Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Mahdiar Barfeie"'
Autor:
Fazlollah Soleymani, Mahdiar Barfeie
Publikováno v:
پژوهشهای ریاضی, Vol 8, Iss 3, Pp 117-131 (2022)
In this paper we, obtain the weight of radial basis finite difference formula for some differential operators. These weights are used to obtain the local truncation error in powers of the inter-node distance and the shape parameter of radial basis fu
Externí odkaz:
https://doaj.org/article/8cc8f877521e4c928044fa7309b7f3ca
Autor:
Mahdiar Barfeie, Fazlollah Soleymani
Publikováno v:
Applied Numerical Mathematics. 145:69-89
A non-uniform generation of the points for discretization of the spatial variables in pricing stochastic volatility jump models, such as the model of Bates, is given. The distribution attempts to concentrate on the hotzone at which the price of the o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9889b643012956da46deec037efd531
https://doi.org/10.1016/j.apnum.2019.05.027
https://doi.org/10.1016/j.apnum.2019.05.027
Publikováno v:
Mathematical Methods in the Applied Sciences.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f61da2e23672b713e50e77f526e9a1aa
https://doi.org/10.1002/mma.6164
https://doi.org/10.1002/mma.6164
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation. 64:74-88
In this paper, we derive new exact formulas for the weights of the first and second derivatives using the radial basis function (RBF) generated by finite difference (FD) method. The considered radial function is the inverse multi-quadric (IMQ) functi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fb0109f11d4310683210e47c1c769ea
https://doi.org/10.1016/j.cnsns.2018.04.011
https://doi.org/10.1016/j.cnsns.2018.04.011
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 42:47-58
The meshless method of lines (MOL) is proposed for the numerical solution of time-dependent partial differential equations (PDEs). After approximating spatial derivatives of equations and boundary conditions by radial basis functions, the resulting s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3d4cdcd4b84f64d7fe6239529f12f75
https://doi.org/10.1007/s40995-018-0502-3
https://doi.org/10.1007/s40995-018-0502-3
Publikováno v:
Journal of Computational and Applied Mathematics. 368:112523
A novel local meshfree method is proposed for simulating cash-or-nothing and asset-or-nothing options, at which the initial condition is discontinuous. The novelty of the scheme is in the use of Hermite radial basis function (RBF) interpolation on se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38fd18b35b37572717b9755fbcc5e4c7
https://doi.org/10.1016/j.cam.2019.112523
https://doi.org/10.1016/j.cam.2019.112523
Publikováno v:
Engineering Analysis with Boundary Elements. 37:1567-1575
In this paper, a two-dimensional variational mesh generation method is applied to obtain adaptive centers for radial basis functions (RBFs). At first, a set of uniform centers is distributed in the domain, then mesh generation differential equations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::173c49eda5e33dd685d50b90e304ff0b
https://doi.org/10.1016/j.enganabound.2013.09.007
https://doi.org/10.1016/j.enganabound.2013.09.007