An FFT method for the numerical differentiation

DOI10.1016/J.AMC.2023.127856MaRDI QIDQ2698147OpenAlexWikidataFDO

Authors N. Egidi, Josephin Giacomini, P. Maponi, Michael Youssef

Publication date 21 April 2023

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.amc.2023.127856

zbMATH Keywords

differentiationFFTintegral equationsingular value expansion

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Eigenvalue problems for integral equations (45C05) Numerical differentiation (65D25)

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Cites work

• A Hermite extension method for numerical differentiation
• A new approach to numerical differentiation
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• Error bounds for kernel-based numerical differentiation
• Filtered spectral differentiation method for numerical differentiation of periodic functions with application to heat flux estimation
• For numerical differentiation, dimensionality can be a blessing!
• Galerkin method with trigonometric basis on stable numerical differentiation
• Generalized Romberg methods for integrals of derivatives
• Minimal numerical differentiation formulas
• Numerical differentiation and its applications
• Numerical differentiation by integration
• Numerical differentiation from a viewpoint of regularization theory
• Numerical differentiation of functions of very many variables
• Numerical differentiation procedures for non-exact data
• On stable numerical differentiation
• Optimally Stable Lagrangian Numerical Differentiation
• Recovering the local volatility in Black–Scholes model by numerical differentiation
• Sparse discretization matrices for Volterra integral operators with applications to numerical differentiation
• The singular value expansion of the Volterra integral equation associated to a numerical differentiation problem
• Van der Monde systems and numerical differentiation

Cited in

(4)

• scientific article; zbMATH DE number 3876462 (Why is no real title available?)
• Calculating numerical derivatives using Fourier transform: some pitfalls and how to avoid them
• On Fourier differentiation -- a numerical tool for implicit functions
• Differentiation by Fourier transformation and its connection with differentiation by finite differencing

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• NAG

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