A greedy algorithm for partition of unity collocation method in pricing American options
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DOI: 10.1002/mma.5757
Abstract: A greedy algorithm in combination with radial basis functions partition of unity collocation (GRBF‐PUC) scheme is used as a locally meshless method for American option pricing. The radial basis function partition of unity method (RBF‐PUM)… read more here.
Keywords: greedy algorithm; pricing american; unity collocation; american options ... See more keywords
Probabilistic partition of unity networks for high‐dimensional regression problems
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DOI: 10.1002/nme.7207
Abstract: We explore the probabilistic partition of unity network (PPOU‐Net) model in the context of high‐dimensional regression problems and propose a general framework focusing on adaptive dimensionality reduction. With the proposed framework, the target function is… read more here.
Keywords: regression problems; probabilistic partition; dimensional regression; partition unity ... See more keywords
A partition of unity finite element method for nonlinear transient diffusion problems in heterogeneous materials
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DOI: 10.1007/s40314-019-0782-z
Abstract: This work studies for the first time the solution of a nonlinear problem using an enriched finite element approach. Such problems can be highly demanding computationally. Hence, they can significantly benefit from the efficiency of… read more here.
Keywords: method; finite element; diffusion; partition unity ... See more keywords
New higher-order triangular shell finite elementsbased on the partition of unity
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DOI: 10.12989/sem.2020.73.1.001
Abstract: Finite elements based on the partition of unity (PU) approximation have powerful capabilities for p-adaptivity and solutions with high smoothness without remeshing of the domain. Recently, the PU approximation was successfully applied to the three-node… read more here.
Keywords: shell finite; shell; partition unity; new higher ... See more keywords
An efficient method for surface reconstruction based on local coordinate system transform and partition of unity
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DOI: 10.14311/nnw.2020.30.012
Abstract: Radial basis function (RBF) has been extensively applied for surface reconstruction from scattered 3D point data due to its strong ability of approximation. However, additional information, such as off-surface points, are usually required to be… read more here.
Keywords: coordinate; surface; partition unity; method ... See more keywords