Stable numerical differentiation for the second order derivatives (Q609545)

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Stable numerical differentiation for the second order derivatives
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    Stable numerical differentiation for the second order derivatives (English)
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    1 December 2010
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    A simple scheme for stable differentiation from given noisy data was proposed by \textit{S.~Ahn}, \textit{U.~J.~Choi}, and \textit{A.~G.~Ramm} [J. Comput. Appl. Math. 186, No.~2, 325--334 (2006; Zbl 1086.65013)]. In the paper under review, this method is extended to compute the second derivative \(f''\) of a real-valued function \(f \in H^2(0,\,1)\) from given noisy data. Using Tikhonov regularization, this ill-posed differentiation problem is reformulated as a linear Volterra integral equation of the second kind. The regularizing solution is explicitly given. The convergence analysis and error estimates of the regularizing solution for both the \textit{a priori} and the \textit{a posteriori} choice strategies of the regularization parameter are presented. Several numerical examples are given.
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    numerical differentiation
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    computation of second derivative
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    stable numerical differentiation
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    noisy data
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    linear Volterra integral equation
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    choice strategies of regularization parameter
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    Tikhonov regularization
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    error estimate
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    convergence analysis
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    regularizing solution
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    numerical examples
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