in this paper, we propose a new numerical method for solution of urysohn two dimensional mixed volterra-fredholm integral equations of the second kind on a non-rectangular domain. the method approximates the solution by the discrete collocation method based on inverse multiquadric radialbasis functions (rbfs) constructed on a set of disordered data. the method is a meshless method, because it i...

Vortex methods have a history as old as finite differences. They have since faced difficulties stemming from the numerical complexity of the Biot-Savart law, the inconvenience of adding viscous effects in a Lagrangian formulation, and the loss of accuracy due to Lagrangian distortion of the computational elements. The first two issues have been successfully addressed, respectively, by the appli...

By coupling the flexibility of Thin-Plate Splines interpolation with Green’s integral formula, we obtain a meshless cubature method from scattered samples of small/moderate size, on convex as well as nonconvex and even multiply connected polygonal domains. 2000 AMS subject classification: 65D05, 65D32.

We propose the use of the meshfree radial basis point interpolation (RBPI) to solve the Black–Scholes model for European and American options. The RBPI meshfree method offers several advantages over the more conventional radial basis function approximation, nevertheless it has never been applied to option pricing, at least to the very best of our knowledge. In this paper the RBPI is combined wi...