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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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Implementation of GeodesicSolverN. More...
Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::tensor |
Implementation of GeodesicSolverN.
See include/srfm/tensor/geodesic_n.hpp for the public API contract.
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.