Wavelet approximation methods for pseudodifferential equations: I. Stability and convergence.
Wavelet based numerical homogenization.
Wavelet bases for the biharmonic problem
In our contribution, we study different Riesz wavelet bases in Sobolev spaces based on cubic splines satisfying homogeneous Dirichlet boundary conditions of the second order. These bases are consequently applied to the numerical solution of the biharmonic problem and their quantitative properties are compared.
Wavelet clustering in time series analysis.
Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces
For a class of anisotropic integrodifferential operators arising as semigroup generators of Markov processes, we present a sparse tensor product wavelet compression scheme for the Galerkin finite element discretization of the corresponding integrodifferential equations u = f on [0,1]n with possibly large n. Under certain conditions on , the scheme is of essentially optimal and dimension independent complexity (h-1| log h |2(n-1)) without corrupting the convergence or smoothness requirements...
Wavelet method for option pricing under the two-asset Merton jump-diffusion model
This paper examines the pricing of two-asset European options under the Merton model represented by a nonstationary integro-differential equation with two state variables. For its numerical solution, the wavelet-Galerkin method combined with the Crank-Nicolson scheme is used. A drawback of most classical methods is the full structure of discretization matrices. In comparison, the wavelet method enables the approximation of discretization matrices with sparse matrices. Sparsity is essential for the...
Wavelet transform for time-frequency representation and filtration of discrete signals
A method to analyse and filter real-valued discrete signals of finite duration s(n), n=0,1,...,N-1, where , p>0, by means of time-frequency representation is presented. This is achieved by defining an invertible discrete transform representing a signal either in the time or in the time-frequency domain, which is based on decomposition of a signal with respect to a system of basic orthonormal discrete wavelet functions. Such discrete wavelet functions are defined using the Meyer generating wavelet...
Wavelets
Wavelets and prediction in time series
Wavelets (see [2, 3, 4]) are a recent mathematical tool that is applied in signal processing, numerical mathematics and statistics. The wavelet transform allows to follow data in the frequency as well as time domain, to compute efficiently the wavelet coefficients using fast algorithm, to separate approximations from details. Due to these properties, the wavelet transform is suitable for analyzing and forecasting in time series. In this paper, Box-Jenkins models (see [1, 5]) combined with wavelets...
Wavelets for time series analysis - a survey and new results
Wavelets on the integers.
In this paper the theory of wavelets on the integers is developed. For this, one needs to first find analogs of translations and dyadic dilations which appear in the classical theory. Translations in l2(Z) are defined in the obvious way, taking advantage of the additive group structure of the integers. Dyadic dilations, on the other hand, pose a greater problem. In the classical theory of wavelets on the real line, translation T and dyadic dilation T obey the commutativity relation DT^2 = TD. We...
Wave-ray multigrid method for standing wave equations.
Weak and strong convergence of projection methods in nonreflexive Banach spaces
Weak Approximation Of Minimal Norm Solutions Of First Kind Equations By Tikhonov's Method.
Weak conditions for the convergence of iterations to solutions of equations on partially ordered topological spaces.
Weak convergence theorems of three iterative methods for strictly pseudocontractive mappings of Browder-Petryshyn type.
Weak solution of boundary value problem for the orthotropic plate reinforced with stiffening ribs
Weak Stability and Weak Discrete Convergence of Continuous Mappings.
Weaker convergence conditions for the secant method
We use tighter majorizing sequences than in earlier studies to provide a semilocal convergence analysis for the secant method. Our sufficient convergence conditions are also weaker. Numerical examples are provided where earlier conditions do not hold but for which the new conditions are satisfied.
Weakly coercive mappings sharing a value
Some sufficient conditions are provided that guarantee that the difference of a compact mapping and a proper mapping defined between any two Banach spaces over has at least one zero. When conditions are strengthened, this difference has at most a finite number of zeros throughout the entire space. The proof of the result is constructive and is based upon a continuation method.