Convergence error estimate in solving free boundary diffusion problem by radial basis functions method.
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Publication:1399222
DOI10.1016/S0955-7997(02)00083-8zbMath1040.91058OpenAlexW2084219007MaRDI QIDQ1399222
Publication date: 30 July 2003
Published in: Engineering Analysis with Boundary Elements (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0955-7997(02)00083-8
Numerical methods (including Monte Carlo methods) (91G60) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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