The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Displaying similar documents to “Approximation of a linear dynamic process model using the frequency approach and a non-quadratic measure of the model error”

Greedy Algorithms for Adaptive Approximation

Albert Cohen (2009)

Bollettino dell'Unione Matematica Italiana

Similarity:

We discuss the performances of greedy algorithms for two problems of numerical approximation. The first one is the best approximation of an arbitrary function by an N-terms linear combination of simple functions adaptively picked within a large dictionary. The second one is the approximation of an arbitrary function by a piecewise polynomial function on an optimally adapted triangulation of cardinality N. Performance is measured in terms of convergence rate with respect to the number...

The best uniform quadratic approximation of circular arcs with high accuracy

Abedallah Rababah (2016)

Open Mathematics

Similarity:

In this article, the issue of the best uniform approximation of circular arcs with parametrically defined polynomial curves is considered. The best uniform approximation of degree 2 to a circular arc is given in explicit form. The approximation is constructed so that the error function is the Chebyshev polynomial of degree 4; the error function equioscillates five times; the approximation order is four. For θ = π/4 arcs (quarter of a circle), the uniform error is 5.5 × 10−3. The numerical...

Analytical approximation of the transition density in a local volatility model

Stefano Pagliarani, Andrea Pascucci (2012)

Open Mathematics

Similarity:

We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.