A wavelet-Galerkin method for high order numerical differentiation

作者：Dou, Fang-Fang; Fu, Chu-Li^*; Ma, Yun-Jie

来源：Applied Mathematics and Computation, 2010, 215(10): 3702-3712.

DOI：10.1016/j.amc.2009.11.008

• Numerical differentiation
• Ill-posed problem
• Wavelet-Galerkin method
• Regularization

Numerical differentiation is a classical ill-posed problem. In this paper, we propose a wavelet-Galerkin method for high order numerical differentiation. By an appropriate choice of the regularization parameter an order optimal stability estimate of Holder type is obtained. Some numerical examples show that the method is effective and stable.

• 出版日期2010-1-15
• 单位电子科技大学; 兰州大学