A new generalized Laguerre spectral approximation and its applications (Q5921639): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 06:42, 3 February 2024

scientific article; zbMATH DE number 2207438
Language Label Description Also known as
English
A new generalized Laguerre spectral approximation and its applications
scientific article; zbMATH DE number 2207438

    Statements

    A new generalized Laguerre spectral approximation and its applications (English)
    0 references
    0 references
    0 references
    22 September 2005
    0 references
    A new family of generalized Laguerre polynomials is introduced. Various orthogonal projections are investigated. Some approximation results are established. As an example of their important applications, the mixed spherical harmonic-generalized Laguerre approximation is developed. A mixed spectral scheme is proposed for a three-dimensional model problem. Its convergence is proved. Numerical results demonstrate the high accuracy of this new spectral method. The theory can be used for the solution of some partial differential equations on the unbounded domain, which can be applied in some economical problems and financial mathematic as a simulation tool. Similar problems arise also in quantum mechanics.
    0 references
    generalized Laguerre approximation
    0 references
    mixed spherical harmonic-generalized Laguerre spectral method
    0 references
    Black-Scholes equation
    0 references
    convergence
    0 references
    numerical results
    0 references
    financial mathematics
    0 references
    quantum mechanics
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references