Dissertations / Theses on the topic 'Laplace and Fourier transforms'
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Paditz, Ludwig. "Using ClassPad-technology in the education of students of electricalengineering (Fourier- and Laplace-Transformation)." Proceedings of the tenth International Conference Models in Developing Mathematics Education. - Dresden : Hochschule für Technik und Wirtschaft, 2009. - S. 469 - 474, 2012. https://slub.qucosa.de/id/qucosa%3A1799.
Full textPaditz, Ludwig. "Using ClassPad-technology in the education of students of electrical engineering (Fourier- and Laplace-Transformation)." Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:14-qucosa-80814.
Full textLi, Wei. "Thermal Barrier Effect, Non-Fourier Effect and Inertia Effect on a Cracked Plate under Thermal Shock Loading." Thesis, Sorbonne Paris Cité, 2016. http://www.theses.fr/2016USPCD089/document.
Full textThermal shock problems occur in many engineering materials and elements, which are used in high temperature applications such as thermal barrier coatings (TBCs), solid propellant of rocket-engine, pulsed-laser processing of materials, and so on. The thermal shock resistance performances and the thermal shock damages of materials, especially the interface debonding and spallation of coatings, have received considerable attention in both analysis and design. Some conventional theories, such as the Fourier’s law of thermal conduction and the quasi-static assumption of the thermoelastic body, may no longer be appropriate because of the extreme loads provoked by the thermal shock. Therefore, these conventional theories need to be enriched or revised.The objective of this thesis is to develop the solutions of the transient temperature field and thermal stresses around a partially insulated crack in a thermoelastic strip under thermal shock loading. The crack lies parallel to the heated traction free surface. The thermal conductivity of the crack gap is taken into account. Hyperbolic heat conduction theory is used in solving the temperature field instead of the traditional Fourier thermal conduction theory. Equations of motion are applied to obtain the stress fields and the dynamic stress intensity factors of the crack. The Laplace and Fourier transforms are applied to solve the thermal-elastic governing equations such that the mixed boundary value problems are reduced to solving a singular integral equations system in Laplace-Fourier space. The numerical integration method is applied to get the temperature field and stress fields, respectively. The problems are then solved numerically by converting the singular integral equations to a linear algebraic equations system. Finally, numerical inversions of the Laplace transform are performed to obtain the temperature field and dynamic stress intensity factors in the time domain.Numerical results show that the thermal conductivity of the crack gap strongly affects the uniformity of the temperature field and consequently, the magnitude of the dynamic stress intensity factors of the crack. The stress intensity factors would have higher amplitude and oscillating feature comparing to those obtained under the conventional Fourier thermal conduction and quasi-static hypotheses. It is also observed that the interactions of the thermal conductivity of the crack gap, the non-Fourier effect and the inertia effects would make the dynamic thermal shock problem more complex. The magnitude of the thermal barrier, non-Fourier and inertia effects is estimated for some practical cases
Litman, Amélie. "Deux methodes d'inversion pour la caracterisation electromagnetique ou acoustique d'objets enfouis : transformee de fourier-laplace inverse et deformation d'ensembles de niveaux." Paris 11, 1997. http://www.theses.fr/1997PA112254.
Full textFeng, Le. "An in-depth examination of two-dimensional Laplace inversion and application to three-dimensional holography." University of Dayton / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=dayton1406814392.
Full textPaolantoni, Thibault. "Application de Riemann-Hilbert-Birkhoff." Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLS410/document.
Full textThe exponential dual map is a way to encode Stokes data of a connection on a trivial vector bundle on the Riemann sphere with two poles: one double pole at 0 and one simple pole at infinity.We give here a formula for the exponential dual map expressed as a non commutative serie. Others generalizations of this formula are given
Dušanka, Perišić. "On Integral Transforms and Convolution Equations on the Spaces of Tempered Ultradistributions." Phd thesis, Univerzitet u Novom Sadu, Prirodno-matematički fakultet u Novom Sadu, 1992. https://www.cris.uns.ac.rs/record.jsf?recordId=73337&source=NDLTD&language=en.
Full textU ovoj tezi su proučavani prostori temperiranih ultradistribucija Beurlingovog i Roumieovog tipa, koji su prirodna uopštenja prostora Schwarzovih temperiranih distribucija u Denjoy-Carleman-Komatsuovoj teoriji ultradistribucija. Dokazano je ovi prostori imaju sva dobra svojstva, koja ima i Schwarzov prostor, izmedju ostalog, značajno svojstvo da Furijeova transformacija preslikava te prostore neprekidno na same sebe.U prvom poglavlju su uvedene neophodne oznake i pojmovi.U drugom poglavlju su uvedeni prostori ultrabrzo opadajucih ultradiferencijabilnih funkcija i njihovi duali, prostori Beurlingovih i Rumieuovih temperiranih ultradistribucija; proučavana su njihova topološka svojstva i veze sa poznatim prostorima distribucija i ultradistribucija, kao i strukturne osobine; date su i karakterizacije Ermitskih ekspanzija i graničnih reprezentacija elemenata tih prostora.Prostori multiplikatora Beurlingovih i Roumieuovih temperiranih ultradistribucija su okarakterisani u trećem poglavlju.Četvrto poglavlje je posvećeno proučavanju Fourierove, Wignerove, Bargmanove i Hilbertove transformacije na prostorima Beurlingovih i Rouimieovih temperiranih ultradistribucija i njihovim test prostorima.U petoj glavi je dokazana ekvivalentnost klasičnih definicija konvolucije na Beurlingovim prostorima ultradistribucija, kao i ekvivalentnost novouvedenih definicija ultratemperirane konvolucije ultradistribucija Beurlingovog tipa.U poslednjoj glavi je dat potreban i dovoljan uslov da konvolutor prostora temperiranih ultradistribucija bude hipoeliptičan u prostoru integrabilnih ultradistribucija i razmatrane su neke konvolucione jednačine u tom prostoru.Bibliografija ima 70 bibliografskih jedinica.
Xu, Yangyi. "Frequentist-Bayesian Hybrid Tests in Semi-parametric and Non-parametric Models with Low/High-Dimensional Covariate." Diss., Virginia Tech, 2014. http://hdl.handle.net/10919/71285.
Full textPh. D.
Roy, Kirk Andrew. "Laplace transforms, probabilities and queues." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp01/MQ31000.pdf.
Full textAndreevska, Irena. "Mathematical modeling and analysis of options with jump-diffusion volatility." [Tampa, Fla.] : University of South Florida, 2008. http://purl.fcla.edu/usf/dc/et/SFE0002343.
Full textLévy, Guillaume. "Fluides, graphes et transformée de Fourier : trois incarnations du laplacien." Thesis, Paris 6, 2017. http://www.theses.fr/2017PA066321/document.
Full textThis thesis is devoted to the study of the laplacian properties in three fully distinct contexts.In a first part, it will be used to smooth solutions of equations coming from incompressible fluid mechanics.As an application, we will show a result in the spirit of J. Serrin and his continuators' theorem.In a second part, the laplacien is seen as the stationary counterpart of the wave operator on a graph, whose eigenmodes and eigenfrequencies determine the propagation of perturbations on the graph.We explore and disentangle the ties between the graph's topology, its shape and its first nonzero eigenfrequency.In the last part, the laplacian is thought of as a linear operator which we wish to diagonalize in an appropriate basis, a goal which is intimately tied to the Fourier transform.Two major difficulties appear in our context : the noncommutativity of the groups of interest on the one hand, the appearance of a singular limit in the Fourier transform on the other hand
Debernardi, Pinos Alberto. "Convergence and integrability of fourier transforms." Doctoral thesis, Universitat Autònoma de Barcelona, 2018. http://hdl.handle.net/10803/463030.
Full textThe purpose of this dissertation is to study two different kind of problems for certain types of Fourier transforms. First, we investigate the uniform convergence of one and two-dimensional sine transforms. To this end, we make use of a general monotonicity condition that has been recently introduced, and develop the theory further according to our needs. We mainly obtain necessary and sufficient conditions on general monotone functions for the uniform convergence of their respective (single and double) sine integrals. Secondly, we study pointwise and uniform convergence of weighted Hankel transforms through an approach that consists on studying the variational, integrability, and magnitude conditions of the involved functions, with special emphasis on variational conditions. Here we also use the aforementioned general monotonicity, which allows us to translate from variational conditions to magnitude/integrability conditions of the functions. For the pointwise convergence only sufficient conditions are obtained, whilst for the uniform convergence, it is sometimes possible to obtain necessary and sufficient conditions. In the case when only sufficient conditions for the uniform convergence are given, the sharpness of those are discussed. Finally, we consider generalized Fourier transforms and study necessary and sufficient conditions for weighted norm inequalities between functions and their transforms to hold. Weighted norm inequalities can be considered as quantitative uncertainty principle relations. We particularly focus on inequalities with power weights and the sine, cosine, Hankel, and Struve transforms. We also make use of the general monotonicity condition in this problem, which allows us to obtain less restrictive necessary and sufficient for the weighted norm inequalities to hold.
Khan, Aman Ullah. "Parallel computation of fast Fourier transforms." Thesis, Cardiff University, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.340239.
Full textWhittle, Gruffudd Hannah Rebecca. "Relaxation spectrum recovery using Fourier transforms." Thesis, Aberystwyth University, 2012. http://hdl.handle.net/2160/f2b30f89-dc62-4038-83c9-1857eca8a2b5.
Full textHorn, Wayne. "Laplace transforms of order statistics of Erlang random variables." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0014/MQ52571.pdf.
Full textSrivastava, Sachi. "Laplace transforms, non-analytic growth bounds and C₀-semigroups." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.249507.
Full textSudler, Glenn F. "Asian Options: Inverse Laplace Transforms and Martingale Methods Revisited." Thesis, Virginia Tech, 1999. http://hdl.handle.net/10919/34300.
Full textMaster of Science
Lucrecio, Armando. "ISAR imaging using Fourier and wavelet transforms." Thesis, Monterey, Calif. : Naval Postgraduate School, 2007. http://bosun.nps.edu/uhtbin/hyperion-image.exe/07Dec%5FLucrecio.pdf.
Full textThesis Advisor(s): Borden, Brett ; Cristi, Roberto. "December 2007." Description based on title screen as viewed on January 23, 2008 Includes bibliographical references (p. 61-62). Also available in print.
Long, Na. "Basic theorems of distributions and Fourier transforms." Kansas State University, 2014. http://hdl.handle.net/2097/18731.
Full textDepartment of Mathematics
Marianne Korten
Distribution theory is an important tool in studying partial differential equations. Distributions are linear functionals that act on a space of smooth test functions. Distributions make it possible to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally integrable function has a distributional derivative. There are different possible choices for the space of test functions, leading to different spaces of distributions. In this report, we take a look at some basic theory of distributions and their Fourier transforms. And we also solve some typical exercises at the end.
Pester, M., and S. Rjasanow. "A parallel version of the preconditioned conjugate gradient method for boundary element equations." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800455.
Full textCurnow, Paula. "Genealogy under fission-fusion models of population subdivision." Thesis, University of Oxford, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.275553.
Full textConrad, Eric van Fossen. "Some Continued Fraction Expansions of Laplace Transforms of Elliptic Functions." The Ohio State University, 2002. http://rave.ohiolink.edu/etdc/view?acc_num=osu1029248229.
Full textMukanov, Askhat. "Integrability of Fourier transforms, general monotonicity, and related problems." Doctoral thesis, Universitat Autònoma de Barcelona, 2018. http://hdl.handle.net/10803/463043.
Full textThis thesis is devoted to the study of integrability and convergence properties of Fourier series and transforms. The main results are the following. 1. We investigate the integrability properties of trigonometric series with general monotone coefficients and prove the Hardy-Littlewood-type results, i.e., equivalences of the norms of sums of trigonometric series and weighted norms of their Fourier coefficients. We prove such equivalences for the Lorentz and weighted Lebesgue spaces. Here we deal with the trigonometric series with general monotone coefficients. 2. We study the smoothness properties of functions that can be represented by trigonometric series with general monotone coefficients. The equivalence of the Lp-modulus of smoothness of such functions and weighted sums of their Fourier coefficients is proved. 3. We obtain the multidimensional versions of Boas-type theorem on integrability properties of the Fourier transforms of monotone in each variable functions. 4. Finally, we study criteria for the uniform convergence of trigonometric series with general monotone coefficients. In particular, we generalize the well-known Chaundy-Jolliffee criterion for the uniform convergence of sine series and obtain the corresponding result for cosine series. Moreover, we prove necessary and sufficient conditions for partial Fourier sums of such series to have certain convergence rate.
Öhlin, Andreas. "Real-Time Multi-Dimensional Fast Fourier Transforms on FPGAs." Thesis, Linköpings universitet, Datorteknik, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-120250.
Full textDen här uppsatsen presenterar ett sätt att utföra multidimensionell fouriertransformi en omgivning med kontinuerligt flödande sample genom att beräkna transformenav varje dimension för sig i en pipeline. Resultatet är en tredimensionellpipelinad fouriertransform som är implementerad på en Stratix III FPGA. Dennaklarar av att beräkna fouriertransformen av en indatastorlek på 2563 samplersom är 32 bitar breda. Den största utmaningen och centrala delen av designen ärdatapermutation, denna del använder sig av DDR2 SDRAM och inbyggda BRAMför att spara och permutera data mellan de endimensionella transformmodulerna.Utvärderingen visar att designen är hårdvarueffektiv och att fördröjningen ärrelativt låg och ligger på 84.2 ms.
Al-Harbi, Hamad F. "Crystal plasticity finite element simulations using discrete Fourier transforms." Diss., Georgia Institute of Technology, 2013. http://hdl.handle.net/1853/51788.
Full textPippig, Michael. "Massively Parallel, Fast Fourier Transforms and Particle-Mesh Methods." Doctoral thesis, Universitätsbibliothek Chemnitz, 2016. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-197359.
Full textDie vorliegende Dissertation beschreibt einen modularisierten Blick auf die Struktur schneller numerischer Methoden für die Berechnung der Coulomb-Wechselwirkungen zwischen Ladungen im dreidimensionalen Raum. Die gemeinsame Struktur ist geprägt durch drei selbstständige und auf einander aufbauenden Algorithmen, nämlich der schnellen Fourier-Transformation (FFT), der nicht äquidistanten schnellen Fourier-Transformation (NFFT) und der NFFT-basierten Teilchen-Gitter-Methode (P²NFFT). Für jeden dieser Algorithmen werden Verbesserungen und parallele Implementierungen vorgestellt mit besonderem Augenmerk auf massiv paralleler Skalierbarkeit. Im Kontext der FFT werden parallele Algorithmen aus den Hardware adaptiven Modulen der FFTW Softwarebibliothek zusammengesetzt. Die neuen NFFT-Konzepte beinhalten abgeschnittene NFFT, Versatz, analytische Differentiation und optimierte Entfaltung im Fourier-Raum bezüglich des mittleren quadratischen Aliasfehlers. Mit Hilfe dieser Verallgemeinerungen bietet die NFFT einen vereinheitlichten Zugang zu Teilchen-Gitter-Methoden. Insbesondere gemischt periodische Randbedingungen werden einheitlich behandelt und Versatz wird effizienter umgesetzt. Heuristiken für die Parameterwahl werden auf Basis sorgfältiger Fehlerabschätzungen angegeben
Piyaratne, Hathurusinghege Dulip Bandara. "Fourier-Mukai transforms and stability conditions on abelian threefolds." Thesis, University of Edinburgh, 2014. http://hdl.handle.net/1842/9635.
Full textKopezhanova, Aigerim. "Summability of Fourier transforms of functions from Lorentz spaces." Doctoral thesis, Luleå tekniska universitet, Institutionen för teknikvetenskap och matematik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-63150.
Full textMavridou, Evanthia. "Robust image description with laplacian profile and radial Fourier transform." Thesis, Grenoble, 2014. http://www.theses.fr/2014GRENM065/document.
Full textIn this thesis we explore a new image description method composed of a multi-scale vector of Laplacians of Gaussians, the Laplacian Profile, and a Radial Fourier Transform. This method captures shape information with different proportions around a point in the image. A Gaussian pyramid of scaled images is used for the extraction of the descriptor vectors. The aim of this new method is to provide image description that can be suitable for diverse applications. Adjustability as well as low computational and memory needs are as important as robustness and discrimination power. We created a method with the ability to capture the image signal efficiently with descriptor vectors of particularly small length compared to the state of the art. Experiments show that despite its small vector length, the new descriptor shows reasonable robustness and discrimination power that are competitive to the state of the art performance.We test our proposed image description method on three different visual tasks. The first task is keypoint matching for images that have undergone image transformations like rotation, scaling, blurring, JPEG compression, changes in viewpoint and changes in light. We show that against other methods from the state of the art, the proposed descriptor performs equivalently with a very small vector length. The second task is on pattern detection. We use the proposed descriptor to create two different Adaboost based detectors for people detection in images. Compared to a similar detector using Histograms of Oriented Gradients (HOG), the detectors with the proposed method show competitive performance using significantly smaller descriptor vectors. The last task is on reflection symmetry detection in real world images. We introduce a technique that exploits the proposed descriptor for detecting possible symmetry axes for the two reflecting parts of a mirror symmetric pattern. This technique introduces constraints and ideas of how to collect more efficiently the information that is important to identify reflection symmetry in images. With this task we show that the proposed descriptor can be generalized for rather complicated applications. The set of the experiments confirms the qualities of the proposed method of being easily adjustable and requires relatively low computational and storage requirements while remaining robust and discriminative
Brand, Tristan. "A Fast Fourier Transform for the Symmetric Group." Scholarship @ Claremont, 2006. https://scholarship.claremont.edu/hmc_theses/179.
Full textGarcia, Jorge. "As Transformadas de Fourier e Laplace na Teoria do Risco." Doctoral thesis, Instituto Superior de Economia e Gestão, 2004. http://hdl.handle.net/10400.5/1910.
Full textSão por demais conhecidas as aplicações de transformadas em diversos ramos da ciência e da engenharia. Em particular, na teoria colectiva do risco, as transformadas de Fourier e Laplace têm uma importância acrescida, não só devido à natureza estocástica do processo de risco e das suas componentes, como também pelo facto de variadas soluções, para grande parte dos problemas que se colocam em torno deste tipo de processos, se apresentarem sob a forma de equações diferenciais ou integro-diferenciais, com especial relevo para as equações de renovamento, para resolução das quais aquelas transformadas são fundamentais. A obtenção unívoca de uma determinada função, ou de um seu valor particular, por inversão algébrica ou numérica da respectiva transformada, uma vez encontrada esta, constituiu um dos principais objectivos do trabalho de investigação desenvolvido. Desde a determinação de distribuições agregadas de sinistros, tanto no modelo clássico como em modelos de renovamento, até à determinação de probabilidades de ruína em horizonte finito ou infinito, o presente trabalho procura acentuar as potencialidades da investigação nesta área, bem como a necessidade de aprofundar o papel directo ou indirecto das duplas transformadas, por vezes implícitas, e das fórmulas de inversão complexas disponíveis, tanto sob o ponto de vista analítico, como do ponto de vista prático e numérico. Sobre este último domínio, importa por um lado sublinhar a importância das tranformadas do Coseno e do Seno na inversão da transformada de Fourier, para funções não negativas, as quais, embora conhecidas, têm sido pouco referidas na literatura actuarial, tanto quanto nos é dado conhecer, bem como a necessidade de construir algoritmos de integração numérica potentes, rápidos e precisos, especialmente adaptados à integração de funções circulares, ou funções de rápida oscilação, em intervalos de dimensão por vezes elevada, quando não infinita. Foi este, aliás, um dos objectivos iniciais da investigação prosseguida, que se viria a revelar bastante compensador, pela qualidade dos resultados alcançados, através da construção de um algoritmo arborescente que apelidamos de Integral Dicotómico, o qual se encontra descrito em anexo.
Mathematical transforms and their applications are well known tools and widely used by scientists, engineers and actuaries. In the Collective Risk Theory, Fourier and Laplace transforms have an extra importance due to the stochastic nature of the usual models, either classical or non classical, also to the fact that a great variety of problems emerging from those models have solutions that appear as differential or integral-differential equations, from which renewal equations are the most interesting example. The main goal of this research is the search of an analytic expression for a function, or a particular value by complex or numerical inversion of its transform. The work starts with the study of characteristic functions of the aggregate claims process, either classical or the more general renewal model, goes through the evaluation of survival and ruin probabilities, and wants to enhance a deeper research on these topics using tools as the double Laplace and Fourier transforms. A special attention has been devoted to cosine and sine transforms of non-negative functions. Although well known, they are not frequently referenced in the actuarial literature, however their properties for numerical inversion of Fourier transforms are fundamental. For that purpose, the development of a good algorithm of integration was necessary, a goal which we have achieved successfully by developing the dichotomic approach described in the Appendix.
Vadrevu, Aditya M. "Random sampling estimates of fourier transforms antithetical stratified Monte Carlo /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2008. http://wwwlib.umi.com/cr/ucsd/fullcit?p1450161.
Full textTitle from first page of PDF file (viewed Mar. 27, 2008). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 33-34).
Letellier, Emmanuel. "Fourier transforms of invariant functions on finite reductive Lie algebras /." Berlin [u.a.] : Springer, 2005. http://www.loc.gov/catdir/toc/fy0715/2004115717.html.
Full textBerg, Sivert. "Evolution of Cellular Automata using Lindenmayer Systems and Fourier Transforms." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for datateknikk og informasjonsvitenskap, 2013. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-23601.
Full textArof, H. "Texture classification and segmentation using one dimensional discrete Fourier transforms." Thesis, Swansea University, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.635797.
Full textSarybekova, Lyazzat. "Some new Lizorkin multiplier theorems for Fourier series and transforms." Licentiate thesis, Luleå : Luleå University of Technology, 2009. http://pure.ltu.se/ws/fbspretrieve/2732730.
Full textMalm, Eric. "Decimation-in-Frequency Fast Fourier Transforms for the Symmetric Group." Scholarship @ Claremont, 2005. https://scholarship.claremont.edu/hmc_theses/173.
Full textYonemoto, Akihiro. "Study on Numerical Laplace Transforms and Their Applications to Analysis of Transmission Lines." 京都大学 (Kyoto University), 2004. http://hdl.handle.net/2433/147622.
Full textThornton, A. L. "Colour object recognition using a complex colour representation and the frequency domain." Thesis, University of Reading, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301911.
Full textNgounda, Edgard. "Efficient numerical methods based on integral transforms to solve option pricing problems." Thesis, University of the Western Cape, 2012. http://hdl.handle.net/11394/4223.
Full textIn this thesis, we design and implement a class of numerical methods (based on integral transforms) to solve PDEs for pricing a variety of financial derivatives. Our approach is based on spectral discretization of the spatial (asset) derivatives and the use of inverse Laplace transforms to solve the resulting problem in time. The conventional spectral methods are further modified by using piecewise high order rational interpolants on the Chebyshev mesh within each sub-domain with the boundary domain placed at the strike price where the discontinuity is located. The resulting system is then solved by applying Laplace transform method through deformation of a contour integral. Firstly, we use this approach to price plain vanilla options and then extend it to price options described by a jump-diffusion model, barrier options and the Heston’s volatility model. To approximate the integral part in the jump-diffusion model, we use the Gauss-Legendre quadrature method. Finally, we carry out extensive numerical simulations to value these options and associated Greeks (the measures of sensitivity). The results presented in this thesis demonstrate the spectral accuracy and efficiency of our approach, which can therefore be considered as an alternative approach to price these class of options.
Wade, Jeremy. "Summability of Fourier orthogonal expansions and a discretized Fourier orthogonal expansion involving Radon projections for functions on the cylinder /." Connect to title online (Scholars' Bank) Connect to title online (ProQuest), 2009. http://hdl.handle.net/1794/10245.
Full textSmith, James Raphael. "A vectorised Fourier-Laplace transformation and its application to Green's tensors." Thesis, Lancaster University, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.296967.
Full textCain, Jonathan Aaron. "Parallelization of the Dempster-Shafer Application to Talbot's Method for Numerical Inverse Laplace Transforms." Thesis, The University of Arizona, 2011. http://hdl.handle.net/10150/144252.
Full textRuderer, Martin [Verfasser], and Ulrich [Akademischer Betreuer] Bunke. "Fourier-Mukai Transforms from T-Duality / Martin Ruderer. Betreuer: Ulrich Bunke." Regensburg : Universitätsbibliothek Regensburg, 2015. http://d-nb.info/1068669624/34.
Full textBridgeland, Tom. "Fourier-Mukai transforms for surfaces and moduli spaces of stable sheaves." Thesis, University of Edinburgh, 2002. http://hdl.handle.net/1842/12070.
Full textBarrera, David. "Quenched Asymptotics for the Discrete Fourier Transforms of a Stationary Process." University of Cincinnati / OhioLINK, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1460652609.
Full textDemiroren, Ayse Nazli. "Inferring interwell connectivity from injection and production data using frequency domain analysis." Texas A&M University, 2003. http://hdl.handle.net/1969.1/5998.
Full textPinto, Ana Cristina Rodrigues. "Soluções fundamentais dos operadores discretos de Laplace e Dirac." Master's thesis, Universidade de Aveiro, 2008. http://hdl.handle.net/10773/9500.
Full textA presente dissertação tem por objectivo a construção de soluções fundamentais discretas para os operadores discretos de Laplace e de Dirac. No primeiro capítulo discutiremos alguns aspectos básicos da discretização de funções, respectivos domínios e representação discretas das suas derivadas parciais. Esta representação dependerá do ponto do domínio em que nos encontrarmos e do tipo de aproximação efectuada, como veremos. No segundo capítulo relembraremos a transformada de Fourier contínua e suas propriedades, para em seguida, introduzirmos a transformada de Fourier discreta e suas propriedades e teoremas mais relevantes. Finalmente, no último capítulo serão definidos os operadores de Laplace e Dirac, nos casos contínuo e discreto, bem como algumas das suas propriedades que ajudarão na construção das soluções fundamentais para os equivalentes discretos destes operadores.
The purpose of the present dissertation is the construction of discrete fundamental solutions for the Laplace and Dirac discrete operators. In the first chapter, we will discuss some basic aspects of discretization of functions, their domains and the discrete representation of their partial derivatives. These representations will depend on the localization of the point of the domain and the approximation type, as we will see. In second chapter we will remember the continuous Fourier transform and its properties so that afterwards we can introduce the discrete Fourier transform, its properties and relevant theorems. Finally, in the last chapter we will define the Laplace and Dirac operators in continuous and discrete case, as well as we will give some of their properties that will help in the construction of the fundamental solutions to the equivalent discrete of these operators.
Koyama, Masanori. "A Decimation-in-Frequency Fast-Fourier Transform for the Symmetric Group." Scholarship @ Claremont, 2007. https://scholarship.claremont.edu/hmc_theses/199.
Full textPippig, Michael. "Massively Parallel, Fast Fourier Transforms and Particle-Mesh Methods: Massiv parallele schnelle Fourier-Transformationen und Teilchen-Gitter-Methoden." Doctoral thesis, Universitätsverlag der Technischen Universität Chemnitz, 2015. https://monarch.qucosa.de/id/qucosa%3A20398.
Full textDie vorliegende Dissertation beschreibt einen modularisierten Blick auf die Struktur schneller numerischer Methoden für die Berechnung der Coulomb-Wechselwirkungen zwischen Ladungen im dreidimensionalen Raum. Die gemeinsame Struktur ist geprägt durch drei selbstständige und auf einander aufbauenden Algorithmen, nämlich der schnellen Fourier-Transformation (FFT), der nicht äquidistanten schnellen Fourier-Transformation (NFFT) und der NFFT-basierten Teilchen-Gitter-Methode (P²NFFT). Für jeden dieser Algorithmen werden Verbesserungen und parallele Implementierungen vorgestellt mit besonderem Augenmerk auf massiv paralleler Skalierbarkeit. Im Kontext der FFT werden parallele Algorithmen aus den Hardware adaptiven Modulen der FFTW Softwarebibliothek zusammengesetzt. Die neuen NFFT-Konzepte beinhalten abgeschnittene NFFT, Versatz, analytische Differentiation und optimierte Entfaltung im Fourier-Raum bezüglich des mittleren quadratischen Aliasfehlers. Mit Hilfe dieser Verallgemeinerungen bietet die NFFT einen vereinheitlichten Zugang zu Teilchen-Gitter-Methoden. Insbesondere gemischt periodische Randbedingungen werden einheitlich behandelt und Versatz wird effizienter umgesetzt. Heuristiken für die Parameterwahl werden auf Basis sorgfältiger Fehlerabschätzungen angegeben.