300 research outputs found

    Geometric approach to sampling and communication

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    Relationships that exist between the classical, Shannon-type, and geometric-based approaches to sampling are investigated. Some aspects of coding and communication through a Gaussian channel are considered. In particular, a constructive method to determine the quantizing dimension in Zador's theorem is provided. A geometric version of Shannon's Second Theorem is introduced. Applications to Pulse Code Modulation and Vector Quantization of Images are addressed.Comment: 19 pages, submitted for publicatio

    Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs

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    We analyze parabolic PDEs with certain type of weakly singular or degenerate time-dependent coefficients and prove existence and uniqueness of weak solutions in an appropriate sense. A localization of the PDEs to a bounded spatial domain is justified. For the numerical solution a space-time wavelet discretization is employed. An optimality result for the iterative solution of the arising systems can be obtained. Finally, applications to fractional Brownian motion models in option pricing are presente

    Adaptive Wavelet BEM for boundary integral equations. Theory and numerical experiments

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    In this paper, we are concerned with the numerical treatment of boundary integral equations by means of the adaptive wavelet boundary element method (BEM). In particular, we consider the second kind Fredholm integral equation for the double layer potential operator on patchwise smooth manifolds contained in R3\mathbb{R}^3. The corresponding operator equations are treated by means of adaptive implementations that are in complete accordance with the underlying theory. The numerical experiments demonstrate that adaptive methods really pay off in this setting. The observed convergence rates fit together very well with the theoretical predictions that can be made on the basis of a systematic investigation of the Besov regularity of the exact solution
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