A wavelet-Galerkin method for high order numerical differentiation (Q846491)

The authors propose a method to approximate derivative information of high order for a function from the real numbers to the real numbers. For this purpose, they combine Meyer wavelets and a Galerkin approach. The approach allows also noisy function data stemming for example from measurements. The paper contains the proof of an error bound of the approximated derivatives of high order. Numerical results for three scalar values functions illustrate the approach, where derivative up to order four are considered.