Published April 2021
| Version v1
Journal article
Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems
- 1. Department of Mathematics and Applied Mathematics, University of Pretoria, Pretoria 002, Republic of South Africa (United States)
Description
A comparative performance analysis of two spectral methods on the hyperchaotic finance system (HCFS) and the cryptocurrency pricing problem (CPP) is proposed. The first approach uses a differentiation matrix, the second method considers an integration matrix on a single and multiple domains when the time intervals are large. Numerical simulations are performed against the well established numerical method, Chebfun. It turns out that the spectral method using itegration matrix is more efficient than the other methods on both problems.
Availability note (English)
Available from http://dx.doi.org/10.1016/j.chaos.2021.110770Additional details
Identifiers
- DOI
- 10.1016/j.chaos.2021.110770;
- PII
- S0960077921001223;
Publishing Information
- Journal Title
- Chaos, Solitons and Fractals
- Journal Volume
- 145
- Journal Page Range
- vp.
- ISSN
- 0960-0779
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 53098865
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- CHAOS THEORY; COMPUTERIZED SIMULATION; MATRICES; PERFORMANCE
- Descriptors DEC
- MATHEMATICS; SIMULATION
Optional Information
- Copyright
- Copyright (c) 2021 Elsevier Ltd. All rights reserved.