Approximation of a linear dynamic process model using the frequency approach and a non-quadratic measure of the model error
Krzysztof Janiszowski (2014)
International Journal of Applied Mathematics and Computer Science
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Krzysztof Janiszowski (2014)
International Journal of Applied Mathematics and Computer Science
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Albert Cohen (2009)
Bollettino dell'Unione Matematica Italiana
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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...
Jean-Louis Colliot-Thélène, Fei Xu (2013)
Acta Arithmetica
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Abedallah Rababah (2016)
Open Mathematics
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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...
Li, Keqin (1999)
Discrete Mathematics and Theoretical Computer Science. DMTCS [electronic only]
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Jiří Grim (1986)
Kybernetika
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Stefano Pagliarani, Andrea Pascucci (2012)
Open Mathematics
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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.
E. Pankowski (1980)
Applicationes Mathematicae
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Stanisław Kwapień, Jan Mycielski (2006)
Studia Mathematica
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J. Prasad (1972)
Publications de l'Institut Mathématique [Elektronische Ressource]
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Milan Ž. Marković, Milan M. Milosavljević, Branko D. Kovačević (1996)
The Yugoslav Journal of Operations Research
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