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I. Wavelet calculations.
II. Calculation of approximation spaces in one dimension.
III. Calculation of approximation spaces in one dimension II.
IV. One dimensional problems.
1. Decomposition of payoff function in one dimension. Adaptive multiscaled approximation.
2. Constructing wavelet basis with Dirichlet boundary conditions.
3. Accelerated calculation of Gram matrix.
4. Adapting wavelet basis to arbitrary interval.
5. Solving one dimensional elliptic PDEs.
6. Discontinuous Galerkin technique II.
7. Solving one dimensional Black PDE.
8. Solving one dimensional mean reverting equation.
V. Stochastic optimization in one dimension.
VI. Scalar product in N-dimensions.
VII. Wavelet transform of payoff function in N-dimensions.
VIII. Solving N-dimensional PDEs.
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Constructing wavelet basis with Dirichlet boundary conditions.


e remarked on possibility to construct wavelet basis with given boundary conditions in the section ( Constructing dual GMRA on [0,1] with boundary conditions ). The script OTSProjects/python/wavelet2/dirichlet2.py performs the procedure. The details are explained in the section ( Calculation of approximation spaces in one dimension ).





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