Essays about: "RBF-FD"
Found 2 essays containing the word RBF-FD.
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1. Lid driven cavity flow using stencil-based numerical methods
University essay from Uppsala universitet/Institutionen för informationsteknologiAbstract : In this report the regular finite differences method (FDM) and a least-squares radial basis function-generated finite differences method (RBF-FD-LS) is used to solve the two-dimensional incompressible Navier-Stokes equations for the lid driven cavity problem. The Navier-Stokes equations is solved using stream function-vorticity formulation. READ MORE
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2. Stencil Study for RBF-FD in Option Pricing
University essay from Uppsala universitet/Institutionen för teknikvetenskaperAbstract : This thesis contains results on convergence studies for different stencils of radial basis function generated finite difference (RBF-FD) method applied to solving Black-Scholes equation for pricing European call options. The results experimentally confirm the theoretical convergence rates for smooth payoff functions with stencils of size 3, 5 and 7 in one- dimensional problems, and 9, 13 and 25 in two- dimensional problems. READ MORE