Department of Information Technology

MATLAB code for RBF-PUM solvers for convection diffusion problems

These MATLAB codes are released to support reproducible research for the numerical results in the manuscript

Terms of use

These subroutines may be used freely without permission, but not
for commercial purposes. When used for research publications, we
kindly ask users to cite and acknowledge the source.


Solve 2-D convection-diffusion problem in [0 1]x[0 1] with RBF-PUM
u_t = \kappa\Delta{u} + \nu\nabla{u}
with Dirichlet Boundary Conditions.
The PUM method is used with inverse multiquadric RBFs for the local interpolants

Involved functions

weight_PUM, imq_PUM, RBF_PUM_diffmat and ode_CD.

For the non-uniform discretization case based on Halton points,
uncomment the code line:
load hpoints.mat; xm=data(:,1); ym=data(:,2);

Download MATLAB files:

RBF-PUM-BS (uniform-tailored)

Evaluate the two assets AMERICAN OPTION with RBF-PUM.
The RBF-PUM method is used with inverse multiquadric RBFs for the local interpolants.
The penalty parameters are \delta=0.00001, C=r.

Involved functions

weight_PUM, imq_PUM, BS_1D, PUM_BS_diffmat and odefun_2D.
PUM_BS_tailored.m is based on tailored nodes and
PUM_BS_uniform.m is based on uniform nodes.

Download MATLAB files:


The two assets AMERICAN option calculator as a graphical user
interface (GUI).
solver_BS.m is the main program for implementation of the example.

Download MATLAB files:

Updated  2017-02-05 16:52:01 by Kurt Otto.