Radial basis functions based meshfree schemes for the simulation of non-linear extended Fisher-Kolmogorov model

Wave Motion ◽  
2021 ◽  
pp. 102863
Author(s):  
Sanjay Kumar ◽  
Ram Jiwari ◽  
R.C. Mittal
2009 ◽  
Vol 29 (2) ◽  
pp. 419-437 ◽  
Author(s):  
Gisele Tessari Santos ◽  
Maurício Cardoso de Souza ◽  
Mauri Fortes

A large number of financial engineering problems involve non-linear equations with non-linear or time-dependent boundary conditions. Despite available analytical solutions, many classical and modified forms of the well-known Black-Scholes (BS) equation require fast and accurate numerical solutions. This work introduces the radial basis function (RBF) method as applied to the solution of the BS equation with non-linear boundary conditions, related to path-dependent barrier options. Furthermore, the diffusional method for solving advective-diffusive equations is explored as to its effectiveness to solve BS equations. Cubic and Thin-Plate Spline (TPS) radial basis functions were employed and evaluated as to their effectiveness to solve barrier option problems. The numerical results, when compared against analytical solutions, allow affirming that the RBF method is very accurate and easy to be implemented. When the RBF method is applied, the diffusional method leads to the same results as those obtained from the classical formulation of Black-Scholes equation.


1990 ◽  
Vol 21 (12) ◽  
pp. 2513-2539 ◽  
Author(s):  
S. CHEN ◽  
S. A. BILLINGS ◽  
C. F. N. COWAN ◽  
P. M. GRANT

Fluids ◽  
2021 ◽  
Vol 6 (9) ◽  
pp. 314
Author(s):  
Corrado Groth ◽  
Stefano Porziani ◽  
Marco Evangelos Biancolini

Fluid structure interaction (FSI) is a complex phenomenon that in several applications cannot be neglected. Given its complexity and multi-disciplinarity the solution of FSI problems is difficult and time consuming, requiring not only the solution of the structural and fluid domains, but also the use of expensive numerical methods to couple the two physics and to properly update the numerical grid. Advanced mesh morphing can be used to embed into the fluid grid the vector fields resulting from structural calculations. The main advantage is that such embedding and the related computational costs occur only at initialization of the computation. A proper combination of embedded vector fields can be used to tackle steady and transient FSI problems by structural modes superposition, for the case of linear structures, or to impose a full non-linear displacement time history. Radial basis functions interpolation, a powerful and precise meshless tool, is used in this work to combine the vector fields and propagate their effect to the full fluid domain of interest. A review of industrial high fidelity FSI problems tackled by means of the proposed method and RBF is given for steady, transient, and non-linear transient FSI problems.


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