A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (Q499268)
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scientific article; zbMATH DE number 6487347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications |
scientific article; zbMATH DE number 6487347 |
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A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications (English)
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30 September 2015
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collocation method
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meshfree
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radial basis function
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partition of unity
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convection-diffusion equation
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American option
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comparison of methods
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convergence
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finite difference
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pseudospectral method
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