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Application of Lane-Emden differential equation numerical method in fair value analysis of financial accounting

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30 déc. 2021
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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