Essai d'application de la méthode spectroscopique de Lanczos pour la recherche des valeurs propres des matrices
Etude de la vitesse de convergence de l'algorithme en cascade dans la construction des ondelettes d'Ingrid Daubechies.
The aim of this paper is the study of the convergence of algorithms involved in the resolution of two scale equations. They are fixed point algorithms, often called cascade algorithms, which are used in the construction of wavelets. We study their speed of convergence in Lebesgue and Besov spaces, and show that the quality of the convergence depends on two independent factors. The first one, as we could foresee, is the regularity of the scaling function which is the solution of the equation. The...
Évolution d'une singularité de type cusp dans une poche de tourbillon
Évolution d'une singularité de type cusp dans une poche de tourbillon.
We investigate the evolution of singularities in the boundary of a vortex patch for two-dimensional incompressible Euler equations. We are particularly interested in cusp-like singularities which, according to numerical simulations, are stable. In this paper, we first prove that, unlike the case of a corner-like singularity, the cusp-like singularity generates a lipschitzian velocity. We then state a global result of persistence of conormal regularity with respect to vector fields vanishing at a...
Exact Kronecker constants of Hadamard sets
A set S of integers is called ε-Kronecker if every function on S of modulus one can be approximated uniformly to within ε by a character. The least such ε is called the ε-Kronecker constant, κ(S). The angular Kronecker constant is the unique real number α(S) ∈ [0,1/2] such that κ(S) = |exp(2πiα(S)) - 1|. We show that for integers m > 1 and d ≥ 1, and α1,m,m²,... = 1/(2m).
Existence of solutions to nonlinear advection-diffusion equation applied to Burgers' equation using Sinc methods
This paper has two objectives. First, we prove the existence of solutions to the general advection-diffusion equation subject to a reasonably smooth initial condition. We investigate the behavior of the solution of these problems for large values of time. Secondly, a numerical scheme using the Sinc-Galerkin method is developed to approximate the solution of a simple model of turbulence, which is a special case of the advection-diffusion equation, known as Burgers' equation. The approximate solution...
Exploring the fractal parameters of urban growth and form with wave-spectrum analysis.
Fast convergence of the Coiflet–Galerkin method for general elliptic BVPs
Fast convergence of the Coiflet-Galerkin method for general elliptic BVPs
We consider a general elliptic Robin boundary value problem. Using orthogonal Coifman wavelets (Coiflets) as basis functions in the Galerkin method, we prove that the rate of convergence of an approximate solution to the exact one is O(2−nN ) in the H 1 norm, where n is the level of approximation and N is the Coiflet degree. The Galerkin method needs to evaluate a lot of complicated integrals. We present a structured approach for fast and effective evaluation of these integrals via trivariate connection...
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the -scheme in time and a wavelet Galerkin method with degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the linear...
Fast deterministic pricing of options on Lévy driven assets
Arbitrage-free prices u of European contracts on risky assets whose log-returns are modelled by Lévy processes satisfy a parabolic partial integro-differential equation (PIDE) . This PIDE is localized to bounded domains and the error due to this localization is estimated. The localized PIDE is discretized by the θ-scheme in time and a wavelet Galerkin method with N degrees of freedom in log-price space. The dense matrix for can be replaced by a sparse matrix in the wavelet basis, and the...
Fast Fourier analysis for over a finite field and related numerical experiments.
Fast solution of periodic integral equations by GMRES.
Finite Orthogonal Transforms and Multireolution Analyses on Intervals.
Fourier Reconstruction in Tomography.
Fourier transforms with respect to monomial representations.
Fourierova analýza dvojrozměrných terénních dat
Fouriertransformation auf dünnen Gittern mit hierarchischen Basen.
Gegenbauer polynomials and semiseparable matrices.
GPS satellite kinematic relative positioning: analyzing and improving the functional mathematical model using wavelets.