Search for dissertations about: "RBF-FD"

Found 2 swedish dissertations containing the word RBF-FD.

  2. 1. Oversampled radial basis function methods for solving partial differential equations

    Author : Igor Tominec; Elisabeth Larsson; Bengt Fornberg; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; radial basis function; PDE; oversampling; stability; RBF-FD; RBF-PUM; unfitted;

    Abstract : Partial differential equations (PDEs) describe complex real-world phenomena such as weather dynamics,  object deformations, financial trading prices, and fluid-structure interaction.  The solutions of PDEs are commonly used to enhance the understanding of these phenomena and also as leverage to make technological improvements to consumer products. READ MORE

  4. 2. Radial Basis Function generated Finite Difference Methods for Pricing of Financial Derivatives

    Author : Slobodan Milovanović; Lina von Sydow; Bertram Düring; Uppsala universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Radial basis function; Finite difference; Computational finance; Pricing of financial derivatives; Option pricing; Partial differential equation; Beräkningsvetenskap med inriktning mot numerisk analys; Scientific Computing with specialization in Numerical Analysis;

    Abstract : The purpose of this thesis is to present state of the art in radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives. This work provides a detailed overview of RBF-FD properties and challenges that arise when the RBF-FD methods are used in financial applications. READ MORE