Dana Černá
Technical University of Liberec
44 Papers
101 Citations
Dana Černá is an academic researcher from Technical University of Liberec. The author has contributed to research in topics: Wavelet & Discretization. The author has an hindex of 8, co-authored 40 publications.
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Papers
On a Sparse Representation of an n -Dimensional Laplacian in Wavelet Coordinates
Dana Černá,Václav Finěk +1 more
TL;DR: In this paper, a wavelet basis based on Hermite cubic splines with respect to which both the mass matrix and the stiffness matrix corresponding to a one-dimensional Poisson equation are sparse is presented.
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Galerkin method with new quadratic spline wavelets for integral and integro-differential equations
Dana Černá,Václav Finěk +1 more
TL;DR: A construction of a quadratic spline-wavelet basis on the unit interval, such that the wavelets have three vanishing moments and the shortest support among such wavelets, and it is proved that this basis is a Riesz basis in the space L 2 0 , 1.
19
Numerical solution of the Black-Scholes equation using cubic spline wavelets
Dana Černá
- 16 Dec 2016
TL;DR: This work uses the θ–scheme for time discretization and an adaptive scheme based on wavelets for discretized on the given time level and compares an isotropic and anisotropic approach.
18
On the exact values of coefficients of coiflets
TL;DR: In this paper, the exact scaling coefficients of coiflets up to length 8 and two further with length 12 were obtained, which can be transformed into a polynomial of degree 4 for which there is an algebraic formula to solve them.
15
Cubic spline wavelets with four vanishing moments on the interval and their applications to option pricing under Kou model
TL;DR: A rigorous proof of the stability of the basis in the space or its subspace incorporating boundary conditions is provided and the wavelets have the shortest possible support among all cubic spline wavelets with four vanishing moments corresponding to B-spline scaling functions.
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