arXiv · 2409.07810
Approximation of the Hilbert Transform on the unit circle
Abstract
The paper deals with the numerical approximation of the Hilbert transform on the unit circle using Szeg\"o and anti-Szeg\"o quadrature formulas. These schemes exhibit maximum precision with oppositely signed errors and allow for improved accuracy through their averaged results. Their computation involves a free parameter associated with the corresponding para-orthogonal polynomials. Here, it is suitably chosen to construct a Szeg\"o and anti-Szeg\"o formula whose nodes are strategically distanced from the singularity of the Hilbert kernel. Numerical experiments demonstrate the accuracy of the proposed method.
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Luisa Fermo, Valerio Loi. 2024-09-12. Approximation of the Hilbert Transform on the unit circle. https://doi.org/10.1007/s10915-025-03044-3
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