Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes.
A. Torres-HernandezF. Brambila-PazC. A. Torres-MartínezPublished in: CoRR (2020)
Keyphrases
- numerical solution
- partial differential equations
- radial basis function
- black scholes
- numerical methods
- anisotropic diffusion
- image denoising
- finite difference
- option pricing
- differential equations
- level set
- neural network
- support vector
- finite element method
- image processing
- artificial neural networks
- multiscale
- boundary value problem
- energy functional
- exact solution
- computer vision
- basis functions
- image enhancement
- image segmentation
- curve evolution
- support vector machine svm
- finite element
- support vector machine
- diffusion equation
- pattern recognition
- search space
- high order
- markov random field
- numerical scheme
- difference equations