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Peaks and jumps reconstruction with B-splines scaling functions

Autor
Ortiz Gracia, Luis; Masdemont, J.J.
Tipus d'activitat
Article en revista
Revista
Journal of computational and applied mathematics
Data de publicació
2014-12-15
Volum
272
Pàgina inicial
258
Pàgina final
272
DOI
https://doi.org/10.1016/j.cam.2014.05.015 Obrir en finestra nova
Projecte finançador
DINAMICA ASOCIADA A CONEXIONES ENTRE OBJETOS INVARIANTES, ASTRODINÁMICA, NEUROCIENCIA Y OTRAS APLICACIONES
DINAMICA ASOCIADA A CONEXIONES ENTRE OBJETOS INVARIANTES. APLICACIONES A
Repositori
http://hdl.handle.net/2117/24078 Obrir en finestra nova
URL
http://www.sciencedirect.com/science/article/pii/S037704271400260X# Obrir en finestra nova
Resum
We consider a methodology based on B-splines scaling functions to numerically invert Fourier or Laplace transforms of functions in the space L-2(R). The original function is approximated by a finite combination of jth order B-splines basis functions and we provide analytical expressions for the recovered coefficients. The methodology is particularly well suited when the original function or its derivatives present peaks or jumps due to discontinuities in the domain. We will show in the numerical...
Citació
Ortiz Gracia, Luis; Masdemont, J.J. Peaks and jumps reconstruction with B-splines scaling functions. "Journal of computational and applied mathematics", 15 Desembre 2014, vol. 272, p. 258-272.
Paraules clau
B-splines, COS method, EUROPEAN OPTIONS, Filtered-COS, Fourier inversion, Haar wavelets, Peaks and jumps
Grup de recerca
SD - Sistemes Dinàmics de la UPC

Participants