Local RBF method for multi-dimensional partial differential equations
DOI10.1016/J.CAMWA.2017.04.026zbMATH Open1375.65136OpenAlexW2620121926MaRDI QIDQ2406271FDOQ2406271
Authors: Imtiaz Ahmad, Siraj-ul-Islam, A. Q. M. Khaliq
Publication date: 27 September 2017
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2017.04.026
Recommendations
- Numerical simulation of partial differential equations via local meshless method
- Numerical simulation of PDEs by local meshless differential quadrature collocation method
- Local meshless differential quadrature collocation method for time-fractional PDEs
- RBF-based meshless local Petrov Galerkin method for the multi-dimensional convection-diffusion-reaction equation
- Improved localized radial basis function collocation method for multi-dimensional convection-dominated problems
numerical experimentsBurgers' equationconvection-diffusion equationmeshless methodreaction-convection-diffusionirregular domainsupwind techniqueBlack-Scholes PDE modeldifferential quadrature collocation method
Numerical methods (including Monte Carlo methods) (91G60) Reaction-diffusion equations (35K57) KdV equations (Korteweg-de Vries equations) (35Q53) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Cites Work
- The pricing of options and corporate liabilities
- Title not available (Why is that?)
- On a quasi-linear parabolic equation occurring in aerodynamics
- Numerical solution of the Sturm-Liouville problem with local RBF-based differential quadrature collocation method
- Numerical solution of one-dimensional Burgers equation: Explicit and exact-explicit finite difference methods
- A numerical solution of the Burgers' equation using cubic B-splines
- Numerical solutions of the Burgers' equation by the least-squares quadratic B-spline finite element method
- A new difference scheme with high accuracy and absolute stability for solving convection-diffusion equations
- A fourth-order compact ADI method for solving two-dimensional unsteady convection--diffusion problems
- Meshless techniques for convection dominated problems
- Numerical solution of Burgers' equation by cubic Hermite collocation method
- The Eulerian-Lagrangian method of fundamental solutions for two-dimensional unsteady Burgers' equations
- A high-order compact ADI method for solving three-dimensional unsteady convection-diffusion problems
- A novel numerical scheme for solving Burgers' equation
- RKC time-stepping for advection-diffusion-reaction problems
- Numerical solution of the Burgers' equation by automatic differentiation
- Local radial basis function-based differential quadrature method and its application to solve two-dimensional incompressible Navier--Stokes equations
- A meshfree method for the numerical solution of the RLW equation
- High-order compact solution of the one-dimensional heat and advection-diffusion equations
- A Chebyshev spectral collocation method for solving Burgers'-type equations
- A quasi-radial basis functions method for American options pricing.
- High order ADI method for solving unsteady convection-diffusion problems
- Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option
- On the Construction and Comparison of Difference Schemes
- A meshfree weak-strong (MWS) form method for time-dependent problems
- Operator splitting methods for American option pricing.
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach
- The use of PDE centres in the local RBF Hermitian method for 3D convective-diffusion problems
- Some application of splitting-up methods to the solution of mathematical physics problems
- Multi-dimensional option pricing using radial basis functions and the generalized Fourier transform
- A Comparative Study of Global and Local Meshless Methods for Diffusion-Reaction Equation
- A parallel splitting up method and its application to Navier-Stokes equations
- A parallel splitting-up method for partial differential equations and its applications to Navier-Stokes equations
- Improved radial basis function methods for multi-dimensional option pricing
- Operator-splitting methods via the Zassenhaus product formula
- Local RBF-based differential quadrature collocation method for the boundary layer problems
- Local radial basis function collocation method along with explicit time stepping for hyperbolic partial differential equations
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach
- Assessment of global and local meshless methods based on collocation with radial basis functions for parabolic partial differential equations in three dimensions
- A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications
- Solving the two-dimensional diffusion-convection equation by the four point explicit decoupled group (edg) iterative method
- Higher order operator splitting methods via Zassenhaus product formula: theory and applications
- Adaptive \(\theta \)-methods for pricing American options
- Upwind strategies for local RBF scheme to solve convection dominated problems
- A comparative analysis of local meshless formulation for multi-asset option models
- A comparison study of the LMAPS method and the LDQ method for time-dependent problems
- A note on two upwind strategies for RBF-based grid-free schemes to solve steady convection-diffusion equations
Cited In (24)
- A Meshfree Approach Based on Moving Kriging Interpolation for Numerical Solution of Coupled Reaction-Diffusion Problems
- A meshless thermal modelling for functionally graded porous materials under the influence of temperature dependent heat sources
- A localized Fourier collocation method for solving high-order partial differential equations
- An efficient method based on RBFs for multilayer data interpolation with application in air pollution data analysis
- Local meshless differential quadrature collocation method for time-fractional PDEs
- Monomial augmentation guidelines for RBF-FD from accuracy versus computational time perspective
- Title not available (Why is that?)
- Spectrum-free and meshless solvers of parabolic PDEs
- A RBF partition of unity collocation method based on finite difference for initial-boundary value problems
- The localized RBFs collocation methods for solving high dimensional PDEs
- Domain-type RBF Collocation Methods for Biharmonic Problems
- A Cartesian-Grid Discretisation Scheme Based on Local Integrated RBFNs for Two-Dimensional Elliptic Problems
- RBF-FD meshless optimization using direct search (GLODS) in the analysis of composite plates
- Numerical study of multi-dimensional hyperbolic telegraph equations arising in nuclear material science via an efficient local meshless method
- Numerical simulation of PDEs by local meshless differential quadrature collocation method
- Multidomain local Fourier method for PDEs in complex geometries
- Numerical simulation of partial differential equations via local meshless method
- Meshless methods for one-dimensional oscillatory Fredholm integral equations
- On the numerical solution of Fredholm integral equations utilizing the local radial basis function method
- Meshless and multi-resolution collocation techniques for parabolic interface models
- A numerical Haar wavelet-finite difference hybrid method for linear and non-linear Schrödinger equation
- A Radial Basis Function Meshless Numerical Method for Solving Interface Problems in Irregular Domains
- Meshless analysis of parabolic interface problems
- Zooming from global to local: a multiscale RBF approach
This page was built for publication: Local RBF method for multi-dimensional partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2406271)