Numerical solution of integral equations in a space of distributions (Q1092647): Difference between revisions
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Latest revision as of 12:42, 18 June 2024
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English | Numerical solution of integral equations in a space of distributions |
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Numerical solution of integral equations in a space of distributions (English)
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1985
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The basic integral equation of random field estimation theory is of the form (*) \(Rh=f\), where R is a linear integral operator which is an isomorphism between the spaces \(H_{-k}\) and \(H_ k\). Here \(H_ k=H_ k(D)\), \(k\geq 0\), is the Sobolev space and \(H_{-k}\) is the dual space of distributions with support in the closure of the domain D of signal processing. The author establishes convergence of the least squares method and a projection method for solving (*), and suggests the basis functions which describe the correct singularity in the approximate solutions.
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spectral kernel
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spectral measure
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selfadjoint elliptic operator
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random field estimation theory
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Sobolev space
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dual space of distributions
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signal processing
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convergence
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least squares method
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projection method
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singularity
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