Table 1 Numerical results by difference N and \(\epsilon\) at t = 0 for regular nodal points
From: A numerical study of the European option by the MLPG method with moving kriging interpolation
N | \(\epsilon\) = 16 | \(\epsilon\) = 18 | \(\epsilon\) = 20 | |||
|---|---|---|---|---|---|---|
\(E_{\infty }^{N}\) | \(E_{RMS}^{N}\) | \(E_{\infty }^{N}\) | \(E_{RMS}^{N}\) | \(E_{\infty }^{N}\) | \(E_{RMS}^{N}\) | |
8 | 1.0495E−001 | 3.3522E−002 | 1.1481E−001 | 3.6269E−002 | 1.2269E−001 | 3.8477E−002 |
16 | 8.7267E−002 | 2.6660E−002 | 1.0034E−001 | 3.0026E−002 | 1.1138E−001 | 3.2850E−002 |
32 | 3.4618E−002 | 1.3624E−002 | 5.3060E−002 | 1.9251E−002 | 6.5506E−002 | 2.2310E−002 |
64 | 2.2827E−003 | 1.7732E−004 | 2.3082E−003 | 2.1776E−004 | 2.7850E−003 | 2.6605E−004 |
128 | 1.9114E−003 | 4.7497E−005 | 1.9118E−003 | 4.9024E−005 | 1.9124E−003 | 5.1249E−005 |