Announcement ?Meshfree Methods?

Meshfree Methods

Meshfree methods are the topic of recent research in many areas of computational science and approximation theory. These methods come in various flavors, most of which can be explained either by what is known in the literature as radial basis functions (RBFs), or in terms of the moving least squares (MLS) method. Over the past several years meshfree approximation methods have found their way in...

Meshfree Methods in Option Pricing Meshfree Methods in Option Pricing

A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. The θ-method is used to discretize the equation ...

Simulations using meshfree methods

In this paper, attempt is made to solve a few problems using the Polynomial Point Collocation Method (PPCM), the Radial Point Collocation Method (RPCM), Smoothed Particle Hydrodynamics (SPH), and the Finite Point Method (FPM). A few observations on the accuracy of these methods are recorded. All the simulations in this paper are three dimensional linear elastostatic simulations, without account...

Meshfree methods and boundary conditions

Loosely speaking, let us explain on a simple exemple what is a meshfree method: let us pretend that we want to analyze the properties of some function whose support is included in Ω approximated by finite elements or wavelets. Either we construct some ad hoc wavelets or splines whose support is included in Ω, or we use the whole family of splines or wavelets defined on IR. The latest method is ...

Meshfree Approximation Methods with Matlab