On stable numerical differentiation
From MaRDI portal
This paper is concerned with a new approach to the construction of finite difference methods for treating the problem of numerical differentiation. It is shown that the multipoint difference schemes may construct stable regularizing algorithms for the process of numerical differentiation with a stepsize \(h\) being a regularization parameter. The construction takes into account that \(h\) must depend on the level of noise of initial data and on the class to which the function to be differentiated belongs. An iterative regularized scheme for solving the problem in the form of a Volterra integral equation is proposed. This procedure is alternative to the variational one and presents some advantages. Interesting numerical results are given and discussed.
Recommendations
Cites work
- A new approach to numerical differentiation and integration
- A Technique for the Numerical Solution of Certain Integral Equations of the First Kind
- A variational method for numerical differentiation
- Estimates of derivatives of random functions. I
- Estimates of derivatives of random functions. II
- Finite difference methods for the numerical differentiation of non-exact data
- scientific article; zbMATH DE number 3179793 (Why is no real title available?)
- scientific article; zbMATH DE number 45936 (Why is no real title available?)
- scientific article; zbMATH DE number 3488503 (Why is no real title available?)
- scientific article; zbMATH DE number 3524643 (Why is no real title available?)
- scientific article; zbMATH DE number 3551792 (Why is no real title available?)
- scientific article; zbMATH DE number 810475 (Why is no real title available?)
- scientific article; zbMATH DE number 3298246 (Why is no real title available?)
- scientific article; zbMATH DE number 3319895 (Why is no real title available?)
- Ill-posed problems with a priori information
- Inequalities for the derivatives
- Numerical Differentiation and Regularization
- Numerical differentiation procedures for non-exact data
- On Simultaneous Approximation of a Function and its Derivative by Interpolation Polynomials
- Optimally Stable Lagrangian Numerical Differentiation
- Some Problems in Optimally Stable Lagrangian Differentiation
- Stable solutions of some ill‐posed problems
Cited in
(69)- Numerical differentiation with noisy signal
- New Green's function for stress field and a note of its application in quantum-wire structures
- On the arbitrary difference precise integration method and its numerical stability
- Dynamical systems method for solving operator equations.
- On deconvolution problems: numerical aspects
- Extract the information from big data with randomly distributed noise
- A Fredholm integral operator for the differentiation problem
- A Hermite extension method for numerical differentiation
- Closed-form higher-order numerical differentiators for differentiating noisy signals
- Galerkin method with trigonometric basis on stable numerical differentiation
- Numerical differentiation by a Fourier extension method with super-order regularization
- Numerical differentiation by radial basis functions approximation
- Numerical differentiation for the second order derivatives of functions of two variables
- High order numerical derivatives for one-dimensional scattered noisy data
- Taylor-type 1-step-ahead numerical differentiation rule for first-order derivative approximation and ZNN discretization
- Numerical differentiation for two-dimensional scattered data
- A scheme for stable numerical differentiation
- A numerical differentiation method based on Legendre expansion with super order Tikhonov regularization
- An FFT method for the numerical differentiation
- A wavelet method for numerical fractional derivative with noisy data
- Numerical differentiation by integration
- Simultaneous determination of a time-dependent heat source and the initial temperature in an inverse heat conduction problem
- Numerical differentiation by a Tikhonov regularization method based on the discrete cosine transform
- Numerical differentiation for periodic functions
- Smoothing via elliptic operators with application to edge detection
- Perturbation theory and the Banach-Steinhaus theorem for regularization of the linear equations of the first kind
- Numerical differentiation from a viewpoint of regularization theory
- Reconstruction of high order derivatives from input data
- On computing first and second order derivative spectra
- On stable numerical differentiation
- scientific article; zbMATH DE number 4106113 (Why is no real title available?)
- An algorithm for the finite difference approximation of derivatives with arbitrary degree and order of accuracy
- A stable finite difference ansatz for higher order differentiation of non-exact data
- Adaptive parameter choice for one-sided finite difference schemes and its application in diabetes technology
- scientific article; zbMATH DE number 1852822 (Why is no real title available?)
- On the instability of symmetric formulas for numerical differentiation and integration
- Numerical differentiation for two-dimensional functions by a Fourier extension method
- A new regularization approach for numerical differentiation
- Algorithm 946: ReLIADiff -- a C++ software package for real Laplace transform inversion based on algorithmic differentiation
- On the Laplacian operation with applications in magnetic resonance electrical impedance imaging
- On deconvolution methods
- On meshfree numerical differentiation
- Sparse discretization matrices for Volterra integral operators with applications to numerical differentiation
- Regularization of numerical differentiation: methods and applications
- Wavelet-based filters for accurate computation of derivatives
- Stable numerical differentiation for the second order derivatives
- Wavelets and high order numerical differentiation
- An optimal method for recovering the mixed derivative \(f^{(2,2)}\) of bivariate functions
- Discrepancy Modeling Framework: Learning Missing Physics, Modeling Systematic Residuals, and Disambiguating between Deterministic and Random Effects
- On complex-valued 2D eikonals. IV: continuation past a caustic
- Differentiation by integration with Jacobi polynomials
- Error analysis of Jacobi derivative estimators for noisy signals
- Hermite spectral and pseudospectral methods for numerical differentiation
- A stabilized algorithm for multi-dimensional numerical differentiation
- An optimal method for high-order mixed derivatives of bivariate functions
- On optimal recovery and information complexity in numerical differentiation and summation
- Numerical differentiation by the polynomial-exponential basis
- Optimization of methods for mixed derivatives of bivariate functions
- Numerical differentiation of fractional order derivatives based on inverse source problems of hyperbolic equations
- Numerical differentiation of the piecewise smooth function by using Fourier extension method
- First and second order numerical differentiation with Tikhonov regularization
- Learning two parameters in fractional Tikhonov regularization method via deep neural networks: application to the inverse problem for the Laplace operator with noisy data
- Reconstruction of initial wave with radiation boundary condition via boundary sensing
- Finite difference methods for the numerical differentiation of non-exact data
- A wavelet-Galerkin method for high order numerical differentiation
- Fourier truncation method for high order numerical derivatives
- A modified method for high order numerical derivatives
- Numerical approximation of solution of nonhomogeneous backward heat conduction problem in bounded region
- Dynamical systems gradient method for solving ill-conditioned linear algebraic systems
This page was built for publication: On stable numerical differentiation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2719069)
