The purpose of this paper is to represent the integral Hankel transform as a series. If one uses B-spline wavelet this series is a linear combination of the hypergeometrical functions. Numerical evaluation of the test function with known analytical Hankel transform of the null kind illustrates the proposed results.
The paper focuses on pricing European-style options on several underlying assets under the Black-Scholes model represented by a nonstationary partial differential equation. The proposed method combines the Galerkin method with $L^2$-orthogonal sparse grid spline wavelets and the Crank-Nicolson scheme with Rannacher time-stepping. To this end, we construct an orthogonal cubic spline wavelet basis on the interval satisfying homogeneous Dirichlet boundary conditions and design a wavelet basis on the unit cube using the sparse tensor product. The method brings the following advantages. First, the …
We exhibit the necessary range for which functions in the Sobolev spaces $L^s_p$ can be represented as an unconditional sum of orthonormal spline wavelet systems, such as the Battle-Lemarié wavelets. We also consider the natural extensions to Triebel-Lizorkin spaces. This builds upon, and is a generalization of, previous work of Seeger and Ullrich, where analogous results were established for the Haar wavelet system.
The paper presents a versatile library of quasi-analytic complex-valued wavelet packets (WPs) which originate from polynomial splines of arbitrary orders. The real parts of the quasi-analytic WPs are the regular spline-based orthonormal WPs designed in [1]. The imaginary parts are the so-called complementary orthonormal WPs that are derived from the Hilbert transforms of the regular WPs and, unlike the symmetric regular WPs, are antisymmetric. Tensor products of 1D quasi-analytic WPs provide a diversity of 2D WPs oriented in multiple directions. For example, a set of the fourth-level WPs compr…
The paper presents a versatile library of analytic and quasi-analytic complex-valued wavelet packets (WPs) which originate from discrete splines of arbitrary orders. The real parts of the quasi-analytic WPs are the regular spline-based orthonormal WPs designed in [2]. The imaginary parts are the so-called complementary orthonormal WPs, which, unlike the symmetric regular WPs, they are antisymmetric. Tensor products of 1D quasi-analytic WPs provide a diversity of 2D WPs oriented in multiple directions. For example, a set of the fourth-level WPs comprises 62 different directions. The designed co…
Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the continuous domain and the discrete grid. In this paper, we introduce a novel structured low rank matrix framework to restore piecewise smooth functions. Inspired by the total generalized variation to use sparse higher order derivatives, we derive that the Fourier samples of higher order derivatives satisfy an annihilation relation, resulting in a low rank multi-fold…
We present algorithms to numerically evaluate Daubechies wavelets and scaling functions to high relative accuracy. These algorithms refine the suggestion of Daubechies and Lagarias to evaluate functions defined by two-scale difference equations using splines; carefully choosing amongst a family of rapidly convergent interpolators which effectively capture all the smoothness present in the function and whose error term admits a small asymptotic constant. We are also able to efficiently compute derivatives, though with a smoothness-induced reduction in accuracy. An implementation is provided in …
This paper is devoted to the question of constructing a higher order Faber spline basis for the sampling discretization of functions with higher regularity than Lipschitz. The basis constructed in this paper has similar properties as the piecewise linear classical Faber-Schauder basis except for the compactness of the support. Although the new basis functions are supported on the real line they are very well localized (exponentially decaying) and the main parts are concentrated on a segment. This construction gives a complete answer to Problem 3.13 in Triebel's monograph (see References [47]) …
