Quantitative Analysis
Parallel Processing
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Author
I.
Wavelet calculations.
II.
Calculation of approximation spaces in one dimension.
III.
Calculation of approximation spaces in one dimension II.
IV.
One dimensional problems.
V.
Stochastic optimization in one dimension.
VI.
Scalar product in N-dimensions.
1.
Two-sided area of integration, positive a.
2.
Two-sided area of integration, negative a.
3.
Indexing integration domains.
4.
Summary. Calculation of scalar product in N dimensions.
5.
Indexing integration domains II.
6.
Scalar product in N-dimensions. Test case 1.
7.
Scalar product in N-dimensions. Test case 2.
8.
Scalar product in N-dimensions. Test case 3.
9.
Implementation of scalar product in N-dimensions.
VII.
Wavelet transform of payoff function in N-dimensions.
VIII.
Solving N-dimensional PDEs.
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Index.
Contents.
Scalar product in N-dimensions. Test case 2.
e continue investigation of the integral (
N-dim test 1
) and concentrate on applying the procedure to the integral
:
We use the summary of the section (
Calculation of scalar product in N dim
) in context
where
We put together the expression for
:
Mathematica Test 2
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Index.
Contents.
Copyright 2007