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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

We study the numerical evaluation of the integral fractional Laplacian and its application in solving fractional diffusion equations. We derive a pseudo-spectral formula for the integral fractional Laplacian operator based on fractional…

Numerical Analysis · Mathematics 2024-11-19 Zhaopeng Hao , Zhiqiang Cai , Zhongqiang Zhang

In this paper a numerical meshless method for solving the radiative transfer equations in a slab medium with an isotropic scattering is considered. The method is based on radial basis functions to approximate the solution of an…

Numerical Analysis · Computer Science 2014-08-12 J. A. Rad , S. Kazem , K. Parand

In this work, we propose an adaptive radial basis function (RBF) approach for the efficient solution of multidimensional spatiotemporal integrodifferential equations. Our approach can automatically adjust the shape of RBFs and provide an…

Numerical Analysis · Mathematics 2026-04-08 Mingtao Xia , Qijing Shen

Meshfree methods based on radial basis function (RBF) approximation are of interest for numerical solution of partial differential equations (PDEs) because they are flexible with respect to the geometry of the computational domain, they can…

Numerical Analysis · Mathematics 2017-05-17 Ali Safdari-Vaighani , Elisabeth Larsson , Alfa Heryudono

The aim of this chapter is to show how option prices in jump-diffusion models can be computed using meshless methods based on Radial Basis Function (RBF) interpolation. The RBF technique is demonstrated by solving the partial…

Computational Finance · Quantitative Finance 2011-10-26 Ron T. L. Chan , Simon Hubbert

We numerically solve two-dimensional heat diffusion problems by using a simple variant of the meshfree local radial-basis function (RBF) collocation method. The main idea is to include an additional set of sample nodes outside the problem…

Computational Physics · Physics 2017-10-02 Seung Ki Baek , Minjae Kim

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback

This paper presents an efficient spectral method for solving the fractional Fredholm integro-differential equations. The non-smoothness of the solutions to such problems leads to the performance of spectral methods based on the classical…

Numerical Analysis · Mathematics 2022-09-23 Y. Talaei , S. Noeiaghdam , H. Hosseinzadeh

Radial basis functions are typically used when discretization sche-mes require inhomogeneous node distributions. While spawning from a desire to interpolate functions on a random set of nodes, they have found successful applications in…

Numerical Analysis · Mathematics 2022-10-20 P. -A. Gourdain , M. B. Adams , M. Evans , H. R. Hasson , J. R. Young , I. West-Abdallah

This article aims to develop a direct numerical approach to solve the space-fractional partial differential equations (PDEs) based on a new differential quadrature (DQ) technique. The fractional derivatives are approximated by the weighted…

Numerical Analysis · Mathematics 2017-01-24 X. G. Zhu , Y. F. Nie

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

In this paper, we present a spectral method based on Radial Basis Functions (RBFs) for numerically solving the fully nonlinear 1D Serre Green-Naghdi equations. The approximation uses an RBF discretization in space and finite differences in…

Fluid Dynamics · Physics 2014-07-17 Maurice S. Fabien

This paper introduces a novel meshfree methodology based on Radial Basis Function-Finite Difference (RBF-FD) approximations for the numerical solution of partial differential equations (PDEs) on surfaces of codimension 1 embedded in…

Numerical Analysis · Mathematics 2024-12-20 Víctor Bayona , Argyrios Petras , Cécile Piret , Steven J. Ruuth

In this paper, we propose a meshfree method based on the Gaussian radial basis function (RBF) to solve both classical and fractional PDEs. The proposed method takes advantage of the analytical Laplacian of Gaussian functions so as to…

Numerical Analysis · Mathematics 2021-06-21 John Burkardt , Yixuan Wu , Yanzhi Zhang

This note carries three purposes involving our latest advances on the radial basis function (RBF) approach. First, we will introduce a new scheme employing the boundary knot method (BKM) to nonlinear convection-diffusion problem. It is…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen , W. He

We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a multiplicative transformation of space variables in the…

Computational Finance · Quantitative Finance 2014-06-10 Hyong-chol O , Yong-hwa Ro , Ning Wan

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

In this paper, we study the benefits of using polyharmonic splines and node layouts with smoothly varying density for developing robust and efficient radial basis function generated finite difference (RBF-FD) methods for pricing of…

Computational Finance · Quantitative Finance 2018-08-20 Slobodan Milovanović

In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…

Numerical Analysis · Mathematics 2023-05-23 Peyman Alipour
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