Using Chebyshev polynomial’s zeros as point grid for numerical solution of nonlinear PDEs by differential quadrature- based radial basis functions

Numerical Solution of Nonlinear PDEs by Using Two-Level Iterative Techniques and Radial Basis Functions

‎Radial basis function method has been used to handle linear and‎ ‎nonlinear equations‎. ‎The purpose of this paper is to introduce the method of RBF to‎ ‎an existing method in solving nonlinear two-level iterative‎ ‎techniques and also the method is implemented to four numerical‎ ‎examples‎. ‎The results reveal that the technique is very effective‎ ‎and simple. Th...

Numerical solution of fractional-order Riccati differential equation by differential quadrature method based on Chebyshev polynomials

*Correspondence: [email protected] Department of Science, Huaihai Institute of Technology, Cangwu Road, Lianyungang, 222005, China Abstract We apply the Chebyshev polynomial-based differential quadrature method to the solution of a fractional-order Riccati differential equation. The fractional derivative is described in the Caputo sense. We derive and utilize explicit expressions of weighting coef...

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

The method of radial basis functions for the solution of nonlinear Fredholm integral equations system.

In this paper, An effective and simple numerical method is proposed for solving systems of integral equations using radial basis functions (RBFs). We present an algorithm based on interpolation by radial basis functions including multiquadratics (MQs), using Legendre-Gauss-Lobatto nodes and weights. Also a theorem is proved for convergence of the algorithm. Some numerical examples are presented...

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

Options pricing have an important role in risk control and risk management. Pricing discussion requires modelling process, solving methods and implementing the model by real data in a given market. In this paper we show a model for underlying asset based on fractional stochastic models which is a particular type of behavior of stochastic assets changing. In addition a numerical method based on ...