In this paper fuzzy piecewise cubic interpolation is constructed for fuzzy data based on B-spline basis functions. We add two new additional conditions which guarantee uniqueness of fuzzy B-spline interpolation.Other conditions are imposed on the interpolation data to guarantee that the interpolation function to be a well-defined fuzzy function. Finally some examples are given to illustrate the...

By augmenting the ITU-T H.263 standard bit stream with supplementary motion vectors for to-be-interpolated frames, a new deformable block-based fast motion-compensated frame interpolation (DB-FMCI) scheme is presented. Unlike other motion-compensated interpolation methods, which assume a constant motion velocity between two reference P frames, the proposed scheme takes into account the non-line...

Recent results of Davidson-Paulsen-Raghupathi-Singh give necessary and sufficient conditions for the existence of a solution to the NevanlinnaPick interpolation problem on the unit disk with the additional restriction that the interpolant should have the value of its derivative at the origin equal to zero. This concrete mild generalization of the classical problem is prototypical of a number of...

This paper presents the application of Sinc method to solve second order two-point boundary value problems based on derivative interpolation. Even in the presence of singularities, the Sinc numerical method is known to exhibit exponential convergence, resulting in highly accurate solutions. However, the customary approach of interpolating the solution variable with the Sinc bases requires first...

Managing and hedging the risks associated with Variable Annuity (VA) products requires intraday valuation of key risk metrics for these products. The complex structure of VA products and computational complexity of their accurate evaluation has compelled insurance companies to adopt Monte Carlo (MC) simulations to value their large portfolios of VA products. Because the MC simulations are compu...

A Neural Network Approach to Efficient Valuation of Large VA Portfolios Seyed Amir Hejazi Doctor of Philosophy Graduate Department of Computer Science University of Toronto 2016 Variable annuity (VA) products expose insurance companies to considerable risk because of the guarantees they provide to buyers of these products. Managing and hedging the risks associated with VA products requires intr...

Abstract. We prove comparison theorems for the H∞-calculus that allow to transfer the property of having a bounded H∞-calculus from one sectorial operator to another. The basic technical ingredient are suitable square function estimates. These comparison results provide a new approach to perturbation theorems for the H∞-calculus in a variety of situations suitable for applications. Our square f...

High Resolution images can be reconstructed from several blurred, noisy and aliased low resolution images using a computational process know as super resolution reconstruction. Super resolution reconstruction is the process of combining several low resolution images into a single higher resolution image. In this paper we concentrate on a special case of super resolution problem where the wrap i...

In this paper, we derive a new fast algorithm for the matrixvalued Nevanlinna-Pick interpolation. Given n distinct points zi in the unit disk jzj < 1 and n complex matrices Wk of dimension m m, satisfying the Pick condition for 1 k n, the new Nevanlinna-Pick interpolation algorithm requires only 20 3 nm 3 complex arithmetic operations to evaluate the matrix-valued interpolatory rational functio...

This study investigated the effects on the measurement of fractional anisotropy (FA) during interpolation of diffusion tensor images in spatial normalization, which is required for voxel-based statistics. Diffusion tensor imaging data were obtained from nine male patients with attention deficit/hyperactivity disorder and nine age-matched control subjects. Regions of interest were selected from ...