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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

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev

In this paper, we give a review of fractal calculus which is an expansion of standard calculus. Fractal calculus is applied for functions which are not differentiable or integrable on totally disconnected fractal sets such as middle-$\mu$…

Dynamical Systems · Mathematics 2019-11-05 Cemil Tunc , Alireza Khalili Golmankhaneh

We present a comprehensive study of radial basis function (RBF) approximations for elliptic and obstacle-type boundary value problems under a variational formulation. Our focus is on practical accuracy, robustness and efficiency. To address…

Numerical Analysis · Mathematics 2026-04-23 Tan Phuong Dong Le , Giang Tran , Hans De Sterck

This study presents a detailed investigation of the modulational stability of interfacial wave packets in a two-layer inviscid incompressible fluid with finite layer thicknesses and interfacial surface tension. The stability analysis is…

Fluid Dynamics · Physics 2025-11-20 Olga Avramenko , Volodymyr Naradovyi

Ensuring liveness and safety of autonomous and cyber-physical systems remains a fundamental challenge, particularly when multiple safety constraints are present. This letter advances the theoretical foundations of safety-filter Quadratic…

Systems and Control · Electrical Eng. & Systems 2025-03-24 Matheus F. Reis , José P. Carvalho , A. Pedro Aguiar

The stability problem of a class of nonlinear switched systems defined on compact sets with state-dependent switching is considered. Instead of the Caratheodory solutions, the general Filippov solutions are studied. This encapsulates…

Optimization and Control · Mathematics 2017-07-31 Mohamadreza Ahmadi , Hamed Mojallali , Rafael Wisniewski

In this note, we extend the detailed study of the linearized dynamics obtained for cnoidal waves of the Korteweg--de Vries equation in \cite{JFA-R} to small-amplitude periodic traveling waves of the generalized Korteweg-de Vries equations…

Analysis of PDEs · Mathematics 2023-06-02 Corentin Audiard , L. Miguel Rodrigues , Changzhen Sun

Radial Basis Function-generated Finite Differences (RBF-FD) is a meshless method that can be used to numerically solve partial differential equations. The solution procedure consists of two steps. First, the differential operator is…

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

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

Strong-form meshless methods received much attention in recent years and are being extensively researched and applied to a wide range of problems in science and engineering. However, the solution of elasto-plastic problems has proven to be…

Numerical Analysis · Mathematics 2023-10-02 Gašper Vuga , Boštjan Mavrič , Božidar Šarler

The growing availability of computational resources has significantly increased the interest of the scientific community in performing complex multi-physics and multi-domain simulations. However, the generation of appropriate computational…

Numerical Analysis · Mathematics 2026-04-03 Daniele Moretto , Andrea Franceschini , Massimiliano Ferronato

We discuss technical results on learning function approximations using piecewise-linear basis functions, and analyze their stability and convergence using nonlinear contraction theory.

Optimization and Control · Mathematics 2018-04-27 Winfried Lohmiller , Philipp Gassert , Jean-Jacques Slotine

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 establishes suficient conditions for the orbital stability of one-parameter spatially periodic traveling-wave solutions for one-dimensional dispersive equations. Our method of proof combines known techniques with some new ideas.…

Analysis of PDEs · Mathematics 2020-04-28 Thiago Pinguello de Andrade , Ademir Pastor

We develop foundational aspects of stability theory in affine logic. On the one hand, we prove appropriate affine versions of many classical results, including definability of types, existence of non-forking extensions, and other…

Logic · Mathematics 2026-03-11 Itaï Ben Yaacov , Tomás Ibarlucía

The derivation of the state of the art tensorial versions of Fundamental Measure Theory (a form of classical Density Functional Theory for hard spheres) are re-examined in the light of the recently introduced concept of global stability of…

Statistical Mechanics · Physics 2021-01-04 James F. Lutsko

This paper studies the design of controllers that guarantee stability and safety of nonlinear control affine systems with parametric uncertainty in both the drift and control vector fields. To this end, we introduce novel classes of robust…

Optimization and Control · Mathematics 2022-08-12 Max H. Cohen , Calin Belta , Roberto Tron

Accurate interpolation of functions and derivatives is crucial in solving partial differential equations (PDEs). The Radial Basis Function (RBF) method has become an extremely popular and robust approach for interpolation on scattered data.…

Numerical Analysis · Mathematics 2025-05-23 Amirhossein Fashamiha , David Salac

The stability radius for finitely many interconnected linear exponentially stable well-posed systems with respect to static perturbations is studied. If the output space of each system is finite-dimensional, then a lower bound for the…

Functional Analysis · Mathematics 2019-12-05 Birgit Jacob , Sebastian Möller , Christian Wyss
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