Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
Services
Author

I. Wavelet calculations.
II. Calculation of approximation spaces in one dimension.
1. Calculation of boundary scaling functions.
2. Calculation of boundary wavelets.
3. Testing properties of boundary wavelets and scaling functions.
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.
VII. Wavelet transform of payoff function in N-dimensions.
VIII. Solving N-dimensional PDEs.
Downloads. Index. Contents.

Testing properties of boundary wavelets and scaling functions.


he script tApprox.py verifies that MATH in MATH and the condition number of the Gram matrix composed from MATH is below 5.

The script _run_basis.py verifies that MATH in MATH .

The results show slight mismatch on all counts comparable to the imprecision suffered when terminating the cascade procedure (see the section ( Calculation of approximation spaces )) early.





Downloads. Index. Contents.


















Copyright 2007