Finite difference methods for the numerical differentiation of non-exact data

DOI10.1007/BF02242272zbMATH Open0537.65018OpenAlexW2398667566MaRDI QIDQ792733FDOQ792733

Authors: F. R. De Hoog, Robert S. Anderssen 

Publication date: 1984

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02242272

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zbMATH Keywords

regularizationfinite difference methodsamplification factorminimum varianceWiener filteringmulti-point differentiatorsnon-exact data

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Numerical differentiation (65D25)

Cites Work

• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• Title not available (Why is that?)
• A formal comparison of methods proposed for the numerical solution of first kind integral equations
• Sharpening the response of a symmetric nonrecursive filter by multiple use of the same filter

Cited In (21)

• On stable numerical differentiation
• SIMPLE JOINT INVERSION LOCALIZED FORMULAE FOR RELAXATION SPECTRUM RECOVERY
• An optimal method for recovering the mixed derivative \(f^{(2,2)}\) of bivariate functions
• Retention and entrainment effects: experiments and theory for porous spheres settling in sharply stratified fluids
• Sparse discretization matrices for Volterra integral operators with applications to numerical differentiation
• Minimal numerical differentiation formulas
• Numerical differentiation by integration
• A stable finite difference ansatz for higher order differentiation of non-exact data
• For numerical differentiation, dimensionality can be a blessing!
• Numerical aspects for approximating governing equations using data
• Derivative spectroscopy -- an enhanced role for numerical differentiation
• Real-time differentiation of the multi-dimensional sampled functions
• The use of higher order finite difference schemes is not dangerous
• Dynamics of spiral waves in the complex Ginzburg-Landau equation in bounded domains
• An optimal method for high-order mixed derivatives of bivariate functions
• Numerical differentiation of experimental data: local versus global methods
• Discrete Lanczos derivatives of noisy data
• Numerical design tools for thermal replication of optical-quality surfaces
• Some surprising errors in numerical differentiation
• Adaptive parameter choice for one-sided finite difference schemes and its application in diabetes technology
• Algorithm 946: ReLIADiff -- a C++ software package for real Laplace transform inversion based on algorithmic differentiation

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