12 citations · 29 across the 11 of their papers we have counts for
12 papers
Adaptively trained Physics-informed Radial Basis Function Neural Networks for Solving Multi-asset Option Pricing Problems
Yan Ma, Yumeng Ren, Elisabeth Larsson
The present study investigates the numerical solution of Black-Scholes partial differential equation (PDE) for option valuation with multiple underlying assets. We develop a physic…
A Radial Basis Function Partition of Unity Method for Steady Flow Simulations
Francisco Bernal, Ali Safdari-Vaighani, Elisabeth Larsson
A methodology is presented for the numerical solution of nonlinear elliptic systems in unbounded domains, consisting of three elements. First, the problem is posed on a finite doma…
Scaling of Radial Basis Functions
Elisabeth Larsson, Robert Schaback
This paper studies the influence of scaling on the behavior of Radial Basis Function interpolation. It focuses on certain central aspects, but does not try to be exhaustive. The mo…
An unfitted radial basis function generated finite difference method applied to thoracic diaphragm simulations
Igor Tominec, Pierre-Frederic Villard, Elisabeth Larsson +2
The thoracic diaphragm is the muscle that drives the respiratory cycle of a human being. Using a system of partial differential equations (PDEs) that models linear elasticity we co…
A least squares radial basis function finite difference method with improved stability properties
Igor Tominec, Elisabeth Larsson, Alfa Heryudono
Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we…
An investigation of global radial basis function collocation methods applied to Helmholtz problems
Elisabeth Larsson, Ulrika Sundin
Global radial basis function (RBF) collocation methods with inifinitely smooth basis functions for partial differential equations (PDEs) work in general geometries, and can have ex…