The integral wavelet transform in weighted Sobolev spaces.
The Mortar method in the wavelet context
This paper deals with the use of wavelets in the framework of the Mortar method. We first review in an abstract framework the theory of the mortar method for non conforming domain decomposition, and point out some basic assumptions under which stability and convergence of such method can be proven. We study the application of the mortar method in the biorthogonal wavelet framework. In particular we define suitable multiplier spaces for imposing weak continuity. Unlike in the classical mortar method,...
The Mortar Method in the Wavelet Context
This paper deals with the use of wavelets in the framework of the Mortar method. We first review in an abstract framework the theory of the mortar method for non conforming domain decomposition, and point out some basic assumptions under which stability and convergence of such method can be proven. We study the application of the mortar method in the biorthogonal wavelet framework. In particular we define suitable multiplier spaces for imposing weak continuity. Unlike in the classical mortar method,...
The partial inner product space method: a quick overview.
Theoretical and numerical study of a quasi-linear Zakharov system describing Landau damping
In this paper, we study a Zakharov system coupled to an electron diffusion equation in order to describe laser-plasma interactions. Starting from the Vlasov-Maxwell system, we derive a nonlinear Schrödinger like system which takes into account the energy exchanged between the plasma waves and the electrons via Landau damping. Two existence theorems are established in a subsonic regime. Using a time-splitting, spectral discretizations for the Zakharov system and a finite difference scheme for the...
Theoretical and numerical study of a quasi-linear Zakharov system describing Landau damping
In this paper, we study a Zakharov system coupled to an electron diffusion equation in order to describe laser-plasma interactions. Starting from the Vlasov-Maxwell system, we derive a nonlinear Schrödinger like system which takes into account the energy exchanged between the plasma waves and the electrons via Landau damping. Two existence theorems are established in a subsonic regime. Using a time-splitting, spectral discretizations for the Zakharov system and a finite difference scheme for...
Theoretical aspects and numerical computation of the time-harmonic Green's function for an isotropic elastic half-plane with an impedance boundary condition
This work presents an effective and accurate method for determining, from a theoretical and computational point of view, the time-harmonic Green's function of an isotropic elastic half-plane where an impedance boundary condition is considered. This method, based on the previous work done by Durán et al. (cf. [Numer. Math.107 (2007) 295–314; IMA J. Appl. Math.71 (2006) 853–876]) for the Helmholtz equation in a half-plane, combines appropriately analytical and numerical techniques, which has an important...
Time-dependent statistical analysis of wide-area time-synchronized data.
Transfer function computation for 3-D discrete systems
A theoretically attractive and computationally fast algorithm is presented for the determination of the coefficients of the determinantal polynomial and the coefficients of the adjoint polynomial matrix of a given three-dimensional (3–D) state space model of Fornasini–Marchesini type. The algorithm uses the discrete Fourier transform (DFT) and can be easily implemented on a digital computer.
Two-dimensional Legendre wavelets and operational matrices of integration.
Uniform approximation by minimum norm interpolation.
Valeurs des ondelettes aux bords d'un intervalle
Valuation of two-factor options under the Merton jump-diffusion model using orthogonal spline wavelets
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 spline-wavelet...
Variantes sur un théorème de Candès, Romberg et Tao
Le théorème CRT dit comment reconstruire un signal à partir d’un échantillonnage de fréquences parcimonieux. L’hypothèse sur le signal, considéré comme porté par un groupe cyclique d’ordre , est qu’il est porté par un petit nombre de points, , et la méthode est de choisir aléatoirement fréquences et de minimiser dans l’algèbre de Wiener le prolongement à de la transformée de Fourier du signal réduite à ces fréquences. Quand est grand, la probabilité de reconstruire le signal est voisine...
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