Computing continuous-time growth models with boundary conditions via wavelets

Mercedes Esteban-Bravo; Jose M. Vidal-Sanz

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Computing continuous-time growth models with boundary conditions via wavelets

机译：通过小波计算具有边界条件的连续时间增长模型

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摘要

This paper presents an algorithm for solving boundary value differential equations, which often arise in economics from the application of Pontryagin's maximum principle. We propose a wavelet-collocation algorithm, study its convergence properties and illustrate how this approach can be applied to different economic problems.

机译：本文提出了一种求解边值微分方程的算法，该算法在经济学中通常是由于庞特里亚金最大原理的应用而产生的。我们提出一种小波配置算法，研究其收敛特性，并说明如何将该方法应用于不同的经济问题。

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来源
《Journal of Economic Dynamics and Control》 |2007年第11期|3614-3643|共30页
作者
Mercedes Esteban-Bravo; Jose M. Vidal-Sanz;
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作者单位

Department of Business, Universidad Carlos Ⅲ de Madrid, C/ Madrid no 126, 28903 Getafe, Madrid, Spain;

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原文格式 PDF
正文语种 eng
中图分类经济;
关键词
wavelets; continuous-time growth models; boundary value problems;

机译：小波连续时间增长模型;边值问题;

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7. Computing continuous-time growth models with boundary conditions via wavelets [O] . Esteban-Bravo Mercedes, Vidal-Sanz Jose M. 2007

机译：通过小波计算具有边界条件的连续时间增长模型
8. Effective Construction of Compactly Supported Wavelets Satisfying HomogenousBoundary Conditions on the Interval [R] . Chiavassa, G., Liandrat, J. 1996

机译：在区间上满足均匀边界条件的紧支撑小波的有效构造

Computing continuous-time growth models with boundary conditions via wavelets

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