Construction of Interval Shannon Wavelet and Its Application in Solving Nonlinear Black-Scholes Equation

Table 1

Errors comparison of the numerical approximation to curves with different gradients (𝑗=10, 𝑟=3).

	𝐿	sin(𝑥); (10^−15)	sin(5𝑥); (10^−15)	sin(10𝑥); (10^−15)	sin(100𝑥); (10^−14)
Interval wavelet in [7]	1	3964.88397669	123954.735364	793825.449818	2336702.80902
	2	5.60662627435	634.825525480	1759.70349403	599685.701097
	3	0.22204460492	2.22044604925	46.9624339416	18207.2357191
	4	0.22204460492	0.44408920985	0.44408920985	3343.21459405
	5	0.27755575615	0.44408920985	0.44408920985	129.352084599
	6	0.22204460492	0.44408920985	0.44408920985	18.0300219199
	7	0.27755575615	0.44408920985	0.44408920985	0.88817841970
	8	0.27755575615	0.44408920985	0.44408920985	0.88817841970
New interval wavelet		0.27755575613	0.27755575625	0.27755575615	0.02784584512