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Peaks and jumps reconstruction with B-splines scaling functions
dc.contributor.author | Ortiz Gracia, Luis |
dc.contributor.author | Masdemont Soler, Josep |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Matemàtica Aplicada I |
dc.date.accessioned | 2014-09-17T11:25:15Z |
dc.date.created | 2014-12-15 |
dc.date.issued | 2014-12-15 |
dc.identifier.citation | 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. |
dc.identifier.issn | 0377-0427 |
dc.identifier.uri | http://hdl.handle.net/2117/24078 |
dc.description.abstract | 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 experiments the robustness and accuracy of the method. (C) 2014 Elsevier B.V. All rights reserved. |
dc.format.extent | 15 p. |
dc.language.iso | eng |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística |
dc.subject.lcsh | Wavelets (Mathematics) |
dc.subject.lcsh | Numerical analysis |
dc.subject.other | Haar wavelets |
dc.subject.other | B-splines |
dc.subject.other | Fourier inversion |
dc.subject.other | Peaks and jumps |
dc.subject.other | COS method |
dc.subject.other | Filtered-COS |
dc.subject.other | EUROPEAN OPTIONS |
dc.title | Peaks and jumps reconstruction with B-splines scaling functions |
dc.type | Article |
dc.subject.lemac | Ondetes (Matemàtica) |
dc.subject.lemac | Anàlisi numèrica |
dc.contributor.group | Universitat Politècnica de Catalunya. EGSA - Equacions Diferencials, Geometria, Sistemes Dinàmics i de Control, i Aplicacions |
dc.identifier.doi | 10.1016/j.cam.2014.05.015 |
dc.description.peerreviewed | Peer Reviewed |
dc.relation.publisherversion | http://www.sciencedirect.com/science/article/pii/S037704271400260X# |
dc.rights.access | Restricted access - publisher's policy |
local.identifier.drac | 15142762 |
dc.description.version | Postprint (published version) |
dc.date.lift | 10000-01-01 |
local.citation.author | Ortiz Gracia, Luis; Masdemont, J.J. |
local.citation.publicationName | Journal of computational and applied mathematics |
local.citation.volume | 272 |
local.citation.startingPage | 258 |
local.citation.endingPage | 272 |
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