A numerical study of Asian option with radial basis functions based finite differences method

2015 ◽  
Vol 50 ◽  
pp. 1-7 ◽  
Author(s):  
Alpesh Kumar ◽  
Lok Pati Tripathi ◽  
Mohan K. Kadalbajoo
Keyword(s):  
Radial Basis Functions ◽  
Finite Differences ◽  
Numerical Study ◽  
Basis Functions ◽  
Asian Option ◽  
Finite Differences Method ◽  
Radial Basis

Analysis of thick plates by local radial basis functions-finite differences method

Meccanica ◽  
2011 ◽  
Vol 47 (5) ◽  
pp. 1157-1171 ◽  
Author(s):  
C. M. C. Roque ◽  
J. D. Rodrigues ◽  
A. J. M. Ferreira
Keyword(s):  
Radial Basis Functions ◽  
Finite Differences ◽  
Basis Functions ◽  
Thick Plates ◽  
Finite Differences Method ◽  
Radial Basis

Solving PDEs with radial basis functions

Acta Numerica ◽  
2015 ◽  
Vol 24 ◽  
pp. 215-258 ◽  
Author(s):  
Bengt Fornberg ◽  
Natasha Flyer
Keyword(s):  
Radial Basis Functions ◽  
Finite Differences ◽  
Large Scale ◽  
Numerical Approach ◽  
Basis Functions ◽  
Integration Time ◽  
Small Scale ◽  
Major Step ◽  
Mesh Free ◽  
Radial Basis

Finite differences provided the first numerical approach that permitted large-scale simulations in many applications areas, such as geophysical fluid dynamics. As accuracy and integration time requirements gradually increased, the focus shifted from finite differences to a variety of different spectral methods. During the last few years, radial basis functions, in particular in their ‘local’ RBF-FD form, have taken the major step from being mostly a curiosity approach for small-scale PDE ‘toy problems’ to becoming a major contender also for very large simulations on advanced distributed memory computer systems. Being entirely mesh-free, RBF-FD discretizations are also particularly easy to implement, even when local refinements are needed. This article gives some background to this development, and highlights some recent results.

Numerical Study of Wind Field Adjustment with Radial Basis Functions

2012 ◽  
pp. 371-378
Author(s):  
Rafael Reséndiz ◽  
L. Héctor Juárez ◽  
Pedro González-Casanova ◽  
Daniel A. Cervantes ◽  
Christian Gout
Keyword(s):  
Radial Basis Functions ◽  
Wind Field ◽  
Numerical Study ◽  
Basis Functions ◽  
Radial Basis

scholarly journals Numerical study of meshless radial basis functions in the lid driven cavity problem

2018 ◽  
Author(s):  
Eko Prasetya Budiana ◽  
Indarto Indarto ◽  
Deendarlianto Deendarlianto ◽  
Pranowo Pranowo
Keyword(s):  
Radial Basis Functions ◽  
Numerical Study ◽  
Basis Functions ◽  
Driven Cavity ◽  
Radial Basis

scholarly journals Numerical Study of Fractional Mathieu Differential Equation Using Radial Basis Functions

2020 ◽  
Vol 7 (4) ◽  
pp. 568-576
Author(s):  
Hojjat Ghorbani ◽  
Yaghoub Mahmoudi ◽  
Farhad Dastmalchi Saei
Keyword(s):  
Differential Equation ◽  
Radial Basis Functions ◽  
Fractional Derivatives ◽  
Numerical Solutions ◽  
Numerical Study ◽  
Mathieu Equation ◽  
Basis Functions ◽  
Damping Factor ◽  
Radial Basis ◽  
The Right

In this paper, we introduce a method based on Radial Basis Functions (RBFs) for the numerical approximation of Mathieu differential equation with two fractional derivatives in the Caputo sense. For this, we suggest a numerical integration method for approximating the improper integrals with a singularity point at the right end of the integration domain, which appear in the fractional computations. We study numerically the affects of characteristic parameters and damping factor on the behavior of solution for fractional Mathieu differential equation. Some examples are presented to illustrate applicability and accuracy of the proposed method. The fractional derivatives order and the parameters of the Mathieu equation are changed to study the convergency of the numerical solutions.

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