Approximation methods for the finite moment problem

DOI10.1007/BF02109420MaRDI QIDQ1315219zbMATH OpenFDO

Publication date 24 February 1994

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02109420

efficient algorithm exact data finite Hausdorff moment problem ill-posed problem noisy data orthogonal functions regularization Sobolev spaces test problems

Mathematics Subject Classification ID

Moment problems (44A60) Numerical methods for integral transforms (65R10) Numerical methods for ill-posed problems for integral equations (65R30)

Review text

The finite Hausdorff moment problem is considered within the context of Sobolev spaces of order 0, 1, or 2. In each case the normal solution of the finite moment problem is approximated by orthogonal functions (polynomials in the case of Sobolev spaces of order 0 or 1) which are computed by a computationally efficient algorithm. The problem is considered both for exact data and noisy data. In the case of noisy data the problem is ill-posed and an a posteriori method is suggested to select the normal solution which minimizes the uniform norm of the recovery error. The method is illustrated on a number of standard test problems.

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