A wavelet method for numerical fractional derivative with noisy data

DOI10.1142/S0219691316500387MaRDI QIDQ2819178zbMATH OpenOpenAlexFDO

Authors Qiang Cheng, Yanfeng Kong, Jin Wen, Xiangtuan Xiong

Publication date 28 September 2016

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219691316500387

zbMATH Keywords

choice of regularization parameterfractional derivativeill-posed problemMeyer waveletnoisy functionnumerical examplesnumerical fractional differentiationwavelet regularization method

Mathematics Subject Classification ID

Numerical differentiation (65D25) Numerical methods for inverse problems for integral equations (65R32) Numerical methods for wavelets (65T60)

Review text

Using a wavelet regularization method with Meyer wavelets, the authors compute the fractional derivative of a noisy function. Both a priori and a posteriori choice rules for the regularization parameter are given. Numerical examples illustrate the performance of this method.

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Cites work

• A new approach to numerical differentiation and integration
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• A wavelet-Galerkin method for high order numerical differentiation
• scientific article; zbMATH DE number 412139 (Why is no real title available?)
• scientific article; zbMATH DE number 3893753 (Why is no real title available?)
• On stable numerical differentiation
• Variable-order fractional numerical differentiation for noisy signals by wavelet denoising
• Wavelet projection methods for solving pseudodifferential inverse problems
• Wavelets and high order numerical differentiation

Cited in

(11)

• Stable approximation of fractional derivatives of rough functions
• A sigmoidal fractional derivative for regularization
• Mollification of fractional derivatives using rapidly decaying harmonic wavelet
• Variable-order fractional numerical differentiation for noisy signals by wavelet denoising
• Wavelet approach to numerical differentiation of noisy functions
• Fractional Order Differentiation by Integration and Error Analysis in Noisy Environment
• Mollification based on wavelets
• An a posteriori wavelet method for solving two kinds of ill-posed problems
• Wavelet-based filters for accurate computation of derivatives
• Wavelets and high order numerical differentiation
• A wavelet-Galerkin method for high order numerical differentiation

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