Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black–Scholes

In this paper, as far as the authors know, for the first time, a one-dimensional partial differential model is generalized using fractional differential operators and the same principle that provides the dimensional invariance of the radial basis functions methodology, resulting in a multidimensiona...

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Veröffentlicht in:	Computational & applied mathematics 2021-10, Vol.40 (7), Article 245
Hauptverfasser:	Torres-Hernandez, A., Brambila-Paz, F., Torres-Martínez, C.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applications of Mathematics Applied physics Computational mathematics Computational Mathematics and Numerical Analysis Interpolation Mathematical analysis Mathematical Applications in Computer Science Mathematical Applications in the Physical Sciences Mathematical models Mathematics Mathematics and Statistics Operators (mathematics) Partial differential equations Radial basis function
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