2014 | OriginalPaper | Buchkapitel
Computing the Hilbert Transform in Wavelet Bases on Adaptive Grids
verfasst von : Frank Martin, Elias Wegert
Erschienen in: Concrete Operators, Spectral Theory, Operators in Harmonic Analysis and Approximation
Verlag: Springer Basel
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We propose an algorithm for the efficient numerical computation of the periodic Hilbert transform. The function to be transformed is represented in a basis of spline wavelets in Sobolev spaces. The underlying grids have a hierarchical structure which is locally refined during computation according to the behavior of the involved functions. Under appropriate assumptions, we prove that the algorithm can deliver a result with prescribed accuracy. Several test examples illustrate how the method works in practice.