1
13
Equation (14) has (N +1) unknown coefcients and can
only be applied at N nodes. So, we need an additional
equation to close the system. This additional equation can
be made by constraining the sum of the expansion coef-
cients to be zero [6, 7]. As a result, we have

N
j1
a
j
0 14
Substituting Eq. (14) into Eq. (13) gives
f x a
1
u
1
x

N
j2
a
j
u
j
x a
N1

N
j2
a
j
u
j
x u
1
x a
N1
15
The number of unknowns in Eq. (16) is reduced to N.
As no confusion rises, a
N1
can be replaced by a
1
, and
Eq. (15) can be written as
f x

N
j2
a
j
u
j
x u
1
x a
1
16
By setting g
j
x u
j
x u
1
x; Eq. (16) can be further
written as
f x

N
j2
a
j
g
j
x a
1
17
The form of Eq. (18) constructs an N-dimensional linear
vector space V
N
. A set of base functions in V
N
can be
taken as
q
1
1; q
j
x g
j
x u
j
x u
1
x; j 2; . . . ; N ;
18
o~ uur
i

or

r
i
r
1

r
i
r
1

2
c
2
p
r
i
r
2

r
i
r
2

2
c
2
p
.
.
.
r
i
r
N

r
i
r
N

2
c
2
p
_

_
_

_
; B

c
2
p

r
1
r
2

2
c
2
_

r
1
r
N

2
c
2
_

r
2
r
1

2
c
2
_

c
2
p

r
2
r
N

2
c
2
_
.
.
.

r
N
r
1

2
c
2
_
r
N
r
2

2
c
2
_

c
2
p
_

_
_

_
480
Using the idea of DQ method, the weighting coefcients of
the rst, second, and third order derivatives can be de-
termined by
q
0
k
x
i

N
j1
a
ij
q
k
x
j
; q
00
k
x
i

N
j1
b
ij
q
k
x
j
;
q
000
k
x
i

N
j1
c
ij
q
k
x
j

19
where q
0
k
; q
00
k
; q
000
k
are the rst, second and third order
derivatives of the base function q
k
. Take the rst order
derivative as an example, the matrix form for the weight-
ing coefcients can be written as
q
0
i
Ga
i
20
where
Then the vector a
i
can be obtained by
a
i
G
1
q
0
i
21
The weighting coefcients b
i;j
; c
i;j
can be obtained in the
same way. Then we can use these weighting coefcients to
approximate the rst, second, third order derivatives of
the function.
GS-DQ formulations
Gaussian RBFs take the following form
ur e
cr
2
22
So, ou=or 2cre
cr
2
, and along a radial line, the dis-
tance between a point r
i
and another point r
j
is
r jr
i
r
j
j. According to Eq. (10), we have
o~ uur
i

or

2cr
i
r
1
e
cr
i
r
1

2
2cr
i
r
2
e
cr
i
r
2

2
.
.
.
2cr
i
r
N
e
cr
i
r
N

2
_

_
_

_
;
B
1 e
cr
1
r
2

2
e
cr
1
r
N

2
e
cr
2
r
1

2
1 e
cr
2
r
N

2
.
.
.
e
cr
N
r
1

2
e
cr
N
r
2

2
1
_

_
_

_
In a similar manner, we can compute the vectors
o
2
~ uur
i
=or
2
; o
3
~ uur
i
=or
3
, and use Eq. (11) to get the vectors
of weighting coefcients b
i
, c
i
respectively for the second
and third order derivative.
In this work, we only consider the application of RBF-
DQ method in one-dimensional case. It should be noted
that above three forms of RBF-DQ method is not limited to
one-dimensional case. It can be extended to multi-
dimensional directly according to previous section.
In the following, MQ-DQ, GMQ-DQ, GS-DQ are applied
to approximate the rst, second and third order deriva-
tives of sample functions. Firstly, a set of nodes is needed
to distribute. We will adopt the node distribution sug-
gested by Shu and Richards [2]
r
i

1
2
1 cos
i 1
N 1
p
_ _
L; i 1; 2; . . . ; N 23
where L is the length of the computational domain
0 r L . In this work, L 1. The function values at the
nodes are taken as known. The three sets of weighting
coefcients a
ij
; b
ij
; c
ij
corresponding to the three RBF-DQ
schemes are calculated according to the above descriptions.
Equation (9) is then used to approximate the rst, second
and third order derivatives of a function. We consider three
sample functions, that is, F sinr; r
3
; expr, within the
domain of [0, 1]. The average relative errors between the
approximation values and the exact data of the three
sample functions with 21 nodes are listed in Tables 13.
It is shown in Tables 13 that all the three RBF-DQ
schemes perform very well in approximation of the rst
q
0
i

0
u
0
2
x
i
u
0
1
x
i

.
.
.
u
0
N
x
i
u
0
1
x
i

_
_

_
; G
1 1 1
u
2
x
1
u
1
x
1
u
2
x
2
u
1
x
2
u
2
x
N
u
1
x
N

.
.
.
.
.
.
.
.
.
.
.
.
u
N
x
1
u
1
x
1
u
N
x
2
u
1
x
2
u
N
x
N
u
1
x
N

_
_

_
Table 1. Mean relative errors of three RBF-DQ approximations
for the 1st, 2nd, 3rd order derivatives of F = sin(r)
Methods Optimal
value c
1st order
derivative
2nd order
derivative
3rd order
derivative
GMQ-DQ 0.408 2.74E-05 9.60E-04 1.60E-02
MQ-DQ 0.410 6.51E-05 6.08E-04 1.42E-02
GS-DQ 21.00 2.63E-05 1.46E-03 1.17E-01
Table 2. Mean relative errors of three RBF-DQ approximations
for the 1st, 2nd, 3rd Order derivatives of F = r
3
Methods Optimal
value c
1st order
derivative
2nd order
derivative
3rd order
derivative
GMQ-DQ 0.260 1.24E-03 9.07E-04 4.50E-02
MQ-DQ 0.321 1.68E-03 5.96E-04 5.68E-02
GS-DQ 22.00 8.62E-04 9.13E-04 2.41E-02
Table 3. Mean relative errors of three RBF-DQ approximations
for the 1st, 2nd, 3rd order derivatives of F = exp(r)
Methods Optimal
value c
1st order
derivative
2nd order
derivative
3rd order
derivative
GMQ-DQ 0.38 3.08E-05 2.24E-04 5.21E-02
MQ-DQ 0.40 3.88E-05 3.48E-04 6.94E-02
GS-DQ 20.0 3.53E-05 4.56E-04 7.01E-02
481
and second order derivatives. However, when it comes to
the third order derivative, the accuracy of the results is
greatly reduced. Fortunately, the order of derivatives in
most CFD problems does not exceed the second order.
Therefore, RBF-DQ method will be very suitable to solve
CFD problems.
Among all of three RBF-DQ forms, GS-MQ seems to
have the most stable performance in different cases. We
found that the computation is very sensitive to the shape
parameter c. When the shape parameter c is not chosen
well, the large error occurs. This is one of the drawbacks of
this method. The optimal values of c in Tables 13 were
obtained through a trial and error process.
Application to model problem
To study the effect of the selected RBFs and the shape
parameter c on the accuracy of numerical results, the
one-dimensional Burgers equation is considered in this
section, which can be written as
ou
ot
u
ou
ox
e
o
2
u
ox
2
x 2 0; 1 ; t 2 0; T 25
with initial condition
ux; 0 f x 26
where e is a constant, T is a specied time. To obtain the
analytical solution of Eq. (25) for comparison purpose, the
following transformation is applied,
ux; t 2 e
owx; t
ox
_
wx; t 27
f x 2 e
dgx
dx
_
gx 28
As a consequence, Eq. (25) can be reduced to a linear heat
conduction equation as follows
ow
ot
e
o
2
w
ox
2
29
with wx; 0 gx.
For the test case here, f x is chosen as
f x 2e
m
1
p cospx
1
2
m
2
p cos
1
2
px
m
1
sinpx m
2
sin
1
2
px m
3
30
The analytical solution of this case can be expressed as
wx; t m
1
expep
2
t sinpx
m
2
exp0:25ep
2
t sin0:5px m
3
31
where m
1
; m
2
; m
3
are the constants and chosen as
m
1
0:2; m
2
0:1; m
3
0:3; e 0:01.
In our computation, the spatial derivative in Eq. (25) is
discretized by the RBF-DQ method while the time deriv-
ative is approximated by the Euler explicit scheme. The
resultant algebraic equations are solved by Gauss-Seidel
method. In present computation, 17 nodes are distributed
on the line according to Eq. (24).
As stated in the previous section, the accuracy of RBF-
DQ method depends heavily on the choice of the shape
parameter c. It was found that the optimal value of c, which
gives the best accuracy of the numerical results, depends
on the number and distribution of nodes. To show this
effect, the shape parameter c in MQ-DQ and GMQ-DQ
methods is expression as
c c0 Dr
i
32
where Dr
i
is the shortest distance between the node i and
neighboring nodes. To some extent, Dr
i
represents the
information of the nodal distribution in the domain. c0 is a
dimensionless shape parameter, which is irrelevant of Dr
i
.
Thus, we can focus on the selection of optimal c0 instead
of c. Figures 1 and 2 show the curve of the average relative
errors err against c0. It was found that for very small or
very large value of c0, the relative errors are very big. It
was also found in the present computation that when c0 is
larger than a critical value, such as when c0 > 14 for
GMQ-DQ or c0 > 12 for MQ-DQ, the computation may
diverge. Figures 1 and 2 also reveal that the optimal value
of c0 for MQ-DQ and GMQ-DQ methods is the same,
which is about 8.0.
For GS-DQ method, however, it is very difcult to de-
ne a dimensionless shape parameter like Eq. (32). This is
because c in the GS RBFs is appeared with cr
2
. There is no
direct relationship between c and r. So, we only study the
effect of c on the average relative error, err. Err versus c for
the GS-DQ method is shown in Fig. 3. It can be seen clearly
that the GS-DQ method has a larger range of c to get the
satisfactory results, and there is little difference on accu-
racy for different c. The optimal value of c is around 21.
Fig. 1. Average relative error versus c0 for solution of Burgers
equation by using GMQ-DQ method
Fig. 2. Average relative error versus c0 for solution of Burgers
equation by using MQ-DQ method
482
By comparing Figs. 13, we can see that the GS-DQ
method gives the best results, while the MQ-DQ and GMQ-
DQ methods have the same order of accuracy.
Simulation of natural convection in concentric annuli
by RBF-DQ method
Natural convective heat transfer in enclosed spaces has
been extensively studied due to its wide applications in
engineering. The horizontal concentric and eccentric an-
nular geometries are most commonly encountered in
practical uses. In this section, we will apply our developed
RBF-DQ method to simulate the natural convection in an
annulus between two concentric circular cylinders.
As mentioned earlier on, the accuracy of RBF-DQ
method is sensitive to the shape parameter c. It is much
easy to nd an optimal value of c for one-dimensional case
as compared to the two-dimensional case. Due to this
concern, we only apply the RBF-DQ method in the radial
direction. The derivatives in the h direction are discretized
by the second order nite difference scheme. The three
RBF-DQ forms introduced previously, that is, MQ-DQ,
GMQ-DQ and GS-DQ, are used to discretize all the de-
rivatives in the r direction. From the test study for solution
of the Burgers equation by three RBF-DQ forms shown in
the previous section, in this study, the dimensionless
shape parameter c0 for MQ-DQ and GMQ-DQ are taken as
8.0, and the shape parameter c for GS-DQ is taken as 21.0.
Governing equations and numerical discretization
For this problem, the vorticity-stream function formula-
tion is taken as the governing equation, which can be
written in the cylindrical coordinate system as
o
2
w
or
2

1
r
ow
or

1
r
2
o
2
w
oh
2
x 33
ox
ot
u
ox
or

v
r
ox
oh
Pr
o
2
x
or
2

1
r
ox
or

1
r
2
o
2
x
oh
2
_ _
Pr Ra sinh
oT
or

1
r
cos h
oT
oh
_ _
34
oT
ot
u
oT
or

v
r
oT
oh

o
2
T
or
2

1
r
oT
or

1
r
2
o
2
T
oh
2
35
where u
1
r
ow
oh
; m
ow
or
The dimensionless parameters appeared in the above
equations are the Prandtl number, Pr lc=k and the
Rayleigh number, Ra qgbL
3
T
i
T
o
=la , T
i
and T
o
are
the temperature on the inner and outer cylinder respec-
tively. The inner cylinder is assumed to be heated. The
length of the cylinders is assumed to be innite, thus the
ow and heat transfer in the annulus are regarded as two-
dimensional. The boundary conditions on two imperme-
able isothermal walls are given by
w u m 0; x
o
2
w
or
2
; T 1; 36
on the inner cylinder and
w u m 0; x
o
2
w
or
2
; T 0; 37
on the outer cylinder. The periodic condition is imple-
mented in the h direction.
As mentioned earlier, in this work, the RBF-DQ method
is only applied in the r direction to do numerical dis-
cretization. In the h direction, the derivatives are discret-
ized by the conventional 2nd order nite difference
scheme. As a result, Eqs. (33)(35) can be discretized at a
node h
i
; r
j
as

M
k1
b
j;k
w
i;k

1
r
j

M
k1
a
j;k
w
i;k

w
i1;j
2w
i;j
w
i1;j
r
2
j
Dh
2
x
i;j
38
dx
i;j
dt
u
i;j

M
k1
a
j;k
x
i;k

v
i;j
r
j
x
i1;j
x
i1;j
2Dh
Pr

M
k1
b
j;k
x
i;k

1
r
j

M
k1
a
j;k
x
i;k
_

x
i1;j
2x
i;j
x
i1;j
r
2
j
Dh
2
_
Pr Ra sinh
i

M
k1
a
j;k
T
i;k

1
r
j
cos h
i
T
i1;j
T
i1;j
2Dh
_ _
39
dT
i;j
dt
u
i;j

M
k1
a
j;k
T
i;k

v
i;j
r
j
T
i1;j
T
i1;j
2Dh

M
k1
b
j;k
T
i;k

1
r
j

M
k1
a
j;k
T
i;k

T
i1;j
2T
i;j
T
i1;j
r
2
j
Dh
2
40
where M is the number of nodes in the r direction, a
j;k
and
b
j;k
are the RBF-DQ weighting coefcients of the rst and
second order derivatives with respect to r, which have
been shown in the previous section.
In a similar manner, the derivatives in the boundary
condition equations (36) and (37) can be discretized
by the RBF-DQ method. The time derivatives in
Fig. 3. Average relative error versus c for solution of Burgers
equation by using GS-DQ method
483
Eqs. (39)(40) can be discretized by Euler implicit
scheme. Then the resultant algebraic equations are solved
by SOR method.
Numerical results and discussion
All the three RBF-DQ forms shown in the previous section
are applied to do the simulation. The average equivalent
conductivity dened as [15]

kk
eqi

lnrr
2prr 1
_
2p
0
oT
or
dh 41
for the inner cylinder, and

kk
eqo

rr lnrr
2prr 1
_
2p
0
oT
or
dh 42
for the outer cylinder, will be computed to compare their
performances. Table 4 compares the computed

kk
eqi
and

kk
eqo
by RBF-DQ method for the case of Pr 0:71 and
rr 2:6 and Rayleigh numbers of 10
2
, 10
3
, 10
4
, 510
4
. The
results of Shu [15] and Kuehn and Goldstein [16] are also
included in the table for comparison. The results for w
max
,
w
min
, Nu
i
and average equivalent conductivity for Ra=10
4
are listed in Table 5. The results of Shu [15] were obtained
by using the PDQ and FDQ methods. They are from the
grid-independent study, and can be considered as the
benchmark solution. The results of Kuehn and Goldstein
[16] were obtained from the second order nite difference
scheme. The mesh size used in the present computation is
6117. Note that the number of nodes used in the h di-
rection is much larger than that used in the r direction.
This is because the RBF-DQ is applied in the r direction.
Since RBF-DQ is a global method, it can obtain very ac-
curate results by using a considerably small number of
grid points. In contrast, the difference scheme used in the
h direction is just second order. So, to achieve the same
order of accuracy as the RBF-DQ method, a much larger
number of grid points is needed in the h direction. It can
be obviously observed from Table 4 that the present re-
sults of all three RBF-DQ forms agree very well with the
benchmark solution of Shu [15]. The computed average
equivalent conductivities for the inner and outer cylinders
are the same. This conrms the theoretical analysis. Since
there is no energy loss in the whole system, the theoretical
average equivalent conductivities for the inner and outer
cylinders should be the same. The ow patterns obtained
by three RBF-DQ forms are the same. Figure 4 shows the
streamlines and the isotherms of GS-DQ results for
Ra 5 10
4
. The separation of inner- and outer-cylinder
thermal boundary layer and the symmetry of ow pattern
can be seen clearly. The present computation shows that
RBF-DQ method may become an efcient approach in the
CFD.
Conclusions
A new method for direct approximation of derivatives by
using RBFs is presented in this paper. The concept of the
new method is different from existing RBF solvers for
solution of PDEs. In fact, the present method is developed
from the idea of DQ method. The major advantage of
present method is its easy implementation, especially for
nonlinear problems. RBF-DQ is a global method, which
can achieve very high accuracy in approximation of 1st
and 2nd order derivatives. The accuracy in approximation
of high order derivatives is not promising. From the so-
lution of one-dimensional Burgers equation and the
simulation of natural convection in a concentric annulus
by solving Navier-Stokes equations, it was found that the
numerical results obtained by the RBF-DQ method agree
Table 4. Comparison of average equivalent heat conductivity
Ra 10
2
10
3
10
4
5x10
4

kk
eqi

kk
eqo

kk
eqi

kk
eqo

kk
eqi

kk
eqo

kk
eqi

kk
eqo
GMQ-DQ 1.001 1.001 1.082 1.082 1.976 1.977 2.953 2.954
MQ-DQ 1.001 1.001 1.082 1.082 1.976 1.976 2.953 2.954
GS-DQ 1.001 1.001 1.082 1.082 1.976 1.976 2.953 2.953
Ref [15] 1.001 1.001 1.082 1.082 1.979 1.979 2.958 2.958
Ref [16] 1.000 1.002 1.081 1.084 2.010 2.005 3.024 2.973
Table 5. Comparison of ow and thermal parameters by three
RBF-DQ forms (Re = 10
4
)
Method u
max
u
min
Nu
i

kk
eqi

kk
eqo
GMQ-DQ 12.975 )12.975 3.3094 1.9764 1.9765
MQ-DQ 12.974 )12.974 3.3093 1.9763 1.9764
GS-DQ 12.977 )12.977 3.3087 1.9760 1.9758
Ref [15] 1.979 1.979
Fig. 4. Streamlines and isotherms for natural convection in a
concentric annulus obtained by GS-DQ (Ra 5 10
4
, Pr 0:71,
rr 2:6)
484
very well with available data in the literature. The nu-
merical examples showed that the present method is very
efcient, and is suitable for solving PDEs which do not
involve 3rd and higher order derivatives.
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