Numerical solution of two-dimensional stochastic time-fractional Sine–Gordon equation on non-rectangular domains using finite difference and meshfree methods
Abstract The nonlinear Sine-Gordon equation is one of the widely used partial differential
equations that appears in various sciences and engineering. The main purpose of writing …
equations that appears in various sciences and engineering. The main purpose of writing …
A meshfree approach using naturally stabilized nodal integration for multilayer FG GPLRC complicated plate structures
CH Thai, P Phung-Van - Engineering Analysis with Boundary Elements, 2020 - Elsevier
In this study, a meshfree approach using a naturally stabilized nodal integration (NSNI)
integrated with a higher-order shear deformation theory (HSDT) for free vibration analysis of …
integrated with a higher-order shear deformation theory (HSDT) for free vibration analysis of …
A radial basis function partition of unity collocation method for convection–diffusion equations arising in financial applications
A Safdari-Vaighani, A Heryudono, E Larsson - Journal of Scientific …, 2015 - Springer
Meshfree methods based on radial basis function (RBF) approximation are of interest for
numerical solution of partial differential equations (PDEs) because they are flexible with …
numerical solution of partial differential equations (PDEs) because they are flexible with …
Solution of time‐fractional stochastic nonlinear sine‐Gordon equation via finite difference and meshfree techniques
In this article, we introduce a numerical procedure to solve time‐fractional stochastic sine‐
Gordon equation. The suggested technique is based on finite difference method and radial …
Gordon equation. The suggested technique is based on finite difference method and radial …
Combination of finite difference method and meshless method based on radial basis functions to solve fractional stochastic advection–diffusion equations
F Mirzaee, N Samadyar - Engineering with computers, 2020 - Springer
The present article develops a semi-discrete numerical scheme to solve the time-fractional
stochastic advection–diffusion equations. This method, which is based on finite difference …
stochastic advection–diffusion equations. This method, which is based on finite difference …
Pricing European and American options by radial basis point interpolation
We propose the use of the meshfree radial basis point interpolation (RBPI) to solve the Black–
Scholes model for European and American options. The RBPI meshfree method offers …
Scholes model for European and American options. The RBPI meshfree method offers …
Numerical solution of time fractional stochastic Korteweg–de Vries equation via implicit meshless approach
F Mirzaee, N Samadyar - Iranian Journal of Science and Technology …, 2019 - Springer
In this article, a numerical scheme is implemented to approximate the solution of time
fractional stochastic Korteweg–de Vries (KdV) equation. The structure of the proposed …
fractional stochastic Korteweg–de Vries (KdV) equation. The structure of the proposed …
Pricing European and American options with two stochastic factors: A highly efficient radial basis function approach
LV Ballestra, G Pacelli - Journal of Economic Dynamics and Control, 2013 - Elsevier
An increasingly popular and promising approach to solve option pricing models is the use of
numerical methods based on radial basis functions (RBF). These techniques yield high …
numerical methods based on radial basis functions (RBF). These techniques yield high …
[HTML][HTML] The method of variably scaled radial kernels for solving two-dimensional magnetohydrodynamic (MHD) equations using two discretizations: the Crank …
M Dehghan, V Mohammadi - Computers & Mathematics with Applications, 2015 - Elsevier
MHD equations have many applications in physics and engineering. The model is coupled
equations in velocity and magnetic field and has a parameter namely Hartmann. The value …
equations in velocity and magnetic field and has a parameter namely Hartmann. The value …
The numerical simulation of the phase field crystal (PFC) and modified phase field crystal (MPFC) models via global and local meshless methods
M Dehghan, V Mohammadi - Computer Methods in Applied Mechanics and …, 2016 - Elsevier
In the current work, we consider the two-dimensional time-dependent phase field crystal
(PFC) and the modified phase field crystal models (MPFC) to obtain their numerical …
(PFC) and the modified phase field crystal models (MPFC) to obtain their numerical …