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We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing…

Computational Finance · Quantitative Finance 2018-08-20 Slobodan Milovanović , Victor Shcherbakov

Conventionally, piecewise polynomials have been used in the boundary elements method (BEM) to approximate unknown boundary values. Since infinitely smooth radial basis functions (RBFs) are more stable and accurate than the polynomials for…

Numerical Analysis · Mathematics 2023-09-13 Hossein Hosseinzadeh , Zeinab Sedaghatjoo

We propose a novel framework for solving nonlinear PDEs using sparse radial basis function (RBF) networks. Sparsity-promoting regularization is employed to prevent over-parameterization and reduce redundant features. This work is motivated…

Numerical Analysis · Mathematics 2026-04-28 Zihan Shao , Konstantin Pieper , Xiaochuan Tian

Spatial approximations have been traditionally used in spatial databases to accelerate the processing of complex geometric operations. However, approximations are typically only used in a first filtering step to determine a set of candidate…

Radial basis functions (RBFs) play an important role in function interpolation, in particular in an arbitrary set of interpolation nodes. The accuracy of the interpolation depends on a parameter called the shape parameter. There are many…

Numerical Analysis · Mathematics 2025-08-27 Maria Han Veiga , Faezeh Nassajian Mojarrad , Fatemeh Nassajian Mojarrad

Gaussian processes are popular and flexible models for spatial, temporal, and functional data, but they are computationally infeasible for large datasets. We discuss Gaussian-process approximations that use basis functions at multiple…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Wenlong Gong

In this paper, we discuss the problem of constructing Radial Basis In this paper, we discuss the problem of constructing Radial Basis Function (RBF)-based Partition of Unity (PU) interpolants that are positive if data values are positive.…

Numerical Analysis · Mathematics 2017-01-26 Alessandra De Rossi , Emma Perracchione

Quadrature formulas (QFs) based on radial basis functions (RBFs) have become an essential tool for multivariate numerical integration of scattered data. Although numerous works have been published on RBF-QFs, their stability theory can…

Numerical Analysis · Mathematics 2023-01-31 Jan Glaubitz , Jonah A. Reeger

Deep Neural Networks (DNNs) became the standard tool for function approximation with most of the introduced architectures being developed for high-dimensional input data. However, many real-world problems have low-dimensional inputs for…

Neural and Evolutionary Computing · Computer Science 2024-02-06 Daniel Jost , Basavasagar Patil , Xavier Alameda-Pineda , Chris Reinke

Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…

Numerical Analysis · Mathematics 2015-02-09 Ashley Prater

Some response surface functions in complex engineering systems are usually highly nonlinear, unformed, and expensive-to-evaluate. To tackle this challenge, Bayesian optimization, which conducts sequential design via a posterior distribution…

Machine Learning · Statistics 2021-09-23 Areej AlBahar , Inyoung Kim , Xiaowei Yue

In mesh-based numerical simulations, the interpolation of mesh-defined functions across different meshes is a critical task, and achieving high-precision interpolation is of great significance for improving the computational efficiency and…

Numerical Analysis · Mathematics 2026-04-15 Jiaxiong Hao , Yunqing Huang , Nianyu Yi

Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…

Statistics Theory · Mathematics 2015-11-06 Bharath K. Sriperumbudur , Zoltan Szabo

In this paper, we propose compactly supported radial basis functions for solving some well- known classes of astrophysics problems categorized as non-linear singular initial ordinary dif- ferential equations on a semi-infinite domain. To…

Numerical Analysis · Mathematics 2016-05-31 Kourosh Parand , Mohammad Hemami

When solving partial differential equations on scattered nodes using the Radial Basis Function generated Finite Difference (RBF-FD) method, one of the parameters that must be chosen is the stencil size. Focusing on Polyharmonic Spline RBFs…

Numerical Analysis · Mathematics 2026-02-26 Andrej Kolar-Požun , Mitja Jančič , Miha Rot , Gregor Kosec

The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes. The time-fractional partial differential equation appears in…

Numerical Analysis · Mathematics 2024-03-27 A. Torres-Hernandez , F. Brambila-Paz , C. A. Torres-Martínez

Since the advent of mesh-free methods as a tool for the numerical analysis of systems of Partial Differential Equations (PDEs), many variants of differential operator approximation have been proposed. In this work, we propose a local…

Numerical Analysis · Mathematics 2022-03-07 Mitja Jančič , Gregor Kosec

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Numerical Analysis · Mathematics 2020-07-13 Ben Adcock , Daan Huybrechs

Recent developments have made it possible to overcome grid-based limitations of finite difference (FD) methods by adopting the kernel-based meshless framework using radial basis functions (RBFs). Such an approach provides a meshless…

Numerical Analysis · Mathematics 2019-01-07 Pankaj K Mishra , Gregory E Fasshauer , Mrinal K Sen , Leevan Ling

Methods have previously been developed for the approximation of Lyapunov functions using radial basis functions. However these methods assume that the evolution equations are known. We consider the problem of approximating a given Lyapunov…

Dynamical Systems · Mathematics 2016-01-08 Peter Giesl , Boumediene Hamzi , Martin Rasmussen , Kevin N. Webster
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