Numerical differentiation by integration

Huang, Xiaowei; Wu, Chuansheng; Zhou, Jun

doi:10.1090/S0025-5718-2013-02722-6

Numerical differentiation by integration
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by Xiaowei Huang, Chuansheng Wu and Jun Zhou PDF

Math. Comp. 83 (2014), 789-807 Request permission

Abstract:

Based on the Lanczos methods revived by Groetsch, a method of differentiation by integration is presented to approximate derivatives of approximately specified functions. The method is applicable for any point in a finite closed interval. Convergence estimates in $C[a,b]$ and $L^{p}[a,b]$ are given. Numerical examples show that the method is simple and applicable.

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