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

Table 2

The numerical precision comparison.

𝑗	𝑡	𝑒1			𝑒2
		Interval WPIM	Mei’s method	Yan’s method	Interval WPIM	Mei’s method	Yan’s method
12	10	5.5367×10^−6	8.1579×10^−5	8.1588×10^−5	4.1037×10^−6	1.0237×10^−5	5.8298×10^−5
	100	5.7907×10^−6	4.1246×10^−4	4.1158×10^−4	4.2424×10^−6	0.6785×10^−4	2.9468×10^−4
	200	3.5309×10^−6	9.1429×10^−4	9.1673×10^−4	2.6232×10^−6	1.2321×10^−4	6.3692×10^−4
15	10	5.5551×10^−6	8.2327×10^−5	8.2118×10^−5	4.1718×10^−6	1.0624×10^−5	5.9148×10^−5
	100	5.7760×10^−6	4.1025×10^−4	4.0932×10^−4	4.2907×10^−6	0.6031×10^−4	2.9753×10^−4
	200	6.5910×10^−6	0.3812	0.3971	3.92907×10^−6	0.0211	0.1195