Results 61 to 70 of about 1,247 (123)

A univariate quasi-multiquadric interpolationwith better smoothness

Computers & Mathematics with Applications, 2004
A univariate quasi-interpolation scheme is proposed which is derivative-free and efficient. Since it is a quasi-interpolation method, no linear systems need to be solved for computing the required coefficients; this makes it also suitable for smoothing.
openaire   +2 more sources

On Shifted Cardinal Interpolation by Gaussians and Multiquadrics

Journal of Approximation Theory, 1996
The authors study so-called shifted Gaussian interpolation where approximants are given as a (finite or infinite) linear combination of translates of some Gaussian. More precisely, the approximants \(s\) are of the form \[ s(x)= \sum_{k\in\mathbb{Z}^d} a_k \varphi(x+\alpha-k) \qquad (x\in\mathbb{R}^d), \tag{1} \] where \(\mathbb{Z}\) is the set of ...
Baxter, B.J.C., Sivakumar, N.
openaire   +2 more sources

Inverse multiquadric kernel‐based neuro heuristic approach to analyze the unsteady MHD nanofluid flow via permeable elongating surface

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, Volume 104, Issue 2, February 2024.
In this study, a novel neuro heuristic approach is designed to investigate the flow properties of magnetohydrodynamic (MHD) nanofluid along an exponentially extending sheet with a permeable medium with the impact of radiation as well as fluctuating heat source/sink.
Zeeshan Ikram Butt, Iftikhar Ahmad, Syed Ibrar Hussain, Muhammad Asif Zahoor Raja, Muhammad Shoaib, Hira Ilyas   +5 more
wiley   +1 more source

Using Time‐Space Double Radial Basis Function Method to Solve High‐Dimensional PDEs Arising from Multiasset Option Pricing

Discrete Dynamics in Nature and Society, Volume 2024, Issue 1, 2024.
This paper develops a time‐space double radial basis function (TSDRBF) method to solve PDEs arising from multiasset option pricing. By TSDRBF discretization for the high‐dimensional PDEs, a linear system (LS) is obtained. After solving the LS, multi‐asset options of European and American style are restored, with number N of space discretization, number
Zhiqiang Zhou, Hongying Wu, Caijuan Kang, You Wu, Chun Wei   +4 more
wiley   +1 more source

A quasi-RBF technique for numerical discretization of PDE's [PDF]

, 2002
Atkinson developed a strategy which splits solution of a PDE system into homogeneous and particular solutions, where the former have to satisfy the boundary and governing equation, while the latter only need to satisfy the governing equation without ...
Chen, W.
core   +1 more source

New Solutions of Time‐ and Space‐Fractional Black–Scholes European Option Pricing Model via Fractional Extension of He‐Aboodh Algorithm

Journal of Mathematics, Volume 2024, Issue 1, 2024.
The current study explores the space and time‐fractional Black–Scholes European option pricing model that primarily occurs in the financial market. To tackle the complexities associated with solving models in a fractional environment, the Aboodh transform is hybridized with He’s algorithm.
Mubashir Qayyum, Efaza Ahmad, Ammar Alsinai   +2 more
wiley   +1 more source

Application of the Method of Initial Functions to Study Dynamics and Stress Distribution in Structural Members

Advances in Civil Engineering, Volume 2024, Issue 1, 2024.
This study investigates plate analyses employing the method of initial functions (MIFs) across various plate geometries and loading conditions. The conclusions derived from thick rectangular plates highlight substantial thickness‐induced effects on deflection and stress distributions.
Jitendra Namdeo, S. K. Dubey, Rahul Biswas, Rakesh Patel, Meng Gao   +4 more
wiley   +1 more source

An RBF‐LOD Method for Solving Stochastic Diffusion Equations

Journal of Mathematics, Volume 2024, Issue 1, 2024.
In this study, we introduce an innovative approach to solving stochastic equations in two and three dimensions, leveraging a time‐splitting strategy. Our method combines radial basis function (RBF) spatial discretization with the Crank–Nicolson scheme and the local one‐dimensional (LOD) method for temporal approximation.
Samaneh Mokhtari, Ali Mesforush, Reza Mokhtari, Rahman Akbari, M. M. Bhatti   +4 more
wiley   +1 more source

Numerical solutions of a boundary value problem on the sphere using radial basis functions [PDF]

, 2016
Boundary value problems on the unit sphere arise naturally in geophysics and oceanography when scientists model a physical quantity on large scales. Robust numerical methods play an important role in solving these problems.
Gia, Quoc Thong Le
core  

A MLPG Meshless Method for Numerical Simulation of Unsteady Incompressible Flows

Journal of Applied Fluid Mechanics, 2017
This article presents a numerical algorithm using the Meshless Local PetrovGalerkin (MLPG) method for numerical simulation of unsteady incompressible flows, governed by the Navier–Stokes equations via the stream function–vorticity (ψ–ω) formulation.
Iraj Saeedpanah
doaj