Fourier truncation method for high order numerical derivatives

作者：Qian Zhi^*; Fu Chu Li; Xiong Xiang Tuan; Wei Ting

来源：Applied Mathematics and Computation, 2006, 181(2): 940-948.

DOI：10.1016/j.amc.2006.01.057

• numerical derivatives
• ill-posed problem
• Fourier truncation

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.

• 出版日期2006-10-15
• 单位兰州大学