A problem of approximate integration, arising in the theory of queueing systems (Q2638463)

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A problem of approximate integration, arising in the theory of queueing systems
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    A problem of approximate integration, arising in the theory of queueing systems (English)
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    1987
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    We denote by \(L_ 2(Q)\) the space of functions g(x,y), square integrable on \(Q=[-1,1]\times [-1,1]\), while \(L_ 2^{r,s}(Q)\), \(r=1,2,...\), \(s=1,2,...\), is the space of functions g(x,y) for which the partial derivatives \(g^{(r,s)}(x,y)\) belong to \(L_ 2(Q)\). The analogous spaces of functions of one variable, defined on [-1,1], is denoted by \(L_ 2\) and \(L^ r_ 2\), respectively. Assume that the selfadjoint operator \(Hf(x)\equiv \int^{1}_{-1}g(x,y)f(y)dy\) with kernel \((x,y)\in L_ 2^{r,r}(Q)\) has unity as a simple eigenvalue. We consider the problem of the restoration of the integral \((F,u)=\int^{1}_{-1}F(x)u(x)\) from the information \[ Hx^ i=\int^{1}_{-1}g(x,y)y^ idy=\mu_ i(x),\quad i=0,...,N,\quad HF(x)\equiv \int^{1}_{-1}g(x,u)F(y)dy=\mu_{N+1}(x), \] where \(F(x)\in L_ 2\) is some fixed function, u(x) is the eigenfunction of the operator H, corresponding to the eigenvalue \(\lambda =1\).
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    restoration of the integral
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