On numerical stability of randomized projection functional algorithms

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Abstract

In this paper, the application of randomized projection functional algorithms for numerical approximation of solutions of Fredholm equations of the second kind is discussed. Special attention is paid to the problems of numerical stability of the used orthonormal functional bases. The numerical instability of the randomized projection functional algorithm is noticed for the simple test one-dimensional equation and for the Hermite orthonormal basis.

Original languageEnglish
JournalCommunications in Statistics: Simulation and Computation
DOIs
Publication statusPublished - 15 Oct 2019

Keywords

  • Integral Fredholm equations of the second kind
  • Lebesgue constant
  • Numerical approximation
  • Numerical stability of the used orthonormal bases
  • Randomized projection and mesh functional algorithms

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