A Radial Basis Function Partition of Unity Collocation Method for Convection–Diffusion Equations Arising in Financial Applications

2014/10/25 by Ali Safdari-Vaighani, Alfa Heryudono, Elisabeth Larsson · 1 citation
Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Algorithm #Applied mathematics #Artificial intelligence #Artificial neural network #Collocation (remote sensing) #Collocation method #Computer science #Convection–diffusion equation #Convergence (economics) #Differential Equations and Numerical Methods #Differential equation #Finite element method #Fractional Differential Equations Solutions #Mathematical analysis #Mathematical optimization #Mathematics #Numerical analysis #Ordinary differential equation #Partial differential equation #Partition of unity #Radial basis function

paper · doi:10.1007/s10915-014-9935-9

openalex publication_date 2014/10/25 · crossref created 2014/10/25 · crossref issued 2014/10/26 · crossref published 2014/10/26 · crossref published-online 2014/10/26 · crossref published-print 2015/08/01 · crossref deposited 2020/08/26 · openalex created_date 2025/10/10 · crossref indexed 2026/08/04 · openalex updated_date 2026/08/04

Citations

• Stable Computations with Gaussian Radial Basis Functions
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• The Pricing of Options and Corporate Liabilities
• A Jump-Diffusion Model for Option Pricing

Cited by

• Radial basis function [wikipedia]