Meshfree methods based on radial basis function (RBF) approximation are becoming widely
used for solving PDE problems. They are flexible with respect to the problem geometry and …

In an incomplete market construction and by no-arbitrage assumption, the American options
pricing problem under the jump-diffusion regime-switching process is formulated by a …

In this paper, the nonlinear singular Thomas–Fermi differential equation for neutral atoms is
solved using the fractional order of rational Chebyshev orthogonal functions (FRCs) of the …

Abstract Nowadays, Deep Learning is drastically revolutionizing financial research as well
as industry. Many methods have been discussed in the last few years, mainly related to …

Volterra's model for population growth in a closed system includes an integral term to
indicate accumulated toxicity in addition to the usual terms of the logistic equation, that …

In this paper, the local boundary integral equation (LBIE) method based on generalized
moving least squares (GMLS) is proposed for solving extended Fisher–Kolmogorov (EFK) …

Since financial engineering problems are of great importance in the academic community,
effective methods are still needed to analyze these models. Therefore, this article focuses …

In this paper, we propose compactly supported radial basis functions for solving some well-
known classes of astrophysics problems categorized as non-linear singular initial ordinary …

A new numerical learning approach namely Rational Gegenbauer Least Squares Support
Vector Machines (RG_LS_SVM), is introduced in this paper. RG_LS_SVM method is a …

A local meshless radial basis function collocation differential quadrature (LMRBFCDQ) is
proposed for the numerical solution of a single and multi-asset option pricing PDE models …