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For more information on notebooks and Mathematica-compatible applications, contact Wolfram Research: web: http://www.wolfram.com email: info@wolfram.com phone: +1-217-398-0700 (U.S.) Notebook reader applications are available free of charge from Wolfram Research. ***********************************************************************) (*CacheID: 232*) (*NotebookFileLineBreakTest NotebookFileLineBreakTest*) (*NotebookOptionsPosition[ 780585, 25049]*) (*NotebookOutlinePosition[ 781273, 25074]*) (* CellTagsIndexPosition[ 781229, 25070]*) (*WindowFrame->Normal*) Notebook[{ Cell[CellGroupData[{ Cell[BoxData[{ \(\t\t\tClear[g, x, Ttotal, r, \[Alpha], \[Sigma], \[Theta]]\n\), \(g[x_] = \ Max[Exp[x] - 1, 0]; \n\ r = 0.1; \[Sigma] = 0.25; \[Alpha] = 2 r/\[Sigma]^2; \[Theta] = 0.35; \n Ttotal = Table[10. /3^\((16 - k)\), {k, 0, 16}]\), \(Clear[x1, x2, x3]\), \(\tinterpo[x1_, x2_, x3_] = x3 - \((x3 - x2)\)^2/\((x1 - 2\ x2\ + x3)\); \n\n\t\t\n\t Clear[m, n, dt, dx, k, j, u, v, \[Lambda], s, SS]\), \(\tmxMax\t = 6; \nmx = \((\(-1\))\); \n While[\((mx = mx + 1)\) < mxMax, \n \ {\ n = \ 12*2^mx + 4, \n\ \ Print["\", n - 4], \n\ \ \ \ \ \ \ \ \ \ \ \t Print["\<====================================\>"], \n \ \ \ \ \ \ \ \ \ \t\tmt = 0, \ ST[mx] = {}, ST1[mx] = {}, \n\t\t While[\((mt = mt + 1)\) < Length[Ttotal] + 1, \ \n \t\t{\ \ dt = Ttotal[\([mt]\)]*\(\[Sigma]^2/2\)/\((n - 4)\), \ \ \ \ dx = Sqrt[dt/\[Theta]], \n\ \ \ \ \ \ \ Print["\< Calculating For T_max= \>", \ Ttotal[\([mt]\)], \n \t\t\t\t\t"\< dt=\>", \ dt, \ "\< dx= \>", dx], \n\t\t\t\t\ \n\t\ \ \ \ \ k = 0, \ \ (*\ counter\ for\ Tcurrent\ = k\ dt*) \n\t\t\ \ \ \ \ \ \ For[j = 0, \ j < n, \(j++\), u[j] = g[j*dx]\ ], v[0] = 0.0, \ s[0] = 0.0, \n\t\t\ \ \ While[\((k = k + 1)\) < n - 4, \n \t\t\t\t\t{\ \[Lambda][k] = \[Theta] + \ \((2 \[Theta]\ u[1] + \((1 - 2 \[Theta])\) \((u[2] - 4 u[1])\) + \n \t\t\t\t\t\t\t\t\t\t\ \ \ \ 3 \[Alpha]*dt*\ Exp[\[Alpha]*k*dt]\ )\)/ \((u[3] - 4\ u[2] - u[1])\), \n \ \ \ \ \ \ \ \ \ \ \ \ \ \ s[k] = s[k - 1] - \[Lambda][k]*2*dx - \((\[Alpha] - 1)\) dt, \n\t\ \ \ \ \ \ \ \ \ For[j = 1, j < n - k, \(j++\), \n \t\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ v[j] = \((1 - 2 \[Theta])\) u[j] + \ \((\[Theta] + \[Lambda][k])\) u[j - 1] + \n \t\t\t\t\t\t\t\ \ \ \ \ \ \((\[Theta] - \[Lambda][k])\) u[j + 1] - \[Alpha]\ *dt*\ Exp[\[Alpha]*k*dt]\ ], \n \ \ \ \ \ \ \ \ \ k = k + 1, \n\t\t\t\t\ \ \ \[Lambda][k] = \[Theta] + \ \((2 \[Theta]\ v[1] + \((1 - 2 \[Theta])\) \((v[2] - 4 v[1])\) + \n \t\t\t\t\t\t\t\t\t\t\ \ 3 \[Alpha]*dt*\ Exp[\[Alpha]*k*dt]\ )\)/ \((v[3] - 4\ v[2] - v[1])\), \n\ \ \ \ \ \ \ \ \ \ \ \ s[k] = s[k - 1] - \[Lambda][k]*2*dx - \((\[Alpha] - 1)\) dt, \n\t\ \ \ \ \ \ \ \ \ \ For[j = 1, j < n - k, \(j++\), \n \t\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ u[j] = \((1 - 2 \[Theta])\)\ v[j] + \ \((\[Theta] + \[Lambda][k])\) v[j - 1] + \n \t\t\t\t\t\t\t\ \ \ \ \ \ \ \ \ \ \ \ \((\[Theta] - \[Lambda][k])\) v[j + 1] - \[Alpha]\ *\ dt*\ Exp[\[Alpha]*k*dt]\ ]\n \t\t\ \ \ \ \ \ \ \ \ \ \ }], \ (*\ end\ of\ \ k\ loop\ *) \n \n\t\t\t\t\ S[mt, mx] = Table[{k*dt*2/\[Sigma]^2, \ Exp[s[k]]\ }, {k, 5 \((n - 4)\)/12, n - 4, \((n - 4)\)/12}\ ], \n\t\t\t\t\t\ S1[mt, mx] = Table[{k*dt*2/\[Sigma]^2, \ Exp[s[k]]\ }, {k, 4 \((n - 4)\)/12, n - 4, \((n - 4)\)/12}\ ], \n\t\t\t\t\ ST1[mx] = Join[ST1[mx], S1[mt, mx]], \n\t\t\t\t\ ST[mx] = Join[ST[mx], S[mt, mx]]\n\t\t\n\t\t\t\t\t\ \ }], \ \ (*end\ of\ mt\ Loop\ *) \n \t\t\ \ \ (*\ \ \ \ Print[ST1[mx]], \ *) \ \ \ \ \n\t\t\ \ \ \ \ SlogT[mx] = Table[\ {Log[10, \(ST[mx]\)[\([k, 1]\)]], \(ST[mx]\)[\([k, 2]\)]}, { k, 1, Length[ST[mx]]}], \n\t\t\ \ \ \ SlogT1[mx] = Table[\ {Log[10, \(ST1[mx]\)[\([k, 1]\)]], \(ST1[mx]\)[\([k, 2]\)]}, {k, 1, Length[ST1[mx]]}], \n\t\t\n \t\t\ \ \ \ ListPlot[SlogT1[mx]]\n\t\t\ \ \ \ \ \ \ \ \n\t\t}]\ (* end\ of\ mx\ loop*) \n\n\n\t\t\), \(mx = 1; \n While[\((mx = mx + 1)\) < mxMax, \n \t{SInt[mx] = Table[{\(ST[0]\)[\([k, 1]\)], interpo[\(ST[mx - 2]\)[\([k, 2]\)], \(ST[mx - 1]\)[\([k, 2]\)], \(ST[mx]\)[\([k, 2]\)]]}, {k, 1, Length[ST[0]]}], \n\t SIntlogT[mx] = Table[{Log[10, \(ST[0]\)[\([k, 1]\)]], interpo[\(ST[mx - 2]\)[\([k, 2]\)], \(ST[mx - 1]\)[\([k, 2]\)], \(ST[mx]\)[\([k, 2]\)]]}, {k, 1, Length[ST[0]]}], \n\t SInt1[mx] = Table[{\(ST1[0]\)[\([k, 1]\)], interpo[\(ST1[mx - 2]\)[\([k, 2]\)], \(ST1[mx - 1]\)[\([k, 2]\)], \(ST1[mx]\)[\([k, 2]\)]]}, {k, 1, Length[ST1[0]]}], \n\t SIntlogT1[mx] = Table[{Log[10, \(ST1[0]\)[\([k, 1]\)]], interpo[\(ST1[mx - 2]\)[\([k, 2]\)], \(ST1[mx - 1]\)[\([k, 2]\)], \(ST1[mx]\)[\([k, 2]\)]]}, {k, 1, Length[ST1[0]]}]}]; \n ListPlot[SInt1[mxMax - 1], \ PlotRange -> All]\), \(ListPlot[SIntlogT1[mxMax - 1], PlotRange -> All]\n\t\), \(mx = \(-1\); \n\t\t While[\((mx = mx + 1)\) < mxMax, \n \t{Er[mx] = Table[{Log[10, \(ST1[0]\)[\([k, 1]\)]], \ \(ST1[mx]\)[\([k, 2]\)] - \(SInt1[mxMax - 1]\)[\([k, 2]\)]}, { k, 1, Length[ST1[0]]}], \n logEr[mx] = Table[{Log[10, \(ST1[0]\)[\([k, 1]\)]], Log[10, Abs[\ \(ST1[mx]\)[\([k, 2]\)] - \(SInt1[mxMax - 1]\)[\([k, 2]\)]]]}, {k, 1, Length[ST1[0]]}], \n\t\tListPlot[Er[mx], PlotRange -> All], \n \t\tListPlot[logEr[mx], PlotRange -> All]}]; \nmx = 1; \n\t\t While[\((mx = mx + 1)\) < mxMax - 1, \n \t{ErInt[mx] = Table[{Log[10, \(ST1[0]\)[\([k, 1]\)]], \ \(SInt1[mx]\)[\([k, 2]\)] - \(SInt1[mxMax - 1]\)[\([k, 2]\)]}, { k, 1, Length[ST1[0]]}], \n logErInt[mx] = Table[{Log[10, \(ST1[0]\)[\([k, 1]\)]], Log[10, Abs[\ \(SInt1[mx]\)[\([k, 2]\)] - \(SInt1[mxMax - 1]\)[\([k, 2]\)]]]}, {k, 1, Length[ST1[0]]}], ListPlot[ErInt[mx], PlotRange -> All], ListPlot[logErInt[mx], PlotRange -> All]}]; \nSInt[mxMax - 1]\), \(SInt1[mxMax - 1]\), \(Table[ \ {\(logErInt[mxMax - 2]\)[\([k*9]\)], \(logErInt[mxMax - 2]\)[\([k*9 + 1]\)], \(logErInt[mxMax - 2]\)[\([k*9, 2]\)] - \(logErInt[mxMax - 2]\)[\([k*9 + 1, 2]\)]}, \n\t\t\t{k, 1, 16}]\n\n \)}], "Input"], Cell[BoxData[ RowBox[{"{", RowBox[{ "2.32305731254187719`*^-7", ",", "6.96917193762563336`*^-7", ",", "2.09075158128768956`*^-6", ",", "6.27225474386306913`*^-6", ",", 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