Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes.
A. Torres-HernandezF. Brambila-PazC. Torres-MartínezPublished in: Comput. Appl. Math. (2021)
Keyphrases
- numerical solution
- partial differential equations
- radial basis function
- black scholes
- numerical methods
- anisotropic diffusion
- image denoising
- differential equations
- artificial neural networks
- finite difference
- basis functions
- image processing
- level set
- neural network
- multiscale
- boundary value problem
- image enhancement
- support vector
- energy functional
- support vector machine
- finite element method
- curve evolution
- finite element
- numerical scheme
- support vector machine svm
- diffusion equation
- linear combination
- option pricing
- genetic algorithm
- state space
- feature space
- linear systems
- computational complexity
- computer vision
- image quality
- denoising