Numerical differentiation for high orders by an integration method

详细信息    查看全文

• 作者：Zewen Wang ; Rongsheng Wen
• 关键词：Numerical differentiation ; Ill-posed problems ; The Lanczos generalized derivatives
• 刊名：Journal of Computational and Applied Mathematics
• 出版年：2010
• 出版时间：1 June 2010
• 年：2010
• 卷：234
• 期：3
• 页码：941-948
• 全文大小：567 K

文摘

This paper mainly studies the numerical differentiation by integration method proposed first by Lanczos. New schemes of the Lanczos derivatives are put forward for reconstructing numerical derivatives for high orders from noise data. The convergence rate of these proposed methods is as the noise level δ→0. Numerical examples show that the proposed methods are stable and efficient.