A modified method for high order numerical derivatives (Q858776): Difference between revisions

The numerical approximation of high-order derivatives in the presence of noise is known to be an ill-posed problem. For the solution of this problem, the authors propose a regularization method based on Fourier transform techniques with a regularization parameter incorporated into the inverse Fourier transform in a suitable way. The standard elements of a convergence analysis are presented, and numerical results are given as well.