Previously, the Crank Nicolson method was used on [0, 5]. Some modifications:1. Use CN up to t = 1 and then use Pingala to compute e(5).2. Babylonian: the answer lies in the interval [e(4), e(6)]. Big spread.3. Apply Method 2 and then use linear interpolation at t = 5.4. Hybrid (a bit lke Ranncher for PDE); Use CN up to t = 1, Pingala to t = 4 and CN up to t = 5. (this would be a Composite/chain pattern, 1 method on each subinterval).gc,Do you know who the 'originator' is? (Crack, Joshi, Wilmott)
Last edited by Cuchulainn
on September 30th, 2011, 10:00 pm, edited 1 time in total.