Abstract
In this paper, we consider the problem of numerical analytic continuation of an analytic function f(z)=f(x+iy) on a strip domain Ω+={z=x+iy∈C∣x∈R,0<y<y0}, where the data is given approximately only on the real axis y=0. This problem is severely ill-posed: the solution does not depend continuously on the given data. A novel method (filtering) is used to solve this problem and an optimal error estimate with Hölder type is proved. Numerical examples show that this method works effectively.
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