Modelling dynamic failure of concrete with meshfree methods

Title Meshfree Sequentially Linear Analysis of Concrete

3 New meshfree method employing the Node-based Smoothed Point Interpolation Method 4 (NS-PIM) is presented as an alternative to the non-linear finite element approach for concrete 5 members. The non-linear analysis is replaced by sequentially linear analyses (SLA), and 6 smeared, fixed concrete cracking model was used. A notched concrete beam was employed 7 for validation. Using a crack band wi...

Meshfree Approximation Methods with Matlab

Meshfree Methods

Meshfree methods are the topic of recent research in many areas of computational science and approximation theory. These methods come in various flavors, most of which can be explained either by what is known in the literature as radial basis functions (RBFs), or in terms of the moving least squares (MLS) method. Over the past several years meshfree approximation methods have found their way in...

Meshfree Methods in Option Pricing Meshfree Methods in Option Pricing

A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. The θ-method is used to discretize the equation ...

Valuation of American Options with Meshfree Methods

In this paper, we price American options using the radial basis function (RBF) interpolation method. Two processes for the volatility are assumed: local volatility and stochastic volatility. In particular, we focus on the constant elasticity of variance (CEV) model (Cox and Ross (1976)) and the Heston model (Heston (1993)). Several experiments are performed to evaluate the pricing accuracy and ...