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The authors consider the problem of numerical analytic continuation of an analytic function \(f(z)=f(x+iy)\) on the horizontal strip \(\{z\in\mathbb{C}\;|\;\Re(z)\in\mathbb{R},~ 0<\Im(z)\leq y_0)\}\) (for some \(y_0 >0\)), where only \(f(z)|_{y=0}=f(x)\in L^2(\mathbb{R})\) is known approximately. The main goal is to extend this data to the above strip such that \[ f(\cdot + iy) \in L^2(\mathbb{R}), \qquad \| f(\cdot + iy_0)\|_p \leq M, \] where \(\|\cdot\|_p\) denotes the norm of the Sobolev space \(H^p(\mathbb{R})\), \(p\geq 0\), and \(M\) is a positive constant. A stability estimate for this problem is obtained, and the authors use the generalized Tikhonov regularization method for the corresponding regularization analysis. Moreover, a description of different methods within the framework of regularization theory is given. In the final part of the paper, numerical tests are presented to illustrate the ability of the generalized Tikhonov regularization method when applied to the problem.
Property / review text: The authors consider the problem of numerical analytic continuation of an analytic function \(f(z)=f(x+iy)\) on the horizontal strip \(\{z\in\mathbb{C}\;|\;\Re(z)\in\mathbb{R},~ 0<\Im(z)\leq y_0)\}\) (for some \(y_0 >0\)), where only \(f(z)|_{y=0}=f(x)\in L^2(\mathbb{R})\) is known approximately. The main goal is to extend this data to the above strip such that \[ f(\cdot + iy) \in L^2(\mathbb{R}), \qquad \| f(\cdot + iy_0)\|_p \leq M, \] where \(\|\cdot\|_p\) denotes the norm of the Sobolev space \(H^p(\mathbb{R})\), \(p\geq 0\), and \(M\) is a positive constant. A stability estimate for this problem is obtained, and the authors use the generalized Tikhonov regularization method for the corresponding regularization analysis. Moreover, a description of different methods within the framework of regularization theory is given. In the final part of the paper, numerical tests are presented to illustrate the ability of the generalized Tikhonov regularization method when applied to the problem. / rank
 
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Property / reviewed by: Q520141 / rank
 
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Property / Mathematics Subject Classification ID: 65E05 / rank
 
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Property / Mathematics Subject Classification ID: 30B40 / rank
 
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Property / zbMATH DE Number: 6031628 / rank
 
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numerical analytic continuation
Property / zbMATH Keywords: numerical analytic continuation / rank
 
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ill-posed problem
Property / zbMATH Keywords: ill-posed problem / rank
 
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generalized Tikhonov regularization
Property / zbMATH Keywords: generalized Tikhonov regularization / rank
 
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regularization
Property / zbMATH Keywords: regularization / rank
 
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error estimate
Property / zbMATH Keywords: error estimate / rank
 
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numerical examples
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stability
Property / zbMATH Keywords: stability / rank
 
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Regularization methods for a problem of analytic continuation
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    Regularization methods for a problem of analytic continuation (English)
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    8 May 2012
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    The authors consider the problem of numerical analytic continuation of an analytic function \(f(z)=f(x+iy)\) on the horizontal strip \(\{z\in\mathbb{C}\;|\;\Re(z)\in\mathbb{R},~ 0<\Im(z)\leq y_0)\}\) (for some \(y_0 >0\)), where only \(f(z)|_{y=0}=f(x)\in L^2(\mathbb{R})\) is known approximately. The main goal is to extend this data to the above strip such that \[ f(\cdot + iy) \in L^2(\mathbb{R}), \qquad \| f(\cdot + iy_0)\|_p \leq M, \] where \(\|\cdot\|_p\) denotes the norm of the Sobolev space \(H^p(\mathbb{R})\), \(p\geq 0\), and \(M\) is a positive constant. A stability estimate for this problem is obtained, and the authors use the generalized Tikhonov regularization method for the corresponding regularization analysis. Moreover, a description of different methods within the framework of regularization theory is given. In the final part of the paper, numerical tests are presented to illustrate the ability of the generalized Tikhonov regularization method when applied to the problem.
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    numerical analytic continuation
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    ill-posed problem
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    generalized Tikhonov regularization
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    regularization
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    error estimate
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    numerical examples
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    stability
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