Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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geodesic_n.cpp File Reference

Implementation of GeodesicSolverN. More...

#include "../../include/srfm/tensor/geodesic_n.hpp"
#include <cmath>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::tensor
 

Detailed Description

Implementation of GeodesicSolverN.

See include/srfm/tensor/geodesic_n.hpp for the public API contract.

RK4 scheme

State s = (x, u). Derivative f(s) = (u, acc) where

acc^λ = -Σ_{μν} Γ^λ_μν u^μ u^ν

Standard RK4: k1 = f(s) k2 = f(s + h/2 · k1) k3 = f(s + h/2 · k2) k4 = f(s + h · k3) s_new = s + (h/6)(k1 + 2k2 + 2k3 + k4)

Definition in file geodesic_n.cpp.