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.2021.110770

Additional 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.