Moutsinga, Claude Rodrigue BambePindza, EdsonMare, Eben2022-05-062021-04Moutsinga, C.R.B., Pindza, E. & Maré, E. 2021, 'Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems', Chaos, Solitons and Fractals, vol. 145, art. 110770, pp. 1-10, doi : 10.1016/j.chaos.2021.110770.0960-077910.1016/j.chaos.2021.110770https://repository.up.ac.za/handle/2263/85115A comparative performance analysis of two spectral methods on the hyperchaotic finance system (HCFS) and the cryptocurrency pricing problem (CPP) is proposed. The first approach uses a differentiation matrix, the second method considers an integration matrix on a single and multiple domains when the time intervals are large. Numerical simulations are performed against the well established numerical method, Chebfun. It turns out that the spectral method using itegration matrix is more efficient than the other methods on both problems.en© 2021 Elsevier Ltd. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Chaos, Solitons and Fractals. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in Chaos, Solitons and Fractals, vol. 145, art. 110770, pp. 1-10, 2021. doi : 10.1016/j.chaos.2021.110770.Hyperchaotic finance system (HCFS)Cryptocurrency pricing problem (CPP)Spectral methodsChebyshev polynomialsDomain decompositionPostprint Article