Quantitative Analysis
Parallel Processing
Numerical Analysis
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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 3.
e evaluate the following integral
:
We proceed similarly to the section (
Scalar product in N-dimensions. Test case 2.
).
where
We put together the expression for
:
Mathematica Test 3
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Index.
Contents.
Copyright 2007