Numerical differentiation for high orders by an integration method

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:234

Article

Wang, Zewen¹  Wen, Rongsheng¹ 

[1] E China Inst Technol, Sch Math & Informat Sci, Fuzhou 344000, Jiangxi Prov, Peoples R China

关键词: Numerical differentiation;    III-posed problems;    The Lanczos generalized derivatives;   

DOI  :  10.1016/j.cam.2010.01.056

来源: Elsevier

【 摘 要 】

This paper mainly studies the numerical differentiation by integration method proposed first by Lanczos. New schemes of the Lanczos derivatives are put forward for reconstructing numerical derivatives for high orders from noise data. The convergence rate of these proposed methods is O(delta(4/n+4)) as the noise level delta -> 0. Numerical examples show that the proposed methods are stable and efficient. (C) 2010 Elsevier B.V. All rights reserved.

【 授权许可】

Free