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Fig. 16.1 Stiffness matrices
for the pure jump case with
CGMY-type Lévy kernel
(Y (x) =
1 . 25 e x 2
+
0 . 5 )
various choices of k in Example 16.6.1 and Example 16.6.2 is shown in Fig. 16.3 .
The condition numbers are uniformly bounded and of order 10 1 , although the th e-
oretical results only apply to Example 16.6.1 . For variable orders with 1 . 95
Y
we obtain condition numbers of order 10 2 . Note that the condition numbers are not
only influenced by the order of the singularity of the jump kernel at z
=
0, but also
 
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