On the solution of the finite moment problem (Q1206966): Difference between revisions
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Latest revision as of 15:55, 17 May 2024
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English | On the solution of the finite moment problem |
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On the solution of the finite moment problem (English)
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1 April 1993
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Let us consider the following first-kind integral equation with discrete data (1) \(Af=m\), \((Af)_ i:=\int_{-1}^ 1 x^{i-1} f(x)dx\), \(i=1,\dots,n\), where \(m:=(m_ 1,\dots,m_ n)\) is the known vector of moments and \(f\) is an unknown function. The authors give a method to obtain the normal solution of the equation (1) by a linear combination of Jacobi polynomials and obtain its coefficients in terms of the moments. Using ``MATLAB-386 Version 3.5e'' the authors show a number of examples to illustrate the method.
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finite moment problem
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orthogonal polynomials
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numerical examples
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first- kind integral equation
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normal solution
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Jacobi polynomials
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