Results 161 to 170 of about 320 (204)
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Option Pricing by the Legendre Wavelets Method
Computational Economics, 2021This paper presents the numerical solution of the Black–Scholes partial differential equation (PDE) for the evaluation of European call and put options. The proposed method is based on the finite difference and Legendre wavelets aproximation scheme. We derive a matrix structure for the Legendre wavelets integral operator which has been widely used so ...
Reza Doostaki, Mohammad Mehdi Hosseini
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Solving fractional Fredholm integro–differential equations using Legendre wavelets
Applied Numerical Mathematics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Abbaszadeh, D. +4 more
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Properties of extended Legendre wavelets
2008 International Conference on Wavelet Analysis and Pattern Recognition, 2008The multiwavelet property of Legendre wavelets is obtained by multiresolution analysis of multiplicity. Taking advantage of the translation property of Legendre wavelets, the extended Legendre wavelets, defined on the interval (-r, r), is achieved through a translation operator transformation on Legendre wavelets.
null Xiao-Yang Zheng +2 more
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Legendre wavelet method for fractional delay differential equations
Applied Numerical Mathematics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yuttanan, Boonrod +2 more
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Abel inversion using Legendre wavelets expansion
Journal of Quantitative Spectroscopy and Radiative Transfer, 2007A new method is presented for reconstruction of the radially distributed emissivity from the line-of-sight projected intensity. The method is based on approximating the projected intensity profile by Legendre wavelets. The coefficients of the approximation are computed using the inner product of Legendre wavelets and the intensity profile.
Shuiliang Ma +3 more
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Legendre wavelet for power amplifier linearization
Analog Integrated Circuits and Signal Processing, 2015Power amplifier (PA) plays a key role in transceivers for mobile communication systems and the improvement of the linearity of the PA becomes an objective of first importance. This paper proposes a novel linearization method for PA based on the Legendre wavelet possessing rich properties, so as to this technique combines the advantages of piecewise ...
Xiaoyang Zheng +4 more
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The Legendre wavelets operational matrix of integration
International Journal of Systems Science, 2001An operational matrix of integration P based on Legendre wavelets is presented. A general procedure for forming this matrix is given. Illustrative examples are included to demonstrate the validity and applicability of the matrix P.
M. Razzaghi, S. Yousefi
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Extended Legendre Wavelets Neural Network
2008Based on analyzing Legendre wavelets, this paper presents the extended Legendre wavelets (ELW), which is defined on the interval (i¾? r,r), and proves to be orthogonal. Furthermore, this paper constructs the extended Legendre wavelet neural network (ELWNN) by using the ELW functions instead of the activation functions of a multilayer perceptron neural ...
XiaoYang Zheng +3 more
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Tree-Structured Legendre Multi-wavelets
2005We address the problem of constructing multi-wavelets, that is, wavelets with more than one scaling and wavelet function. We generalize the algorithm, proposed by Alpert [1] for generating discrete Legendre multi-wavelets to the case of arbitrary, non-dyadic time interval splitting.
Ekaterina Pogossova +3 more
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Solving linear integro-differential equation with Legendre wavelets
International Journal of Computer Mathematics, 2004In this article, we use the continuous Legendre wavelets on the interval [0, 1) constructed by [M. Razzaghi and S. Yousefi, The Legendre wavelets operational matrix of integration, International Journal of Systems Science, 32(4) (2001) 495–502.] to solve the linear second kind integro-differential equations and construct the quadrature formulae for the
M. Tavassoli Kajani, A. Hadi Vencheh †
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