976 resultados para Fourier-muunnos
Resumo:
En esta Tesis se presenta el modelo de Kou, Difusión con saltos doble exponenciales, para la valoración de opciones Call de tipo europeo sobre los precios del petróleo como activo subyacente. Se mostrarán los cálculos numéricos para la formulación de expresiones analíticas que se resolverán mediante la implementación de algoritmos numéricos eficientes que conllevaran a los precios teóricos de las opciones evaluadas. Posteriormente se discutirán las ventajas de usar métodos como la transformada de Fourier por la sencillez relativa de su programación frente a los desarrollos de otras técnicas numéricas. Este método es usado en conjunto con el ejercicio de calibración no paramétrica de regularización, que mediante la minimización de los errores al cuadrado sujeto a una penalización fundamentada en el concepto de entropía relativa, resultaran en la obtención de precios para las opciones Call sobre el petróleo considerando una mejor capacidad del modelo de asignar precios justos frente a los transados en el mercado.
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Debido al creciente uso de las tecnologías y al frecuente intercambio de información en Internet, se hace evidente la necesidad de transmitir información de forma segura. En este artículo se describe una forma concreta como es la Transformada Discreta de Fourier respecto a los procesos de codificación.
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Programa sobre MS-DOS para Física en COU o FP de Electrónica. Este software analiza una serie de funciones matemáticas previamente establecidas por el creador y, a un tiempo, realiza el análisis de Fourier sobre cualquier función que implemente el usuario. El objetivo es visualizar como una función periódica se puede obtener de la suma o superposición de funciones sinusoidales de frecuencias múltiples. Incorpora un manual donde explica cómo usar el programa y da los objetivos e implementación didáctica de la herramienta.
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Realizado en la Escuela Universitaria de Informática de la Universidad Pontificia de Salamanca, por 4 profesores del centro para las asignaturas de Fundamentos Matemáticos I, Transmisión de Datos y Ampliación de Matemáticas de las titulaciones de Ingeniería Técnica de Informática de Sistemas, Ingeniería de Informática de Gestión e Ingeniería Superior de Informática. Se pretende proporcionar al alumno una justificación concisa de los conceptos matemáticos sobre los que se sustenta el análisis de Fourier y su relación con los sistemas lineales invariantes. Para ello, se desarrolla un material práctico, innovador, gráfico que potencie la compresión de los conceptos teóricos. Para el desarrollo de esta unidad didáctica, se exponen los contenidos, se desarrollan y después vienen una serie de problemas propuestos y resueltos representativos. Como propuesta adicional, se ha creado información estructurada en formato página Web, puesto que facilita la comprensión del alumno, mediante las técnicas más habituales de presentación gráfica o animación. El proyecto ha sido evaluado por unos candidatos seleccionados al principio del proyecto, en la memoria se adjunta el informe de cada uno de ellos.
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This article presents an overview of a transform method for solving linear and integrable nonlinear partial differential equations. This new transform method, proposed by Fokas, yields a generalization and unification of various fundamental mathematical techniques and, in particular, it yields an extension of the Fourier transform method.
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Calculations of the absorption of solar radiation by atmospheric gases, and water vapor in particular, are dependent on the quality of databases of spectral line parameters. There has been increasing scrutiny of databases such as HITRAN in recent years, but this has mostly been performed on a band-by-band basis. We report nine high-spectral-resolution (0.03 cm(-1)) measurements of the solar radiation reaching the surface in southern England over the wave number range 2000 to 12,500 cm(-1) (0.8 to 5 mm) that allow a unique assessment of the consistency of the spectral line databases over this entire spectral region. The data are assessed in terms of the modeled water vapor column that is required to bring calculations and observations into agreement; for an entirely consistent database, this water vapor column should be constant with frequency. For the HITRAN01 database, the spread in water vapor column is about 11%, with distinct shifts between different spectral regions. The HITRAN04 database is in significantly better agreement (about 5% spread) in the completely updated 3000 to 8000 cm(-1) spectral region, but inconsistencies between individual spectral regions remain: for example, in the 8000 to 9500 cm(-1) spectral region, the results indicate an 18% (+/- 1%) underestimate in line intensities with respect to the 3000 to 8000 cm(-1) region. These measurements also indicate the impact of isotopic fractionation of water vapor in the 2500 to 2900 cm(-1) range, where HDO lines dominate over the lines of the most abundant isotope of H2O.
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Infrared spectra of thoformaldehyde, H2CS and D2CS, were observed in the gas phase at a resolution of better than 0.1 cm−1 from 4000 to 400 cm−1 using a Nicolet FTIR system. Vibrational band origins and rotational constants were determined for ν2, ν3, ν4, and ν6 of H2CS and for ν1, ν2, ν3, ν4, and ν6 of D2CS. The ν3, ν4, and ν6 bands of H2CS were analyzed as a set of three Coriolis interacting bands, and three Coriolis constants were determined; similarly the ν4 and ν6 bands of D2CS were analyzed as a pair of interacting bands and one Coriolis constant was determined. A general harmonic force field was determined, without constraints, to fit the vibrational wavenumbers, Coriolis constants, and centrifugal distortion constants. A zero-point (rz) structure was determined from the ground-state rotational constants, and the equilibrium (re) bond lengths were estimated.
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Techniques for obtaining quantitative values of the temperatures and concentrations of remote hot gaseous effluents from their measured passive emission spectra have been examined in laboratory experiments. The high sensitivity of the spectrometer in the vicinity of the 2397 cm-1 band head region of CO2 has allowed the gas temperature to be calculated from the relative intensity of the observed rotational lines. The spatial distribution of the CO2 in a methane flame has been reconstructed tomographically using a matrix inversion technique. The spectrometer has been calibrated against a black body source at different temperatures and a self absorption correction has been applied to the data avoiding the need to measure the transmission directly. Reconstruction artifacts have been reduced by applying a smoothing routine to the inversion matrix.
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Accurately measured peptide masses can be used for large-scale protein identification from bacterial whole-cell digests as an alternative to tandem mass spectrometry (MS/MS) provided mass measurement errors of a few parts-per-million (ppm) are obtained. Fourier transform ion cyclotron resonance (FTICR) mass spectrometry (MS) routinely achieves such mass accuracy either with internal calibration or by regulating the charge in the analyzer cell. We have developed a novel and automated method for internal calibration of liquid chromatography (LC)/FTICR data from whole-cell digests using peptides in the sample identified by concurrent MS/MS together with ambient polydimethyl-cyclosiloxanes as internal calibrants in the mass spectra. The method reduced mass measurement error from 4.3 +/- 3.7 ppm to 0.3 +/- 2.3 ppm in an E. coli LC/FTICR dataset of 1000 MS and MS/MS spectra and is applicable to all analyses of complex protein digests by FTICRMS. Copyright (c) 2006 John Wiley & Sons, Ltd.
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Frequency recognition is an important task in many engineering fields such as audio signal processing and telecommunications engineering, for example in applications like Dual-Tone Multi-Frequency (DTMF) detection or the recognition of the carrier frequency of a Global Positioning, System (GPS) signal. This paper will present results of investigations on several common Fourier Transform-based frequency recognition algorithms implemented in real time on a Texas Instruments (TI) TMS320C6713 Digital Signal Processor (DSP) core. In addition, suitable metrics are going to be evaluated in order to ascertain which of these selected algorithms is appropriate for audio signal processing(1).
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We consider a quantity κ(Ω)—the distance to the origin from the null variety of the Fourier transform of the characteristic function of Ω. We conjecture, firstly, that κ(Ω) is maximised, among all convex balanced domains of a fixed volume, by a ball, and also that κ(Ω) is bounded above by the square root of the second Dirichlet eigenvalue of Ω. We prove some weaker versions of these conjectures in dimension two, as well as their validity for domains asymptotically close to a disk, and also discuss further links between κ(Ω) and the eigenvalues of the Laplacians.