A new algorithm performs Fourier transforms using a minimal number of samples. The fast Fourier transform, one of the most important algorithms of the 20th century, revolutionized signal processing.

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. Vivek Yadav, an engineering manager from ...

We develop efficient fast Fourier transform algorithms for pricing and hedging discretely sampled variance products and volatility derivatives under additive processes (time-inhomogeneous Lévy ...

Modern scientific research produces datasets of increasing size and complexity that require dedicated numerical methods to be processed. In many cases, the analysis of spectroscopic data involves the ...

You probably have at least a nodding familiarity with the Fourier transform, a mathematical process for transforming a time-domain signal into a frequency domain signal. In particular, for computers, ...

Partial differential equations (PDEs) are differential equations involving partial derivatives of functions of several variables. They are essential for understanding ocean waves, the flow of rivers, ...

Partial differential equations can describe everything from planetary motion to plate tectonics, but they’re notoriously hard to solve. Unless you’re a physicist or an engineer, there really isn’t ...