Displaying similar documents to “Solution of nonlinear Fredholm-Hammerstein integral equations by using semiorthogonal spline wavelets.”

Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets

Černá, Dana

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This paper addresses the two-asset Merton model for option pricing represented by non-stationary integro-differential equations with two state variables. The drawback of most classical methods for solving these types of equations is that the matrices arising from discretization are full and ill-conditioned. In this paper, we first transform the equation using logarithmic prices, drift removal, and localization. Then, we apply the Galerkin method with a recently proposed orthogonal cubic...

Quantitative properties of quadratic spline wavelet bases in higher dimensions

Černá, Dana, Finěk, Václav, Šimůnková, Martina

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To use wavelets efficiently to solve numerically partial differential equations in higher dimensions, it is necessary to have at one’s disposal suitable wavelet bases. Ideal wavelets should have short supports and vanishing moments, be smooth and known in closed form, and a corresponding wavelet basis should be well-conditioned. In our contribution, we compare condition numbers of different quadratic spline wavelet bases in dimensions d = 1, 2 and 3 on tensor product domains (0,1)^d. ...

Application of cubic box spline wavelets in the analysis of signal singularities

Waldemar Rakowski (2015)

International Journal of Applied Mathematics and Computer Science

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In the subject literature, wavelets such as the Mexican hat (the second derivative of a Gaussian) or the quadratic box spline are commonly used for the task of singularity detection. The disadvantage of the Mexican hat, however, is its unlimited support; the disadvantage of the quadratic box spline is a phase shift introduced by the wavelet, making it difficult to locate singular points. The paper deals with the construction and properties of wavelets in the form of cubic box splines...

Construction of Non-MSF Non-MRA Wavelets for L²(ℝ) and H²(ℝ) from MSF Wavelets

Aparna Vyas (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

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Considering symmetric wavelet sets consisting of four intervals, a class of non-MSF non-MRA wavelets for L²(ℝ) and dilation 2 is obtained. In addition, we obtain a family of non-MSF non-MRA H²-wavelets which includes the one given by Behera [Bull. Polish Acad. Sci. Math. 52 (2004), 169-178].

On the exact values of coefficients of coiflets

Dana Černá, Václav Finěk, Karel Najzar (2008)

Open Mathematics

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In 1989, R. Coifman suggested the design of orthonormal wavelet systems with vanishing moments for both scaling and wavelet functions. They were first constructed by I. Daubechies [15, 16], and she named them coiflets. In this paper, we propose a system of necessary conditions which is redundant free and simpler than the known system due to the elimination of some quadratic conditions, thus the construction of coiflets is simplified and enables us to find the exact values of the scaling...