Numerical Solution of Fractional Black Scholes Equation Based on Radial Basis Functions Method

Numerical Solutions for Fractional Black-Scholes Option Pricing Equation

In this article we have applied a numerical finite difference method to solve the Black-Scholes European and American option pricing both presented by fractional differential equations in time and asset.

Numerical solution of fractional telegraph equation by using radial basis functions

In this paper, we implement the radial basis functions for solving a classical type of time-fractional telegraph equation defined by Caputo sense for ð1oαr2Þ. The presented method which is coupled of the radial basis functions and finite difference scheme achieves the semi-discrete solution. We investigate the stability, convergence and theoretical analysis of the scheme which verify the validi...

Numerical Solution of The Parabolic Equations by Variational Iteration Method and Radial Basis Functions

‎In this work‎, ‎we consider the parabolic equation‎: ‎$u_t-u_{xx}=0$‎. ‎The purpose of this paper is to introduce the method of‎ ‎variational iteration method and radial basis functions for‎ ‎solving this equation‎. ‎Also, the method is implemented to three‎ ‎numerical examples‎. ‎The results reveal‎ ‎that the technique is very effective and simple.

Numerical Techniques Based on Radial Basis Functions

Radial basis functions are tools for reconstruction of mul-tivariate functions from scattered data. This includes, for instance, reconstruction of surfaces from large sets of measurements, and solving partial diierential equations by collocation. The resulting very large linear N N systems require eecient techniques for their solution, preferably of O(N) or O(N log N) computational complexity. ...

THE COMPARISON OF EFFICIENT RADIAL BASIS FUNCTIONS COLLOCATION METHODS FOR NUMERICAL SOLUTION OF THE PARABOLIC PDE’S

In this paper, we apply the compare the collocation methods of meshfree RBF over differential equation containing partial derivation of one dimension time dependent with a compound boundary nonlocal condition.

Numerical Solution of Singular IVPs of Lane-Emden Type Using Integral Operator and Radial Basis Functions