Damircheli, Davood; Razzaghi, Mohsen; Kazemi, Seyed-Mohammad-Mahdi; Bastani, Ali Foroush A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model. (English) Zbl 1521.91385 Eng. Anal. Bound. Elem. 150, 364-373 (2023). MSC: 91G60 60G51 62P05 65D12 91G40 PDFBibTeX XMLCite \textit{D. Damircheli} et al., Eng. Anal. Bound. Elem. 150, 364--373 (2023; Zbl 1521.91385) Full Text: DOI
Salleh, Ihsane; Belkourchia, Yassin; Azrar, Lahcen Coupled Kansa and hybrid optimization methodological approach for Kolmogorov-Feller equations. (English) Zbl 1521.65106 Eng. Anal. Bound. Elem. 141, 127-139 (2022). MSC: 65M70 35R60 60H30 65D12 PDFBibTeX XMLCite \textit{I. Salleh} et al., Eng. Anal. Bound. Elem. 141, 127--139 (2022; Zbl 1521.65106) Full Text: DOI
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods. (English) Zbl 1464.65150 Eng. Anal. Bound. Elem. 127, 53-63 (2021). MSC: 65M70 35R11 60H15 65D12 65M75 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Eng. Anal. Bound. Elem. 127, 53--63 (2021; Zbl 1464.65150) Full Text: DOI
Shirzadi, Mohammad; Dehghan, Mehdi; Bastani, Ali Foroush A trustable shape parameter in the kernel-based collocation method with application to pricing financial options. (English) Zbl 1464.91076 Eng. Anal. Bound. Elem. 126, 108-117 (2021). MSC: 91G60 65M70 45K05 60G51 60H30 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Eng. Anal. Bound. Elem. 126, 108--117 (2021; Zbl 1464.91076) Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah; Mirzaee, Farshid The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order. (English) Zbl 1464.65091 Eng. Anal. Bound. Elem. 118, 285-294 (2020). MSC: 65M06 35R11 60H15 65M75 PDFBibTeX XMLCite \textit{N. Samadyar} et al., Eng. Anal. Bound. Elem. 118, 285--294 (2020; Zbl 1464.65091) Full Text: DOI
Esmaeilbeigi, M.; Chatrabgoun, O.; Shafa, Maryam Numerical solution of time-dependent stochastic partial differential equations using RBF partition of unity collocation method based on finite difference. (English) Zbl 1464.65140 Eng. Anal. Bound. Elem. 104, 120-134 (2019). MSC: 65M70 35R60 60H15 60H35 65M75 65C30 PDFBibTeX XMLCite \textit{M. Esmaeilbeigi} et al., Eng. Anal. Bound. Elem. 104, 120--134 (2019; Zbl 1464.65140) Full Text: DOI
Harbrecht, Helmut; Ilić, Nikola; Multerer, Michael D. Rapid computation of far-field statistics for random obstacle scattering. (English) Zbl 1464.76089 Eng. Anal. Bound. Elem. 101, 243-251 (2019). MSC: 76M15 65N38 60G60 76B15 76Q05 PDFBibTeX XMLCite \textit{H. Harbrecht} et al., Eng. Anal. Bound. Elem. 101, 243--251 (2019; Zbl 1464.76089) Full Text: DOI arXiv
Samadyar, Nasrin; Mirzaee, Farshid Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions. (English) Zbl 1418.60090 Eng. Anal. Bound. Elem. 101, 27-36 (2019). MSC: 60H20 45E05 65D30 PDFBibTeX XMLCite \textit{N. Samadyar} and \textit{F. Mirzaee}, Eng. Anal. Bound. Elem. 101, 27--36 (2019; Zbl 1418.60090) Full Text: DOI
Mirzaee, Farshid; Samadyar, Nasrin On the numerical solution of fractional stochastic integro-differential equations via meshless discrete collocation method based on radial basis functions. (English) Zbl 1464.65010 Eng. Anal. Bound. Elem. 100, 246-255 (2019). MSC: 65C30 26A33 34K37 34K50 45J05 60H20 PDFBibTeX XMLCite \textit{F. Mirzaee} and \textit{N. Samadyar}, Eng. Anal. Bound. Elem. 100, 246--255 (2019; Zbl 1464.65010) Full Text: DOI
Abbaszadeh, Mostafa; Khodadadian, Amirreza; Parvizi, Maryam; Dehghan, Mehdi; Heitzinger, Clemens A direct meshless local collocation method for solving stochastic Cahn-Hilliard-Cook and stochastic Swift-Hohenberg equations. (English) Zbl 1404.65207 Eng. Anal. Bound. Elem. 98, 253-264 (2019). MSC: 65M75 35R60 60H15 PDFBibTeX XMLCite \textit{M. Abbaszadeh} et al., Eng. Anal. Bound. Elem. 98, 253--264 (2019; Zbl 1404.65207) Full Text: DOI
Thakoor, Nawdha; Tangman, Désiré Yannick; Bhuruth, Muddun RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility. (English) Zbl 1403.91353 Eng. Anal. Bound. Elem. 92, 207-217 (2018). MSC: 91G20 91G70 60H30 65M70 PDFBibTeX XMLCite \textit{N. Thakoor} et al., Eng. Anal. Bound. Elem. 92, 207--217 (2018; Zbl 1403.91353) Full Text: DOI
Wu, F.; Yao, L. Y.; Hu, M.; He, Z. C. A stochastic perturbation edge-based smoothed finite element method for the analysis of uncertain structural-acoustics problems with random variables. (English) Zbl 1403.76052 Eng. Anal. Bound. Elem. 80, 116-126 (2017). MSC: 76M10 65N30 35R60 60H35 65N75 74H45 76Q05 PDFBibTeX XMLCite \textit{F. Wu} et al., Eng. Anal. Bound. Elem. 80, 116--126 (2017; Zbl 1403.76052) Full Text: DOI
Hu, Xiao Bin; Cui, Xiang Yang; Feng, Hui; Li, Guang Yao Stochastic analysis using the generalized perturbation stable node-based smoothed finite element method. (English) Zbl 1403.65137 Eng. Anal. Bound. Elem. 70, 40-55 (2016). MSC: 65N30 60H35 65N75 PDFBibTeX XMLCite \textit{X. B. Hu} et al., Eng. Anal. Bound. Elem. 70, 40--55 (2016; Zbl 1403.65137) Full Text: DOI
Sabelfeld, K. K. Stochastic boundary methods of fundamental solutions for solving PDEs. (English) Zbl 1352.65640 Eng. Anal. Bound. Elem. 36, No. 7, 1092-1103 (2012). MSC: 65N80 60J20 65N15 PDFBibTeX XMLCite \textit{K. K. Sabelfeld}, Eng. Anal. Bound. Elem. 36, No. 7, 1092--1103 (2012; Zbl 1352.65640) Full Text: DOI
Ballestra, Luca Vincenzo; Pacelli, Graziella A radial basis function approach to compute the first-passage probability density function in two-dimensional jump-diffusion models for financial and other applications. (English) Zbl 1352.65385 Eng. Anal. Bound. Elem. 36, No. 11, 1546-1554 (2012). MSC: 65M70 60J75 91G60 91G20 PDFBibTeX XMLCite \textit{L. V. Ballestra} and \textit{G. Pacelli}, Eng. Anal. Bound. Elem. 36, No. 11, 1546--1554 (2012; Zbl 1352.65385) Full Text: DOI
Ballestra, Luca Vincenzo; Pacelli, Graziella Computing the survival probability density function in jump-diffusion models: a new approach based on radial basis functions. (English) Zbl 1259.65157 Eng. Anal. Bound. Elem. 35, No. 9, 1075-1084 (2011). MSC: 65M75 60J75 60J60 PDFBibTeX XMLCite \textit{L. V. Ballestra} and \textit{G. Pacelli}, Eng. Anal. Bound. Elem. 35, No. 9, 1075--1084 (2011; Zbl 1259.65157) Full Text: DOI
Wu, Zongmin; Hon, Y. C. Convergence error estimate in solving free boundary diffusion problem by radial basis functions method. (English) Zbl 1040.91058 Eng. Anal. Bound. Elem. 27, No. 1, 73-79 (2003). MSC: 91G60 65M12 91G20 60G40 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Y. C. Hon}, Eng. Anal. Bound. Elem. 27, No. 1, 73--79 (2003; Zbl 1040.91058) Full Text: DOI