Application of Lane-Emden differential equation numerical method in fair value analysis of financial accounting
Publié en ligne: 30 déc. 2021
Pages: 669 - 676
Reçu: 17 juin 2021
Accepté: 24 sept. 2021
© 2021 Linying Xu et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
L∞ error under different parameters
k |
M=3 |
M=4 |
M=5 |
M=6 |
M=7 |
M=8 |
2 |
2.69e−5 |
1.05e−6 |
5.27e−7 |
1.13e−8 |
8.59e−9 |
2.01e−10 |
3 |
1.76e−6 |
6.99e−8 |
7.55e−9 |
4.89e−10 |
2.63e−11 |
1.61e−12 |
L∞ and L2 errors under different parameters
Haar |
Euler |
Haar |
Euler |
k=21.97e−3 |
1.05e−6 |
4.71e−4 |
2.28e−7 |
k=34.91e−4 |
6.99e−8 |
1.65e−4 |
1.97e −8 |
k=41.23e−4 |
6.41e−9 |
5.84e−5 |
2.79e −9 |
k=53.12e−5 |
4.32e−10 |
2.06e−5 |
2.72e −10 |
k=68.92e−6 |
2.75e−11 |
7.28e−6 |
2.46e −10 |
k=72.96e−6 |
1.73e−12 |
2.56e−6 |
2.19e −11 |
k=81.29e−7 |
1.08e−13 |
8.81e−7 |
1.93e −12 |
Comparison of L∞ and L2 errors under different parameters
Error method |
L∞ |
L∞ |
L2 |
L2 |
|
k=1 |
Haar |
Euler |
Haar |
Euler |
k=2 |
7.80e−4 |
5.36e−5 |
1.63e−3 |
1.68e−4 |
k=3 |
1.94e −4 |
3.97e−6 |
5.74e−4 |
1.21e −5 |
k=4 |
4.84e −5 |
2.73e−7 |
2.03e−4 |
8.57e −7 |
k=5 |
1.21e −5 |
1.76e−8 |
7.18e−5 |
5.50e −8 |
k=6 |
3.02e −6 |
1.17e−9 |
2.54e−5 |
3.66e −9 |
k=7 |
7.55e −7 |
7.39e−11 |
8.97e−6 |
2.32e −10 |
k=8 |
1.89e −7 |
4.59e−12 |
3.17e−6 |
1.44e −11 |
Comparison of numerical solutions and exact solutions with different parameters
x |
|
k=2, M=4 |
k=3, M=5 |
k=5, M=6 |
|
0 |
0.693147180559945 |
0.693147180559945 |
0.693147180559945 |
0.693147180559945 |
0.1 |
0.683196849706777 |
0.683227245796262 |
0.683197075022063 |
0.683196849437443 |
0.2 |
0.653926467406664 |
0.653969148173502 |
0.653926783980363 |
0.653926466991036 |
0.3 |
0.606969484318893 |
0.607019006611345 |
0.606969843582379 |
0.606969483813016 |
0.4 |
0.544727175441672 |
0.544780344557389 |
0.544727529512898 |
0.544727174911210 |
0.5 |
0.470003629245736 |
0.470056791556372 |
0.470003963513028 |
0.470003628756537 |
0.6 |
0.385662480811985 |
0.385704191793314 |
0.385662747357822 |
0.385662480415734 |
0.7 |
0.294371060602578 |
0.294402255148925 |
0.294371256591398 |
0.294371060311363 |
0.8 |
0.198450938723838 |
0.198471255975016 |
0.198451064512775 |
0.198450938537864 |
0.9 |
0.099820335282211 |
0.099829667365162 |
0.099820397248811 |
0.099820335194224 |
1.0 |
0 |
0 |
0 |
0 |