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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Christoffel symbols via dual-number automatic differentiation. More...
Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::tensor |
Christoffel symbols via dual-number automatic differentiation.
Replaces the O(h²) central finite-difference approximation in christoffel.cpp with exact forward-mode autodiff using DualNumber.
For each coordinate direction σ ∈ {0,1,2,3}:
The assembled Christoffel symbols then use these exact derivatives: Γ^λ_μν = ½ g^λσ (∂_μ g_{νσ} + ∂_ν g_{μσ} − ∂_σ g_{μν})
Definition in file christoffel_dual.cpp.