A modified method for high order numerical derivatives (Q858776)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A modified method for high order numerical derivatives |
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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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