A comparison of Fourier extrapolation methods for numerical solution of deconvolution

DOI10.1016/J.AMC.2006.05.103MaRDI QIDQ864809zbMATH OpenOpenAlexFDO

Authors Khosrow Maleknejad

Publication date 13 February 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.103

zbMATH Keywords

numerical resultsill-posed problemsFourier extrapolation methodsintegral equation of the first kind of convolution type

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Numerical methods for ill-posed problems for integral equations (65R30)

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Cites work

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• An iterative method for the extrapolation of band-limited functions
• Numerical experimentation with time-series methods for convolution integral equation

Cited in

(5)

• Numerical convergence of a one step approximation of an integro-differential equation
• Stable numerical schemes for a partly convolutional partial integro-differential equation
• Fast and efficient numerical methods for an extended Black-Scholes model
• Precise deconvolution using the Fermat number transform
• Stability and convergence analysis of a one step approximation of a linear partial integro-differential equation

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