Mathematica results different on different computers !

• To: mathgroup at smc.vnet.net
• Subject: [mg125534] Mathematica results different on different computers !
• From: Nabeel Butt <nabeel.butt at gmail.com>
• Date: Sun, 18 Mar 2012 02:40:03 -0500 (EST)
• Delivered-to: l-mathgroup@mail-archive0.wolfram.com

```Hi Guys ...
I run a piece of code on two different computers (different hardwares)
and I get different results.I think its something to do with overflow or
different precision on systems ? Personally I think my laptop with an
inferior hardware is giving me correct results. The code does involve some
simulation but running the simulation gives the same result on one
particular computer but different for different computers ! You can run and
tell me what answers you are getting ....Thanks in advance....and my code
is below :
\[Lambda] = 0.05;
\[Mu] = 0.05;
T = 1;
nn = 4;
\[CapitalDelta]T = T/nn;
m1 = 0.08;
\[Sigma]1 = 0.2;
m2 = 0.14;
\[Sigma]2 = 0.8;
\[Rho] = 0.1;
mean1 = (m1 - (\[Sigma]1^2)/2)*\[CapitalDelta]T;
var1 = (\[Sigma]1^2)*\[CapitalDelta]T;
rmean1 = E^(mean1 + 1/2 var1);
rvar1 = ((E^var1 - 1) E^(2*mean1 + var1));
mean2 = (m2 - (\[Sigma]2^2)/2)*\[CapitalDelta]T;
var2 = (\[Sigma]2^2)*\[CapitalDelta]T;
rmean2 = E^(mean2 + 1/2 var2);
rvar2 = ((E^var2 - 1) E^(2*mean2 + var2));
b1 = {rk1l = 0.001, rk1u = (rmean1 + 5*Sqrt[rvar1])};
b2 = {rk2l = 0.001, rk2u = (rmean2 + 5*Sqrt[rvar2])};

dl = (rk1u - rk1l)/Num;
dk = (rk2u - rk2l)/Num;
\[ScriptCapitalD] =
TransformedDistribution[
Exp[ {u, v}], {u, v} \[Distributed]
MultinormalDistribution[{(m1 - (\[Sigma]1^2)/
2)*\[CapitalDelta]T, (m2 - (\[Sigma]2^2)/
2)*\[CapitalDelta]T}, {{\[Sigma]1^2*\[CapitalDelta]T, \
\[Rho]*\[Sigma]1*\[Sigma]2*\[CapitalDelta]T}, {\[Rho]*\[Sigma]1*\
\[Sigma]2*\[CapitalDelta]T, \[Sigma]2^2*\[CapitalDelta]T}}]];
data = Parallelize[RandomVariate[\[ScriptCapitalD], 10^5]];
ParallelEvaluate[data];

bndry3[Num_, data_] :=
Module[{UU, M, \[Lambda], \[Mu], \[CapitalDelta]T, s, m, \[Sigma],
mean, var, rmean, rvar, rkl, rku, dr, ddist, rvals, pvals, amin,
amax, da, tlist, JN, some, blist, tlist1, tlist2, sol1, sol2,
templist, l, points, pu, pl, dp, a, b, c, zi, Nm, Nz, Na, zW,
m1, \[Sigma]1, m2, \[Sigma]2, \[Rho], mean1, var1, rmean1, rvar1,
mean2, var2, rmean2, rvar2, b1, b2, dl, dk, xvals, yvals, rk1l,
rk1u, rk2l, rk2u, \[ScriptCapitalD]1, dist, \[ScriptCapitalD],
prob, JJ},

Off[InterpolatingFunction::dmval];
sll[ll_, elem_] := ll[[Ordering[ll[[All, elem]]]]];
M = 0.5;
\[Lambda] = 0.05;
\[Mu] = 0.05;
\[CapitalDelta]T = T/nn;
s = E^(0.05*\[CapitalDelta]T);
m1 = 0.08;
\[Sigma]1 = 0.2;
m2 = 0.14;
\[Sigma]2 = 0.8;
\[Rho] = 0.1;
UU = 7;
mean1 = (m1 - (\[Sigma]1^2)/2)*\[CapitalDelta]T;
var1 = (\[Sigma]1^2)*\[CapitalDelta]T;
rmean1 = E^(mean1 + 1/2 var1);
rvar1 = ((E^var1 - 1) E^(2*mean1 + var1));
mean2 = (m2 - (\[Sigma]2^2)/2)*\[CapitalDelta]T;
var2 = (\[Sigma]2^2)*\[CapitalDelta]T;
rmean2 = E^(mean2 + 1/2 var2);
rvar2 = ((E^var2 - 1) E^(2*mean2 + var2));
b1 = {rk1l = 0.001, rk1u = (rmean1 + 5*Sqrt[rvar1])};
b2 = {rk2l = 0.001, rk2u = (rmean2 + 5*Sqrt[rvar2])};

dl = (rk1u - rk1l)/Num;
dk = (rk2u - rk2l)/Num;
\[ScriptCapitalD] =
TransformedDistribution[
Exp[ {u, v}], {u, v} \[Distributed]
MultinormalDistribution[{(m1 - (\[Sigma]1^2)/
2)*\[CapitalDelta]T, (m2 - (\[Sigma]2^2)/
2)*\[CapitalDelta]T}, {{\[Sigma]1^2*\[CapitalDelta]T, \
\[Rho]*\[Sigma]1*\[Sigma]2*\[CapitalDelta]T}, {\[Rho]*\[Sigma]1*\
\[Sigma]2*\[CapitalDelta]T, \[Sigma]2^2*\[CapitalDelta]T}}]];

\[ScriptCapitalD]1 = SmoothKernelDistribution[data];

g[x_, y_] := Evaluate[CDF[\[ScriptCapitalD]1, {x, y}]];

fx1[r_] := PDF[LogNormalDistribution[mean1, Sqrt[var1]], r];
fx2[r_] := CDF[LogNormalDistribution[mean1, Sqrt[var1]], r];
pu = 1;
pl = 0;
dp = (pu - pl)/Num;
gx1[p_] := InverseCDF[LogNormalDistribution[mean1, Sqrt[var1]], p];
xvals =
Flatten[{rk1l, Table[gx1[i + dp], {i, pl, pu - 2*dp, dp}], rk1u}];

fy1[r_] := PDF[LogNormalDistribution[mean2, Sqrt[var2]], r];
fy2[r_] := CDF[LogNormalDistribution[mean2, Sqrt[var2]], r];
pu = 1;
pl = 0;
dp = (pu - pl)/Num;
gy1[p_] := InverseCDF[LogNormalDistribution[mean2, Sqrt[var2]], p];
yvals =
Flatten[{rk2l, Table[gy1[i + dp], {i, pl, pu - 2*dp, dp}], rk2u}];

f[x_, y_] := Evaluate[PDF[\[ScriptCapitalD]1, {x, y}]];

dist =
Flatten[Table[{prob = (NIntegrate[

f[x, y], {x, xvals[[i]], xvals[[i + 1]]}, {y, yvals[[j]],
yvals[[j + 1]]}, AccuracyGoal -> 4]); {NIntegrate[
x*(f[x, y])/prob
, {x, xvals[[i]], xvals[[i + 1]]}, {y, yvals[[j]],
yvals[[j + 1]]}, AccuracyGoal -> 4],
NIntegrate[
y*(f[x, y])/(prob), {x, xvals[[i]], xvals[[i + 1]]}, {y,
yvals[[j]], yvals[[j + 1]]}, AccuracyGoal -> 4]},

prob}, {i, 1, Num}, {j, 1, Num}], 1];

amin = N[0.001];
amax = N[0.999];
da = 0.01;

(*dist/.{{x_Real,y_Real},z_Real}->x+y+z*)
tlist1 = Parallelize[ParallelEvaluate[
Off[FindMinimum::reged]];
ParallelEvaluate[Off[FindMaximum::lstol]]; Table[{a,
{l =
Max[templist = {(sol1 = Flatten[Last[NestList[{{#[[1, 1]]/2},

Reverse[
Last[sll[
Flatten[
Table[{{\[Xi]}, (Total[(dist /. {{r_Real, S_Real},
p_Real} -> (Log[(S + \[Xi] (r -
S) + \[Mu] (\[Xi] - a) S)]*p))])}, {\[Xi],
If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
0, (#[[2, 2, 1]] - 2*#[[1, 1]]), 0],
If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <=
a, (#[[2, 2, 1]] + 2*#[[1, 1]]), a], #[[1, 1]]}],
0], 2]]]} & ,
{{a/4}, {-100, {a/2}}}, UU]][[2]]])[[1]], (sol2 =
Flatten[Last[NestList[{{#[[1, 1]]/2},

Reverse[
Last[sll[
Flatten[
Table[{{\[Xi]}, (Total[
dist /. {{r_Real, S_Real},
p_Real} -> (Log[(S + \[Xi] (r -
S) - \[Lambda] (\[Xi] - a) S)]*p)])}, {\[Xi],
If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
a, (#[[2, 2, 1]] - 2*#[[1, 1]]), a],
If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <= (
1 + a*\[Lambda])/(
1 + \[Lambda]), (#[[2, 2, 1]] + 2*#[[1, 1]]), (
1 + a*\[Lambda])/(1 + \[Lambda])], #[[1, 1]]}],
0], 2]]]} & ,
{{0.25*((1 + a*\[Lambda])/(1 + \[Lambda]) -
a)}, {-100, {0.5*(a + (1 + a*\[Lambda])/(
1 + \[Lambda]))}}}, UU]][[2]]])[[1]],
Total[dist /. {{r_Real, S_Real}, p_Real} ->
Log[(S + a (r - S))]*p]}],
If[templist[[3]] == l, 3,
Flatten[Position[templist, l]][[1]]],
Piecewise[{{0, templist[[3]] == l}, {sol1[[2]],
templist[[1]] == l}, {sol2[[2]],
templist[[2]] == l}}]}}, {a, amin, amax, da}]];
(*points=Select[tlist,#[[2,2]]==3&]/.{a_,{J_,
I_,\[CapitalDelta]_}}->a
Graphics[Point[points],Axes->True]*)
(*points=Select[Flatten[templist/.{{x_,y_},{z_,w_}}->{{x,y},{w}},
1],#[[2]][[1]]==3&]/.{{x_,y_},{w_}}->{x,y};*)
(*points=Select[tlist,#[[2,2]]==3&]/.{x_,{z_,w_}}->x;
points*)
JN = Interpolation[tlist1 /. {x_, {z_, w_, y_}} -> {x, z}];
(*PN=Interpolation[tlist/.{x_,{z_,w_,y_}}->{x,y}];*)
(*Off[InterpolatingFunction::dmval];*)
(*Plot[JN[x],{x,0,1}]*)
some = NestList[(JJ = #[[2]]; {tlist = Parallelize[ParallelEvaluate[
Off[FindMinimum::reged]];
ParallelEvaluate[Off[FindMaximum::lstol]];
ParallelEvaluate[Off[InterpolatingFunction::dmval]];
Table[(*nlist=(#[[1]]/.{x_,{z_,w_,y_}}->y);*){a,
{l =
Max[templist = {(sol1 =
Flatten[Last[NestList[{{#[[1, 1]]/2},

Reverse[
Last[sll[
Flatten[
Table[{{\[Xi]}, (Total[
dist /. {{r_Real, S_Real},
p_Real} -> (((Log[(S + \[Xi] (r -
S) + \[Mu] (\[Xi] - a) S)] +
JJ[(\[Xi]*
r)/(S + \[Xi] (r - S) + \[Mu] (\[Xi] - a) S)])*
p))])}, {\[Xi],
If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
0, (#[[2, 2, 1]] - 2*#[[1, 1]]), 0],
If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <=
a, (#[[2, 2, 1]] + 2*#[[1, 1]]), a], #[[1, 1]]}],
0], 2]]]} & ,
{{a/4}, {-100, {a/2}}}, UU]][[2]]])[[1]], (sol2 =
Flatten[Last[NestList[{{#[[1, 1]]/2},

Reverse[
Last[sll[
Flatten[
Table[{{\[Xi]}, (Total[
dist /. {{r_Real, S_Real},
p_Real} -> ((Log[(S + \[Xi] (r -
S) - \[Lambda] (\[Xi] - a) S)] +
JJ[(\[Xi]*
r)/(S + \[Xi] (r - S) - \[Lambda] (\[Xi] -
a) S)])*p)])}, {\[Xi],
If[(#[[2, 2, 1]] - 2*#[[1, 1]]) >=
a, (#[[2, 2, 1]] - 2*#[[1, 1]]), a],
If[(#[[2, 2, 1]] + 2*#[[1, 1]]) <= (
1 + a*\[Lambda])/(
1 + \[Lambda]), (#[[2, 2, 1]] + 2*#[[1, 1]]), (
1 + a*\[Lambda])/(1 + \[Lambda])], #[[1, 1]]}],
0], 2]]]} & ,
{{0.25*((1 + a*\[Lambda])/(1 + \[Lambda]) -
a)}, {-100, {0.5*(a + (1 + a*\[Lambda])/(
1 + \[Lambda]))}}}, UU]][[2]]])[[1]],

Total[dist /. {{r_Real, S_Real},
p_Real} -> (Log[(S + a (r - S))] +
JJ[(a*r)/(a*r + (1 - a) S)])*p]}],
If[templist[[3]] == l, 3,
Flatten[Position[templist, l]][[1]]],
Piecewise[{{0, templist[[3]] == l}, {sol1[[2]],
templist[[1]] == l}, {sol2[[2]],
templist[[2]] == l}}]}}, {a, amin, amax, da}]],
Interpolation[
tlist /. {x_, {z_, w_, y_}} -> {x, z}]}) &, {tlist1, JN},
nn - 1]];
stuff = Table[{1/NN, bndry3[NN, data]}, {NN, 4, 7}];
listn[a_] := {#[[1]], #[[2]][[4, 2]][a]} & /@ stuff;
a = 0.5;
g1 = ListPlot[listn[a], PlotStyle -> {Red, PointSize[Large]}]
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UWO,London