A novel local meshless scheme based on the radial basis function for pricing multi-asset options

H Mesgarani, S Ahanj… - … Methods for Differential …, 2022 - cmde.tabrizu.ac.ir
A novel local meshless scheme based on the radial basis function (RBF) is introduced in this
article for price multi-asset options of even European and American types based on the …

An RBF-PUM finite difference scheme for forward–backward heat equation

G Garmanjani, S Banei, K Shanazari… - Computational and Applied …, 2023 - Springer
In this paper, a truly meshless method based on the partition of unity method (PUM) is
developed for the numerical solution of the two-dimensional forward–backward heat …

Solving forward-backward time fractional heat equation with variable-order by a finite difference method

S Banei, K Shanazari - 2024 - authorea.com
In this work, a forward-backward time fractional heat equation is introduced for the first time.
A non-overlapping domain decomposition procedure with a finite difference scheme is used …

A new approximation method for convection-diffusion equation by the fundamental solutions

S Banei, K Shanazari - Journal of Mathematical Modeling, 2023 - jmm.guilan.ac.ir
This paper develops a new numerical method of fundamental solutions for the non-
homogeneeous convection-diffusion equations with time-dependent heat sources. A …

Numerical solution of one-phase Stefan problem for the non-classical heat equation with a convective condition

SS Pishnamaz Mohammadi, K Ivaz - Computational Methods for …, 2023 - cmde.tabrizu.ac.ir
A numerical technique for the solution of the one-phase Stefan problem for the non-classical
heat equation with a convective condition is discussed. This approach is based on a scheme …

[PDF][PDF] Solving the forward-backward heat equation in two-dimension by Radial basis functions mesh free method

S Banei, K Shanazari, Y Azari… - Journal of Zankoy …, 2020 - researchgate.net
This study is specially designed to solve the forward-backward heat equation in two
dimension to make use of thin plate splines and finite difference method. It should be noted …

[引用][C] Numerical investigation of the two–dimensional time–dependent diffusion equation using Radial basis functions

H Mesgarani, M Bakhshandeh, Y Aghdam - Journal of Zankoy Sulaimani-Part A, 2020

[引用][C] The property of linear fractional integro-differential equations on the basis of the collocation method and the operational matrices of cubic B-spline wavelets

A Ghasemian, A Behzadi, A Shirvani, Y Azari - Journal of Zankoy Sulaimani-Part A, 2020

[引用][C] A Numerical computation for solving the fractional delay differential equations via the MQ-RBF collocation method

Y Aghdam, H Safdari, Y Azari, S Banee - Journal of Zankoy Sulaimani-Part A, 2020