论文标题
使用径向基函数的数值解决方案用于黑色类型的多维分数偏微分方程
Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes
论文作者
论文摘要
本文的目的是通过径向基础函数，类型黑色 - 链式的时间空间分数偏微分方程，使用无网状方法来求解。时间折段的部分微分方程出现在物理和工程应用中使用的几个扩散问题中，并在股票市场的价格进行了替代和超扩散行为。这项工作表明了径向基函数方案的灵活性，以解决几种类型的节点解决多维问题，并且还显示了如何减少所涉及的矩阵的状况数量。
The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes. The time-fractional partial differential equation appears in several diffusion problems used in physics and engineering applications, and models subdiffusive and superdiffusive behavior of the prices at the stock market. This work shows the flexibility of the radial basis function scheme to solve multidimensional problems with several types of nodes and it also shows how to reduce the condition number of the matrices involved.
