Sökning: "RBF-FD"

Hittade 2 uppsatser innehållade ordet RBF-FD.

1. 1. Lid driven cavity flow using stencil-based numerical methods

   Kandidat-uppsats, Uppsala universitet/Institutionen för informationsteknologi

   Författare :Hannes Juujärvi; Isak Kinnunen; [2022]
   Nyckelord :Finite differences; incompressible Navier-Stokes equations; lid driven cavity flow; benchmark problem; RBF-FD-LS; FDM; accuracy; computational cost; stream function-vorticity formulation;

   Sammanfattning : In this report the regular finite differences method (FDM) and a least-squares radial basis function-generated finite differences method (RBF-FD-LS) is used to solve the two-dimensional incompressible Navier-Stokes equations for the lid driven cavity problem. The Navier-Stokes equations is solved using stream function-vorticity formulation. LÄS MER

3. 2. Stencil Study for RBF-FD in Option Pricing

   Kandidat-uppsats, Uppsala universitet/Institutionen för teknikvetenskaper

   Författare :Robin Eriksson; [2016]
   Nyckelord :RBF-FD; Option pricing;

   Sammanfattning : This thesis contains results on convergence studies for different stencils of radial basis function generated finite difference (RBF-FD) method applied to solving Black-Scholes equation for pricing European call options. The results experimentally confirm the theoretical convergence rates for smooth payoff functions with stencils of size 3, 5 and 7 in one- dimensional problems, and 9, 13 and 25 in two- dimensional problems. LÄS MER