Spline curves are useful in a variety of geometric modeling and graphics applications and covering problems abound in practical settings. This work defines a class of covering decision problems for shapes bounded by spline curves. As a first step in addressing these problems, this paper treats translational spline covering for planar, uniform, cubic B-splines. Inner and outer polygonal approxim...

We show how to combine, into one unified spline complex, C2 tensorproduct bi-cubic NURBS and G2 bi-cubic rational splines. The G2 splines are capable of exactly representing basic shapes such as (pieces of) quadrics and surfaces of revolution, including tori and cyclides. The main challenge is to bridge the differing continuity. We transform the G2 splines to splines that are C2 in homogeneous ...

In this paper, we construct a novel normalized B-spline-like representation for C2-continuous cubic spline space defined on an initial partition refined by inserting two new points inside each sub-interval. The basis functions are compactly supported non-negative that geometrically constructed and form convex of unity. With the help control polynomial theory introduced herein, Marsden identity ...

Nowadays, options are common financial derivatives. For this reason, by increase of applications for these financial derivatives, the problem of options pricing is one of the most important economic issues. With the development of stochastic models, the need for randomly computational methods caused the generation of a new field called financial engineering. In the financial engineering the pre...

In this paper, we construct a novel normalized B-spline-like representation for C2-continuous cubic spline space defined on an initial partition refined by inserting two new points inside each sub-interval. The basis functions are compactly supported non-negative that geometrically constructed and form convex of unity. With the help control polynomial theory introduced herein, Marsden identity ...

Estimates of risk-neutral densities future asset returns have been commonly used for pricing new financial derivatives, detecting profitable opportunities, and measuring central bank policy impacts. We develop a nonparametric approach estimating the density prices reformulate its estimation into double-constrained optimization problem. evaluate our using S&P 500 market option from 1996 ...

we have developed a three level implicit method for solution of the helmholtz equation. using the cubic spline in space and nite dierence in time directions. the approach has been modied to drive numerov type nite dierence method. the method yield the tri- diagonal linear system of algebraic equations which can be solved by using a tri-diagonal solver. stability and error estimation of the...

Defects in articular cartilage can be repaired through osteochondral transplantation (mosaic arthroplasty), where osteochondral plugs from non-weight-bearing areas of the joint are transferred to the defect site. Incongruity between the plug surface and the adjacent cartilage results in increased contact pressures and poorer outcomes. We compare three methods to predict the desired repair surfa...

Third and fourth order convergent methods based on cubic nonpolynomial spline function at midknotes are presented for the numerical solution of a second order two-point boundary value problem with Neumann conditions. Using this spline function a few consistency relations are derived for computing approximations to the solution of the problem. Convergence analysis of these methods is discussed t...

This paper presents the formulation, the analysis and the implementation of Alternating Direction Implicit (ADI) methods for solving the linear system of algebraic equations that arise from the discretization of multidimensional linear elliptic Partial Diierential Equations (PDEs). The theoretical analysis is carried out for a board class of PDE problems. Numerical experiments connrm the theore...