MATLAB: New user, help please!!!

symbolic

I keep getting this error using the mupad solver!!

equations:={eqn1,eqn2,…,eqn51}

unknowns:={var1,var2,…,var51}

solve(equations,unknowns)

Error: Illegal variable context [DOM_VAR]; during evaluation of 'solvelib::indets'

What should I do????

Best Answer

(1-omega_s)(pf) is a function call. You missed a multiplication.

Related Solutions

MATLAB: Reference to non-existent field ‘aD42’? Please help.

Use this line:

solaD = solve(eqaDx,eqaDy,ep5z,aD42)

Instead of the one you use for solaD. The problem is you have three unknowns and two equations, so SOLVE chose to leave aD42 as the independent variable in the solutions.

Also, when you call FPRINTF with a symbolic variable you need to convert in with CHAR first.

fprintf('aD4D2cor = [%g, %g, %d] (m/sˆ2)\n', char(aD4D2cor))

and so for the rest.

MATLAB: Speeding up solution to system of ODES

function main
%Parameters
%Heston Parameters
S0 = 100;
K = 100;
T = 1;
k = 2.5;
sigma = 0.5;
v0 = 0.06;
vb = 0.06;
%Hull-White parameters
lambda = 0.05;
r0 = 0.07;
theta = 0.07;
eta = 0.01;
%correlations
pxv =  - 0.3;
pxr =  0.2;
pvr = 0;
%MC parameters 
N = 200;                  
dt = T/N;
t = (0:dt:T);
n = 100000;
alpha = 0.75;
vmax = 250;
H2HWCFtemp = @(u) H2HWCF(u,S0,T,k,sigma,v0,vb,lambda,r0,theta,eta,pxv,pxr);
psi = @(v,y) (H2HWCFtemp(v-(alpha+1)*1i))./(alpha^2+alpha-v.^2+1i*(2*alpha+1)*v);
% Integrate psi from v=0 to v=vmax
[V,PSI]=ode15s(psi,[0 vmax],0);
% Display integral_{v=0}^{v=vmax} psi(v) dv
V(end,1)
end
function y = H2HWCF(u,S0,T,k,sigma,v0,vb,lambda,r0,theta,eta,pxv,pxr)
[tausol, ysol] = ode15s(@(tau,y)EAODE(tau,y,u,S0,T,k,sigma,v0,vb,lambda,r0,theta,eta,pxv,pxr),[0 T],[0 0]);  
E = ysol(end,1);
A = ysol(end,2);
D1 = sqrt((sigma*pxv*1i*u-k).^2 - sigma^2*1i*u.*(1i*u-1));
g = (k-sigma*pxv*1i*u - D1)./(k-sigma*pxv*1i*u + D1);
B = 1i:u;
C = (1i*u-1)*(1/lambda)*(1-exp(-lambda*T));
D = ((1 -exp(-D1*T))./(sigma^2*(1-g.*exp(-D1*T)))).*(k-sigma*pxv*1i*u-D1);
y = exp(A+B*log(S0)+C*r0+D*v0 + E*sqrt(v0));  
end
function dy = EAODE(tau,y,u,S0,T,k,sigma,v0,vb,lambda,r0,theta,eta,pxv,pxr)
cf = (1/(4*k))*sigma^2*(1-exp(-k*(T-tau)));
d = (4*k*vb)/(sigma^2);
lambdaf = (4*k*v0*exp(-k*(T-tau)))./(sigma^2*(1-exp(-k*(T-tau))));
lambdaC = sqrt(cf.*(lambdaf-1) + cf*d + (cf*d)./(2*(d+lambdaf)));
D1 = sqrt((sigma*pxv*1i*u-k).^2 - sigma^2*1i*u.*(1i*u-1));
g = (k-sigma*pxv*1i*u - D1)./(k-sigma*pxv*1i*u + D1);
B = 1i*u;
C = (1i*u-1)*(1/lambda)*(1-exp(-lambda*tau));
D = ((1 -exp(-D1*tau))./(sigma^2*(1-g.*exp(-D1*tau)))).*(k-sigma*pxv*1i*u-D1);
muxi = (1/(2*sqrt(2)))*(gamma(0.5*(1+d))/sqrt(cf))*...
    (hypergeom(-0.5,0.5*d,-0.5*lambdaf)*(1/gamma(0.5*d))*sigma^2*exp(-k*(T-tau))*0.5 + ...
    hypergeom(0.5,1+0.5*d,-0.5*lambdaf)*(1/gamma(1+0.5*d))*((v0*k)/(1-exp(k*(T-tau)))));
phixi = sqrt(k*(vb-v0)*exp(-k*(T-tau)) - 2*lambdaC*muxi);
dy = zeros(2,1);
dy(1) = pxr*eta*B*C + phixi*pxv*B*y(1) + sigma*phixi*D*y(1);
dy(2) = k*vb*D + lambda*theta*C + muxi*y(1)+eta^2*0.5*C^2 + phixi^2*0.5*y(1)^2;
end

Best Answer

Related Solutions

MATLAB: Reference to non-existent field ‘aD42’? Please help.

MATLAB: Speeding up solution to system of ODES

Related Question