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On stable numerical differentiation
Author(s):
Alexander
G.
Ramm;
Alexandra
B.
Smirnova.
Journal:
Math. Comp.
70
(2001),
1131-1153.
MSC (2000):
Primary 65D25;
Secondary 65D05
Posted:
March 9, 2001
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Abstract:
A new approach to the construction of finite-difference methods is presented. It is shown how the multi-point differentiators can generate regularizing algorithms with a stepsize being a regularization parameter. The explicitly computable estimation constants are given. Also an iteratively regularized scheme for solving the numerical differentiation problem in the form of Volterra integral equation is developed.
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Additional Information:
Alexander
G.
Ramm
Affiliation:
Department of Mathematics, Kansas State University, Manhattan, Kansas 66506-2602
Email:
ramm@math.ksu.edu
Alexandra
B.
Smirnova
Affiliation:
Department of Mathematics, Kansas State University, Manhattan, Kansas 66506-2602
Email:
matabs@zeus.cs.gsu.edu
DOI:
10.1090/S0025-5718-01-01307-2
PII:
S 0025-5718(01)01307-2
Keywords:
Numerical differentiation,
noisy data,
ill-posed problems,
multi-point methods,
regularization
Received by editor(s):
August 5, 1999
Posted:
March 9, 2001
Copyright of article:
Copyright
2001,
American Mathematical Society
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