Sinc methods are now recognized as an efficient numerical method for problems whose solutions may have singularities, or infinite domains, or boundary layers. This work deals with the sinc-collocation ...

The project aims to research and develop a python package to solve PDEs using the Collocation Method with Radial Basis Functions (RBF). This a project done for the Centro de Investigación en ...

In the fields of engineering and science, partial differential equations (PDEs) have extensive applications and significant potential for modeling natural and physical phenomena. These equations ...

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

Abstract: In this paper, we present a robust and accurate numerical method for solving the generalized Black–Scholes equation governing option pricing. We use a horizontal method of lines to ...

Abstract: Point collocation based on radial basis function approximation is one of the main methods used in meshless method. Because of the simplicity implementation and exponential convergence, it ...

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