MA 355
Continuous Discrete Transforms
Properties of continuous and discrete Fourier transforms; the Sampling Theorem; Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Prerequisites: MA201 and MA205.
Exclusions: MA255.
Properties of continuous and discrete Fourier transforms; the Sampling Theorem; Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Prerequisites: MA201 and MA205.
Exclusions: MA255.
Properties of continuous and discrete Fourier transforms; the Sampling Theorem; Inverse Fourier Transforms and convolution; introduction to wavelet analysis; Fast Fourier Transform (FFT), Fourier-Cosine (COS) method, and other algorithms; Laplace transform. Applications will be selected from applied sciences and quantitative finance.
Prerequisites: MA201 and MA205.
Exclusions: MA255.