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Application of B-theory for numerical method of functional differential equations in the analysis of fair value in financial accounting

,  und   
22. Nov. 2021

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COVER HERUNTERLADEN

Fig. 1

B-theoretical image representation.
B-theoretical image representation.

Fig. 2

Ladder formula.
Ladder formula.

Fig. 3

Runge-Kutta method.
Runge-Kutta method.

Fig. 4

Adams extrapolation.
Adams extrapolation.

Fig. 5

Adams interpolation.
Adams interpolation.

B-theoretical algorithm calculation results

x[i] points y[i] (numerical solution) y(x[i]) (exact solution) |y(x[i]) − y[i]| (error)

0.1 1.000000 0.990099 0.009901
0.2 0.980000 0.961538 0.018462
0.3 0.941584 0.917431 0.024153
0.4 0.888389 0.862069 0.026320
0.5 0.825250 0.800000 0.025250
0.6 0.757147 0.735294 0.021852
0.7 0.688354 0.671141 0.017213
0.8 0.622018 0.609756 0.012262
0.9 0.560113 0.552486 0.007626
1.0 0.503642 0.500000 0.003642
1.1 0.452911 0.452489 0.000422
1.2 0.407783 0.409836 0.002053

Some values of aj

j 0 1 2 3 4 5 ···
aj 1 1/2 5/12 3/8 251/720 95/288

Some values of a*j

j 0 1 2 3 4 5
a*j 1 1/2 1/12 1/24 19/720 3/160

Improved B-theoretical algorithm calculation

x[i] points y[i] (numerical solution) y(x[i]) (exact solution) |y(x[i]) − y[i]| (error)

0.1 0.990000 0.990099 0.000099
0.2 0.961366 0.961538 0.000173
0.3 0.917246 0.917431 0.000185
0.4 0.861954 0.862069 0.000115
0.5 0.800034 0.800000 0.000034
0.6 0.735527 0.735294 0.000233
0.7 0.671587 0.671141 0.000446
0.8 0.610399 0.609756 0.000643
0.9 0.553289 0.552486 0.000803
1.0 0.500919 0.500000 0.000919
1.1 0.453479 0.452489 0.000990
1.2 0.410859 0.409836 0.001023
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
1 Hefte pro Jahr
Fachgebiete der Zeitschrift:
Biologie, Biologie, andere, Mathematik, Angewandte Mathematik, Mathematik, Allgemeines, Physik, Physik, andere