Wow, really great stuff. Lots to take in conceptually on this one. I had two watch twice. Nice job explaining it...I finally feel like I can understand it
Good lecture and explanation. Except for in Physics, where pertubation theory is used a lot, it is also sometimes used in finance. For example the classical approximation of the implied volatility in the widely used so call SABR model is heavily based on pertubation theory.
Great video. Is it just me or are there a couple sign errors in the eigenvalue problem? First, the problem statement should be: u_xx - lambda*u = eps*f(u). Then in the Order(eps) equation we should have: f(u_0) + lambda_1 * u_0 on the RHS. Because lambda*u = (lambda_0 * u_0) + epsilon*[ u_0 * lambda_1 + u_1 * lambda_0 ] + Order(eps^2)
Wow, really great stuff. Lots to take in conceptually on this one. I had two watch twice. Nice job explaining it...I finally feel like I can understand it
Good lecture and explanation.
Except for in Physics, where pertubation theory is used a lot, it is also sometimes used in finance.
For example the classical approximation of the implied volatility in the widely used so call SABR model is heavily based on pertubation theory.
Crazy, I just watched a recommended lecture of this yesterday
Great video. Is it just me or are there a couple sign errors in the eigenvalue problem? First, the problem statement should be: u_xx - lambda*u = eps*f(u). Then in the Order(eps) equation we should have: f(u_0) + lambda_1 * u_0 on the RHS. Because lambda*u = (lambda_0 * u_0) + epsilon*[ u_0 * lambda_1 + u_1 * lambda_0 ] + Order(eps^2)
Really we thank you for the great work
Excellento!
Thanks sweetie pumpkin