Fourier truncation method for high order numerical derivatives

被引:43
作者
Qian, Zhi [1 ]
Fu, Chu-Li [1 ]
Xiong, Xiang-Tuan [1 ]
Wei, Ting [1 ]
机构
[1] Lanzhou Univ, Sch Math & Stat, Lanzhou 730000, Peoples R China
基金
中国国家自然科学基金;
关键词
numerical derivatives; ill-posed problem; Fourier truncation;
D O I
10.1016/j.amc.2006.01.057
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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 Holder-type stability estimate is obtained. A numerical implementation is described. Numerical examples show that the proposed method is effective and stable. (c) 2006 Elsevier Inc. All rights reserved.
引用
收藏
页码:940 / 948
页数:9
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