Mollification formulas and implicit smoothing
نویسندگان
چکیده
منابع مشابه
Mollification formulas and implicit smoothing
This paper develops some mollification formulas involving convolutions between popular radial basis function (RBF) basic functions Φ, and suitable mollifiers. Polyharmonic splines, scaled Bessel kernels (Matern functions) and compactly supported basic functions are considered. A typical result is that in Rd the convolution of | • |β and (•2 + c2)−(β+2d)/2 is the generalized multiquadric (•2 + c...
متن کاملCurvature formulas for implicit curves and surfaces
Curvature formulas for implicit curves and surfaces are derived from the classical curvature formulas in Differential Geometry for parametric curves and surfaces. These closed formulas include curvature for implicit planar curves, curvature and torsion for implicit space curves, and mean and Gaussian curvature for implicit surfaces. Some extensions of these curvature formulas to higher dimensio...
متن کاملAccuracy of Decoupled Implicit Integration Formulas
Dynamical systems can often be decomposed into loosely coupled subsystems. The system of ordinary differential equations (ODEs) modelling such a problem can then be partitioned corresponding to the subsystems, and the loose couplings can be exploited by special integration methods to solve the problem using a parallel computer or just solve the problem more efficiently than by standard methods....
متن کاملMollification Based onWavelets
The mollification obtained by truncating the expansion in wavelets is studied, where the wavelets are so chosen that noise is reduced and the Gibbs phenomenon does not occur. The estimations of the error of approximation of the mollification are given for the case when the fractional derivative of a function is calculated. Noting that the estimations are applicable even when the orthogonality o...
متن کاملEfficient implicit scheme with positivity preserving and smoothing properties
Using classical finite difference schemes often generates numerical drawbacks such as spurious oscillations in the solution of the famous Black–Scholes partial differential equation. We analyze the fully implicit scheme, frequently used numerical method in Finance, that in the presence of discontinuous payoff and low volatility arises spurious oscillations. We propose a modification of this sch...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Computational Mathematics
سال: 2006
ISSN: 1019-7168,1572-9044
DOI: 10.1007/s10444-005-7512-3