At the Association for Computing Machinery's Symposium on Discrete Algorithms (SODA), a group of MIT researchers will present a new algorithm that, in a large range of practically important cases, ...

Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...

This paper presents an efficient methodology for discrete Asian options that is consistent with different types of underlying densities – especially non-normal returns as suggested in the empirical ...

As shown in the last subsection, kernel density estimates can be expressed as a submatrix of a certain convolution. The fast Fourier transform (FFT) is a computationally effective method for computing ...

The Fast Fourier Transform (FFT) is an implementation of the Discrete Fourier Transform (DFT) using a divide-and-conquer approach. A DFT can transform any discrete signal, such as an image, to and ...

Researchers have developed a new algorithm that, in a large range of practically important cases, improves on the fast Fourier transform. Under some circumstances, the improvement can be dramatic -- a ...

(PhysOrg.com) -- In 1811, Joseph Fourier, the 43-year-old prefect of the French district of Isčre, entered a competition in heat research sponsored by the French Academy of Sciences. The paper he ...

For a large range of practically useful cases, MIT researchers find a way to increase the speed of one of the most important algorithms in the information sciences. The Fourier transform is one of the ...

The Fourier transform is one of the most fundamental concepts in the information sciences. It's a method for representing an irregular signal — such as the voltage fluctuations in the wire that ...