Fan, Yiming; Tian, Xiaochuan; Yang, Xiu; Li, Xingjie; Webster, Clayton; Yu, Yue An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems. (English) Zbl 07561048 J. Comput. Phys. 465, Article ID 111376, 28 p. (2022). MSC: 65Nxx 65Cxx 60Hxx PDFBibTeX XMLCite \textit{Y. Fan} et al., J. Comput. Phys. 465, Article ID 111376, 28 p. (2022; Zbl 07561048) Full Text: DOI arXiv
Shirzadi, Mohammad; Dehghan, Mehdi; Foroush Bastani, Ali On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation. (English) Zbl 1463.91203 Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020). MSC: 91G60 45K05 60G51 60H30 65M06 65M70 35R35 91G20 PDFBibTeX XMLCite \textit{M. Shirzadi} et al., Commun. Nonlinear Sci. Numer. Simul. 84, Article ID 105160, 18 p. (2020; Zbl 1463.91203) Full Text: DOI
Bao, Feng; Maroulas, Vasileios Adaptive meshfree backward SDE filter. (English) Zbl 1386.93285 SIAM J. Sci. Comput. 39, No. 6, A2664-A2683 (2017). MSC: 93E11 60J22 65C05 65C35 65C60 PDFBibTeX XMLCite \textit{F. Bao} and \textit{V. Maroulas}, SIAM J. Sci. Comput. 39, No. 6, A2664--A2683 (2017; Zbl 1386.93285) Full Text: DOI
Pandey, Anamika; Hardt, Steffen; Klar, Axel; Tiwari, Sudarshan Brownian dynamics of rigid particles in an incompressible fluctuating fluid by a meshfree method. (English) Zbl 1390.76894 Comput. Fluids 127, 174-181 (2016). MSC: 76T20 35Q35 60H35 76R50 PDFBibTeX XMLCite \textit{A. Pandey} et al., Comput. Fluids 127, 174--181 (2016; Zbl 1390.76894) Full Text: DOI arXiv
Ye, Qi Approximation of nonlinear stochastic partial differential equations by a kernel-based collocation method. (English) Zbl 1330.65019 Int. J. Appl. Nonlinear Sci. 1, No. 2, 156-172 (2014). MSC: 65C30 60H15 60H35 35R60 35Q40 65N12 PDFBibTeX XMLCite \textit{Q. Ye}, Int. J. Appl. Nonlinear Sci. 1, No. 2, 156--172 (2014; Zbl 1330.65019) Full Text: DOI
Lie, Han Cheng; Fackeldey, Konstantin; Weber, Marcus A square root approximation of transition rates for a Markov state model. (English) Zbl 1274.60232 SIAM J. Matrix Anal. Appl. 34, No. 2, 738-756 (2013). MSC: 60J10 60J22 82B80 PDFBibTeX XMLCite \textit{H. C. Lie} et al., SIAM J. Matrix Anal. Appl. 34, No. 2, 738--756 (2013; Zbl 1274.60232) Full Text: DOI Link