Title
A new approach to numerical differentiation
Abstract
In this paper we consider the numerical differentiation of functions specified by noisy data. A new approach, which is based on an integral equation of the first kind with a suitable compact operator, is presented and discussed. Since the singular system of the compact operator can be obtained easily, TSVD is chosen as the needed regularization technique and we show that the method calls for a discrete sine transform, so the method can be implemented easily and fast. Numerical examples are also given to show the efficiency of the method.
Year
DOI
Venue
2009
10.1016/j.cam.2009.06.001
J. Computational Applied Mathematics
Keywords
Field
DocType
needed regularization technique,discrete sine,suitable compact operator,compact operator,noisy data,numerical example,method call,new approach,numerical differentiation,integral equation,discrete sine transform
Numerical differentiation,Noisy data,Mathematical analysis,Integral equation,Compact operator,Regularization (mathematics),Discrete sine transform,Numerical analysis,Numerical linear algebra,Mathematics
Journal
Volume
Issue
ISSN
232
2
0377-0427
Citations 
PageRank 
References 
1
0.38
0
Authors
3
Name
Order
Citations
PageRank
Zhenyu Zhao1127.86
Ze-hong Meng2192.07
Guoqiang He383.41