Two-field-variable meshless method based on moving kriging interpolation for solving simply supported thin plates under various loads

AbstractMeshless method choosing Heaviside step function as a test function for solving simply supported thin plates under various loads is presented in this paper. The shape functions using regular and irregular nodal distribution as well as order of polynomial basis choice are constructed by moving kriging interpolation. Alternatively, two-field-variable local weak forms are used in order to decompose the governing equation, biharmonic equation, into a couple of Poisson equations and then impose straightforward boundary conditions. Selected numerical examples are considered to examine the applicability, the easiness, and the accuracy of the proposed method. Comparing to an exact solution, this robust method gives significantly accurate numerical results, implementing by maximum relative error and root mean square relative error

The meshless local Petrov-Galerkin method for simulating unsteady incompressible fluid flow

This article presents a numerical algorithm using the Meshless Local Petrov-Galerkin (MLPG) method for the incompressible Navier–Stokes equations. To deal with time derivatives, the forward time differences are employed yielding the Poisson’s equation. The MLPG method with the moving least-square (MLS) approximation for trial function is chosen to solve the Poisson’s equation. In numerical examples, the local symmetric weak form (LSWF) and the local unsymmetric weak form (LUSWF) with a classical Gaussian weight and an improved Gaussian weight on both regular and irregular nodes are demonstrated. It is found that LSWF1 with a classical Gaussian weight order 2 gives the most accurate result

The meshless local Petrov–Galerkin based on moving kriging interpolation for solving fractional Black–Scholes model

In this paper, the fractional Black–Scholes equation in financial problem is solved by using the numerical techniques for the option price of a European call or European put under the Black–Scholes model. The MLPG and implicit finite difference method are used for discretizing the governing equation in option price and time variable, respectively. In MLPG method, the shape function is constructed by a moving kriging approximation. The Dirac delta function is chosen to be the test function. The numerical examples for varieties of variables are also included