Stable Lagrangian numerical differentiation with the highest order of approximation

DOI10.1007/S11425-005-0022-4MaRDI QIDQ854647zbMATH OpenOpenAlexFDO

Authors Xinghua Wang, Feng Cui

Publication date 6 December 2006

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-005-0022-4

zbMATH Keywords

interpolationLagrangian numerical differentiationstability saturation approximationsuperconvergencetruncation error

Mathematics Subject Classification ID

Approximation by operators (in particular, by integral operators) (41A35) Numerical differentiation (65D25)

Review text

Some asymptotic representations for the truncation error for the Lagrangian numerical differentiation are presented, when the ratio of the distance between each interpolation node and the differential point to step-parameter \(n\) is known. Furthermore, if the sampled values of the function at these interpolation nodes have perturbations which are bounded by \(\varepsilon\), a method for determining step-parameter \(h\) by means of perturbation bound \(\varepsilon\) and order \(n\) of interpolation is provided to saturate the order of approximation. All the investigations in this paper can be generalized to the set of quasi-uniform nodes.

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Cites work

• A divided difference formula for the error in Hermite interpolation
• An error formula for numerical differentiation
• Differentiation of Approximately Specified Functions
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• scientific article; zbMATH DE number 3136957 (Why is no real title available?)
• scientific article; zbMATH DE number 3143942 (Why is no real title available?)
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• On the divided differences of the remainder in polynomial interpolation
• Optimal order of accuracy in Vasin's method for differentiation of noisy functions
• Optimally Stable Lagrangian Numerical Differentiation
• Some Problems in Optimally Stable Lagrangian Differentiation
• Truncation error in interpolation and numerical differentiation

Cited in

(6)

• Representation for the Lagrangian numerical differentiation formula involving elementary symmetric functions
• A meshless finite difference method based on polynomial interpolation
• A remainder formula of numerical differentiation for the generalized Lagrange interpolation
• On the Hermite interpolation
• Derivative spectroscopy -- an enhanced role for numerical differentiation
• Hermite interpolation and its numerical differentiation formula involving symmetric functions

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