On five-point equidistant stencils based on Gaussian function with application in numerical multi-dimensional option pricing

DOI10.1016/J.CAMWA.2024.09.003MaRDI QIDQ6663401zbMATH OpenFDO

Authors Tao Liu, Ting Li, Malik Zaka Ullah

Publication date 14 January 2025

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAMWA.2024.09.003

zbMATH Keywords

analytical coefficientserror equationfive-point stencilintegral of radial basis functionorder of convergence

Mathematics Subject Classification ID

Numerical analysis (65-XX) Fluid mechanics (76-XX)

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Cited in

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• RBF based backward differentiation methods for stiff differential equations

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