Analysing time-fractional exotic options via efficient local meshless method
In this article, we analyse the numerical simulation of the time-fractional Black-Scholes model governing butterfly spread option, digital option and double barrier option.
Mustafa Inc +5 more
doaj +1 more source
Differential quadrature method for space-fractional diffusion equations on 2D irregular domains
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations.
Liu, F. +3 more
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The use of the mesh free methods (radial basis functions) in the modeling of radionuclide migration and moving boundary value problems [PDF]
Recently, the mesh free methods (radial basis functions-RBFs) have emerged as a novel computing method in the scientific and engineering computing community.
Runovc, Franc +2 more
core
Radial basis functions can be used as an alternative method for mineral resource estimation when ordinary kriging cannot be done because it is impossible to calculate an experimental variogram.
Taís Celestino dos Santos +1 more
doaj +1 more source
Anisotropic Radial Basis Function Methods for Continental Size Ice Sheet Simulations
In this paper we develop and implement anisotropic radial basis function methods for simulating the dynamics of ice sheets and glaciers. We test the methods on two problems: the well-known benchmark ISMIP-HOM B that corresponds to a glacier size ice and ...
Cheng, Gong, Shcherbakov, Victor
core +1 more source
Analytical Particular Solutions of Multiquadrics Associated with Polyharmonic Operators [PDF]
We derive two- and three-dimensional analytical particular solutions of multiquadrics (MQ) associated with the polyharmonic operators, named as the polyharmonic multiquadrics (PMQs). The methods of undetermined coefficients are constructed by observing the first few orders of the PMQs which are obtained by the symbolic software,Mathematica.
openaire +2 more sources
Cost-efficient BLE fingerprint database construction approach via multi-quadric RBF interpolation
The demand for indoor localization is becoming urgent, but the traditional location fingerprint approach takes a lot of manpower and time to construct a fine-grained location fingerprint database.
Liangbo Xie +4 more
doaj +1 more source
Use of Multiquadric Interpolation for Meteorological Objective Analysis
Abstract The method of multiquadric interpolation is described and compared to the Barnes and Cressman methods of meteorological objective analysis. The method of multiquadric interpolation uses hyperboloid radial basis functions to fit scattered data to a uniform grid.
Nuss, Wendell A., Titley, David W.
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Random embedded calibrated statistical blind steganalysis using cross validated support vector machine and support vector machine with particle swarm optimization. [PDF]
Shankar DD, Azhakath AS.
europepmc +1 more source
Shape preserving fractal multiquadric quasi-interpolation
AbstractIn this article, we construct a novel self-referential fractal multiquadric function which is symmetric about the origin. The scaling factors are suitably restricted to preserve the differentiability and the convexity of the underlying classical multiquadric function. Based on the translates of a fractal multiquadric function defined on a grid,
Kumar, D. +2 more
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