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Solution of an Abel-type integral equation in the presence of noise by quadratic programming

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Summary

The well-known integral transform

$$i(r) = - \frac{1}{\pi }\int\limits_{x = r}^1 {\frac{{dI(x)}}{{\sqrt {x^2 - r^2 } }},} 0 \leqq r \leqq 1,I(1) = 0$$

arising in spectroscopy, corresponds to half-order differentiation by substitutingr 2 = 1 −s,x 2 = 1 − t. Therefore noise is amplified by transforming the measured functionI intoi. Two undesirable effects may arise: (a) lack of smoothness ini (r), (b) intervals in whichi(r) < 0, although for physical reasons we should havei(r) ≧ 0.

After developing a heuristic theory of noise amplification we present a fitting technique for approximate computation ofi(r), using the extra informationi(r) ≧ 0 as a restriction. This leads to a quadratic programming problem.

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This work was performed under the terms of the agreement between the Institut für Plasmaphysik GmbH, Munich-Garching, and Euratom to conduct joint research in the field of plasma physics. One of the authors (Gorenflo) talked on this subject at the GSM-conference in Vienna, April 1965, and at the IFIP-Congress in New York, May 1965 (v. [7] and [8]).

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Gorenflo, R., Kovetz, Y. Solution of an Abel-type integral equation in the presence of noise by quadratic programming. Numer. Math. 8, 392–406 (1966). https://doi.org/10.1007/BF02162982

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