he procedure of the previous section
(
Mix
of backward induction and penalty term approaches II
) is implemented in
the script soMix2.py located in the directory OTSProjects/python/wavelet2.
Plot of
.

Plot of
after running the procedure for
.

Plot of
after running the procedure for
.

Plot of
after running the procedure for
.

The slight negative component is introduce by the procedure because the
wavelet basis
approximates the probing hut functions with limited precision. Hence, the
precision may be improved by adding more wavelets in the problem area and/or
by using higher order spline function of the section
(
Spline functions
) as probing
functions.
