An efficient radial basis function generated finite difference meshfree scheme to price multi-dimensional PDEs in financial options.
Yanlai SongPublished in: J. Comput. Appl. Math. (2024)
Keyphrases
- radial basis function
- finite difference
- numerical scheme
- partial differential equations
- numerical methods
- numerical solution
- semi implicit
- rbf neural network
- rbf network
- neural network
- level set
- finite element
- anisotropic diffusion
- diffusion equation
- basis functions
- hamilton jacobi
- numerical analysis
- artificial neural networks
- eikonal equation
- image denoising
- support vector machine svm
- energy functional
- support vector machine
- support vector
- image processing
- differential equations
- multiscale
- nonlinear diffusion
- machine learning