Fourier active appearance models

Gaining invariance to camera and illumination variations has been a well investigated topic in Active Appearance Model (AAM) fitting literature. The major problem lies in the inability of the appearance parameters of the AAM to generalize to unseen conditions. An attractive approach for gaining invariance is to fit an AAM to a multiple filter response (e.g. Gabor) representation of the input image. Naively applying this concept with a traditional AAM is computationally prohibitive, especially as the number of filter responses increase. In this paper, we present a computationally efficient AAM fitting algorithm based on the Lucas-Kanade (LK) algorithm posed in the Fourier domain that affords invariance to both expression and illumination. We refer to this as a Fourier AAM (FAAM), and show that this method gives substantial improvement in person specific AAM fitting performance over traditional AAM fitting methods.

Structural characterization of hydrogen peroxide‐oxidized anthracites by X-ray diffraction, Fourier transform infrared spectroscopy, and Raman spectra

The structural characteristics of raw coal and hydrogen peroxide (H2O2)-oxidized coals were investigated using scanning electron microscopy, X-ray diffraction (XRD), Raman spectra, and Fourier transform infrared (FT-IR) spectroscopy. The results indicate that the derivative coals oxidized by H2O2 are improved noticeably in aromaticity and show an increase first and then a decrease up to the highest aromaticity at 24 h. The stacking layer number of crystalline carbon decreases and the aspect ratio (width versus stacking height) increases with an increase in oxidation time. The content of crystalline carbon shows the same change tendency as the aromaticity measured by XRD. The hydroxyl bands of oxidized coals become much stronger due to an increase in soluble fatty acids and alcohols as a result of the oxidation of the aromatic and aliphatic C‐H bonds. In addition, the derivative coals display a decrease first and then an increase in the intensity of aliphatic C‐H bond and present a diametrically opposite tendency in the aromatic C‐H bonds with an increase in oxidation time. There is good agreement with the changes of aromaticity and crystalline carbon content as measured by XRD and Raman spectra. The particle size of oxidized coals (<200 nm in width) shows a significant decrease compared with that of raw coal (1 μm). This study reveals that the optimal oxidation time is ∼24 h for improving the aromaticity and crystalline carbon content of H2O2-oxidized coals. This process can help us obtain superfine crystalline carbon materials similar to graphite in structure.

Fourier spectral methods for fractional-in-space reaction-diffusion equations

Fractional differential equations are becoming increasingly used as a powerful modelling approach for understanding the many aspects of nonlocality and spatial heterogeneity. However, the numerical approximation of these models is demanding and imposes a number of computational constraints. In this paper, we introduce Fourier spectral methods as an attractive and easy-to-code alternative for the integration of fractional-in-space reaction-diffusion equations described by the fractional Laplacian in bounded rectangular domains ofRn. The main advantages of the proposed schemes is that they yield a fully diagonal representation of the fractional operator, with increased accuracy and efficiency when compared to low-order counterparts, and a completely straightforward extension to two and three spatial dimensions. Our approach is illustrated by solving several problems of practical interest, including the fractional Allen–Cahn, FitzHugh–Nagumo and Gray–Scott models, together with an analysis of the properties of these systems in terms of the fractional power of the underlying Laplacian operator.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.