A modified method for high order numerical derivatives (Q858776)

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scientific article; zbMATH DE number 5115390
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    A modified method for high order numerical derivatives
    scientific article; zbMATH DE number 5115390

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      A modified method for high order numerical derivatives (English)
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      11 January 2007
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      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.
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      numerical differentiation
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      ill-posed problem
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      regularization
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      Fourier transform
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      convergence
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      numerical results
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