A class of mesh-free algorithms for some problems arising in finance and machine learning

DOI10.1007/s10915-023-02179-5arXiv2304.10521MaRDI QIDQ6101663

Jean-Marc Mercier, Philippe G. LeFloch

Publication date: 20 June 2023

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2304.10521

zbMATH Keywords

reproducing kernelFokker-Planckmesh-free methoddiscrepancy errorPython algorithm

Mathematics Subject Classification ID

Numerical and other methods in solid mechanics (74Sxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

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