A new approach to numerical differentiation

摘要

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.