A VARIATIONAL METHOD FOR NUMERICAL DIFFERENTIATION

被引：47

作者：

KNOWLES, I

WALLACE, R

机构：

[1] Department of Mathematics, University of Alabama at Birmingham, Birmingham, Alabama

来源：

NUMERISCHE MATHEMATIK | 1995年 / 70卷 / 01期

关键词：

Mathematics Subject Classification (1991): Primary 65D25; secondary; 49M10; 34A55; 34B24;

D O I：

10.1007/s002110050111

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A new method is given for effecting numerical differentiation by means of an optimization procedure. Tile method is shown to be effective for the differentiation of noisy functions, and stability and convergence results for a steepest descent implementation are proved.

引用

页码：91 / 110

页数：20

共 36 条

[1]

ANDERSSEN RS, 1972, 13 PRINC U DEP STA 2

[2]

ANDERSSEN RS, 1973, NUMER MATH, V22, P157

[3]

Babuska I., 1966, NUMERICAL PROCESSES

[4]

BELAYA NI, 1985, ZH VYYCHISL MAT MAT, V25, P456

[5] NUMERICAL DIFFERENTIATION AND REGULARIZATION [J].

CULLUM, J .

SIAM JOURNAL ON NUMERICAL ANALYSIS, 1971, 8 (02) :254-&

[6]

Curry H. B., 1944, Q APPL MATH, V2, P258, DOI [DOI 10.1090/QAM/10667, 10.1090/qam/10667]

[7]

DEMIDOVICH VB, 1967, VYCHISL METODY PROGR, V8, P96

[8]

DOLGOPOLOVA TF, 1970, MATEM ZAP URAL SKII, V7

[9]

DOLGOPOLOVA TF, 1966, COMP MATH MATH PHYS, V6, P570

[10]

DOROFEEV IF, 1977, C MATH SOC JANOS BOL, V15, P143

← 1 2 3 4 →