Mixed-boundary singular system of the Volterra operator (${\sigma }_n=((n-\frac{1}{2})\pi {)}^{-1}$)

For the Volterra integration operator $Af(x)={\int }_0^{x}f(t)dt$, its adjoint is $A^{\ast }g(x)={\int }_x^{1}g(t)dt$. With $a_n=(n-\frac{1}{2})\pi$, the input singular vectors are $\sqrt{2}\cos (a_{n}x)$ and the output singular vectors $\sqrt{2}\sin (a_{n}x)$, with singular values $1/a_n$. The associated Sturm-Liouville problem has Neumann condition at zero and Dirichlet condition at one for the cosine basis; the sine basis has the reversed conditions. These complete orthonormal bases give a singular value system for an injective compact operator with dense range.

The Tikhonov regularization of the Volterra integration operator replaces the unbounded differentiation gain $a_n$ by $a_n/(1+\alpha a_n^2)$. The series converges in $L^2$ for every datum and $\alpha >0$. On the range of the Volterra integration operator, it converges to the weak derivative of the datum as $\alpha \downarrow 0$. No pointwise differentiation of arbitrary noisy L2 space data is required.