A wavelet method for numerical fractional derivative with noisy data

作者:Xiong, Xiangtuan*; Cheng, Qiang; Kong, Yanfeng; Wen, Jin
来源:International Journal of Wavelets, Multiresolution and Information Processing, 2016, 14(5): 1650038.
DOI:10.1142/S0219691316500387

摘要

Numerical fractional differentiation is a classical ill-posed problem in the sense that a small perturbation in the data can cause a large change in the fractional derivative. In this paper, we consider a wavelet regularization method for solving a reconstruction problem for numerical fractional derivative with noise. A Meyer wavelet projection regularization method is given, and the Holder-type stability estimates under both apriori and aposteriori regularization parameter choice rules are obtained. Some numerical examples show that the method works well.