Fourier truncation method for high order numerical derivatives

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摘要

We consider a classical ill-posed problem—numerical differentiation with a new method. We propose Fourier truncation method to compute high order numerical derivatives. A Hölder-type stability estimate is obtained. A numerical implementation is described. Numerical examples show that the proposed method is effective and stable.

论文关键词:Numerical derivatives,Ill-posed problem,Fourier truncation

论文评审过程:Available online 20 March 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2006.01.057