An FFT method for the numerical differentiation

DOI10.1016/J.AMC.2023.127856OpenAlexW4318022811WikidataQ124542136 ScholiaQ124542136MaRDI QIDQ2698147FDOQ2698147

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

Publication date: 21 April 2023

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

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

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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)

Cites Work

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

Cited In (2)

• Title not available (Why is that?)
• Differentiation by Fourier transformation and its connection with differentiation by finite differencing

Uses Software

• NAG

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