Computing the Hilbert Transform on the Real Line
نویسنده
چکیده
We introduce a new method for computing the Hubert transform on the real line. It is a collocation method, based on an expansion in rational eigenfunctions of the Hubert transform operator, and implemented through the Fast Fourier Transform. An error analysis is given, and convergence rates for some simple classes of functions are established. Numerical tests indicate that the method compares favorably with existing methods.
منابع مشابه
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تاریخ انتشار 2010