Mesh-Free RBF-FD Method with Polyharmonic Splines and Polynomials for High-Dimensional PDEs and Financial Option Pricing

This study employs the radial basis function-generated finite difference (RBF-FD) method to address high-dimensional elliptic differential equations under Dirichlet boundary conditions. The method utilizes polyharmonic spline functions (PHSs) combined with polynomials for approximation. A notable be...

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Auteurs principaux:	Narges Hosseinzadeh, Elyas Shivanian, Saeid Abbasbandy
Format:	Artigo
Langue:	Inglês
Publié:	Payame Noor University 2025-06-01
Collection:	Control and Optimization in Applied Mathematics
Sujets:	radial basis functions polyharmonic splines high-dimensional partial differential equations finite difference method option pricing
Accès en ligne:	https://mathco.journals.pnu.ac.ir/article_11952_936d7aaf7a536a3ef3f8c52a2814f745.pdf
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