Stable Lagrangian numerical differentiation with the highest order of approximation (Q854647)

Some asymptotic representations for the truncation error for the Lagrangian numerical differentiation are presented, when the ratio of the distance between each interpolation node and the differential point to step-parameter \(n\) is known. Furthermore, if the sampled values of the function at these interpolation nodes have perturbations which are bounded by \(\varepsilon\), a method for determining step-parameter \(h\) by means of perturbation bound \(\varepsilon\) and order \(n\) of interpolation is provided to saturate the order of approximation. All the investigations in this paper can be generalized to the set of quasi-uniform nodes.