This paper is concerned with the numerical analysis of the autoconvolution equation
$x*x=y$ restricted to the interval [0,1]. We present a discrete constrained least
squares approach and prove its convergence in $L^p(0,1),1<p<\infinite$ , where
the regularization is based on a prescribed bound for the total variation of admissible
solutions. This approach includes the case of non-smooth solutions possessing jumps.
Moreover, an adaption to the Sobolev space $H^1(0,1)$ and some remarks on monotone
functions are added. The paper is completed by a numerical case study concerning
the determination of non-monotone smooth and non-smooth functions x from the autoconvolution
equation with noisy data y.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:17495 |
| Date | 30 October 1998 |
| Creators | Fleischer, G., Gorenflo, R., Hofmann, B. |
| Publisher | Technische Universität Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:preprint, info:eu-repo/semantics/preprint, doc-type:Text |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.002 seconds