Meshless collocation method by delta-shaped basis functions for default barrier model

DOI10.1016/J.ENGANABOUND.2009.01.011MaRDI QIDQ443555zbMATH OpenOpenAlexFDO

Authors Zonghang Yang, Y. C. Hon

Publication date 7 August 2012

Published in Engineering Analysis with Boundary Elements (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.enganabound.2009.01.011

zbMATH Keywords

default barrier modeldelta-shaped basis functionDirac-delta functionHermite-based meshless collocation method

Mathematics Subject Classification ID

Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Numerical methods for partial differential equations, boundary value problems (65N99)

Recommendations

• Meshless method with ridge basis functions
• A collocation mesh-free method based on multiple basis functions
• Meshless methods based on collocation with radial basis functions
• A dual method to the collocation method
• A boundary meshless method with shape functions computed from the PDE

Cites work

• scientific article; zbMATH DE number 4040466 (Why is no real title available?)
• scientific article; zbMATH DE number 92475 (Why is no real title available?)
• scientific article; zbMATH DE number 1404597 (Why is no real title available?)
• A basis function for approximation and the solutions of partial differential equations
• A boundary element scheme for diffusion problems using compactly supported radial basis functions
• A boundary method of Trefftz type for PDEs with scattered data
• A grid-free, nonlinear shallow-water model with moving boundary
• A new formulation and computation of the triphasic model for mechano-electrochemical mixtures
• A volumetric integral radial basis function method for time-dependent partial differential equations. I. Formulation
• Advances in Computational Mathematics
• An efficient numerical scheme for Burger equation
• Convergence order estimates of meshless collocation methods using radial basis functions
• Direct solution of ill-posed boundary value problems by radial basis function collocation method
• Element‐free Galerkin methods
• Error estimates and condition numbers for radial basis function interpolation
• Generalized Hermite Interpolation Via Matrix-Valued Conditionally Positive Definite Functions
• Improved numerical solver for Kansa's method based on affine space decomposition
• Interpolation of scattered data: distance matrices and conditionally positive definite functions
• Meshless Galerkin methods using radial basis functions
• Multiquadric method for the numerical solution of a biphasic mixture model
• Multiquadrics -- a scattered data approximation scheme with applications to computational fluid-dynamics. II: Solutions to parabolic, hyperbolic and elliptic partial differential equations
• Multivariate Interpolation and Conditionally Positive Definite Functions. II
• Numerical comparisons of two meshless methods using radial basis functions
• Particular solutions of Laplacian, Helmholtz-type, and polyharmonic operators involving higher order radial basis functions
• Radial basis collocation methods for elliptic boundary value problems
• Radial basis functions as approximate particular solutions: Review of recent progress
• Reproducing kernel particle methods
• Scattered Hermite interpolation using radial basis functions
• Solvability of partial differential equations by meshless kernel methods

Cited in

(12)

• Unstructured meshing for two asset barrier options
• Delta-shaped basis functions-pseudospectral method for numerical investigation of nonlinear generalized equal width equation in shallow water waves
• The method of approximate fundamental solutions (MAFS) for elliptic equations of general type with variable coefficients
• Enhancing credit default swap valuation with meshfree methods
• The method of approximate fundamental solutions (MAFS) for Stefan problems for the sphere
• The method of approximate fundamental solutions (MAFS) for Stefan problems
• A combination of Lie group-based high order geometric integrator and delta-shaped basis functions for solving Korteweg–de Vries (KdV) equation
• Numerical solution of the Schrödinger equations by using Delta-shaped basis functions
• Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions
• Two meshless methods based on pseudo spectral delta-shaped basis functions and barycentric rational interpolation for numerical solution of modified Burgers equation
• A meshless method for one-dimensional Stefan problems
• A composite method based on delta‐shaped basis functions and Lie group high‐order geometric integrator for solving Kawahara‐type equations

This page was built for publication: Meshless collocation method by delta-shaped basis functions for default barrier model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q443555)