In this paper a general theory for interpolation methods on a rectangular grid is introduced. By the use of this theory an efficient B-spline-based interpolation method for spectral codes is presented. The theory links the order of the interpolation method with its spectral properties. In this way many properties like order of continuity, order of convergence, and magnitude of errors can be exp...

In this paper, we purposed a new method in modeling the uncertainty data based on the theory of fuzzy sets and the interpolation B-spline model curve. The uncertainty data firstly defined by using fuzzy number concept and fuzzy relation by defined them in real data form. The existed coefficient control of interpolation B-spline basis function is substituted with the fuzzy data points(FDPs) whic...

The interpolation of a sequence of points is an important task in Engineering. In this work, three different interpolation methods are studied and expanded. The first method is the conventional interpolation Spline. The second method is a subdivision based geometric algorithm. The third method interpolates a given set of points with additional point normal constraints. The last two methods were...

A collocation procedure is developed for the linear and nonlinear Fredholm and Volterra integro-differential equations, using the globally defined B-spline and auxiliary basis functions.The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. Numerical results are given t...

We introduce the B-spline interpolation problem corresponding to a C∗-valued sesquilinear form on Hilbert C∗-module and study its basic properties as well uniqueness of solution. first in case when is self-dual. Passing setting W∗-modules, we present our main result by characterizing spline for extended has Finally, solutions C∗-modules over C∗-ideals W∗-algebras are extensively discussed.

This paper will demonstrate how European and American option prices can be computed under the jump-diffusion model using the radial basis function (RBF) interpolation scheme. The RBF interpolation scheme is demonstrated by solving an option pricing formula, a one-dimensional partial integro-differential equation (PIDE). We select the cubic spline radial basis function and adopt a simple numeric...

Linear interpolation has been adapted in many signal and image processing applications due to its simple implementation and low computational cost. In standard linear interpolation the kernel is the second order B-spline   2 β t . In this work we show that the interpolation error can be remarkably diminished by using the time-shifted B-spline   2 β t Δ as an interpolation kernel. We verify ...