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近似函数高阶导数的高精度积分逼近方法
引用本文:邱淑芳,叶智群,胡彬.近似函数高阶导数的高精度积分逼近方法[J].数学的实践与认识,2021(6):217-224.
作者姓名:邱淑芳  叶智群  胡彬
作者单位:东华理工大学理学院
基金项目:国家自然科学基金(11761007,11861007);江西省主要学科学术与技术带头人资助计划(20172BCB22019);东华理工大学研究生创新项目(DHYC-201929);热传导方程反问题的若干数值解法研究(GJJ170444)。
摘    要:主要研究稳定计算近似函数的高阶导数的积分逼近方法,方法因由Lanczos提出故也称为Lanczos算法.利用Legendre多项式的正交性,提出了一类逼近近似函数高阶导数的高精度积分方法,即构造出一系列积分算子Dn,h(m)去逼近噪声函数的高阶导数,且这些积分算子具有O(δ(2n+2)/(2n+m+2))的收敛速度,其中δ为近似函数的噪声水平.数值模拟结果表明提出的方法是稳定而有效的.

关 键 词:数值微分  不适定问题  积分求导法  高阶导数  高精度方法

High-accuracy Integral Methods to Approximate Higher-order Derivatives of Noise Functions
QIU Shu-fang,YE Zhi-qun,HU Bin.High-accuracy Integral Methods to Approximate Higher-order Derivatives of Noise Functions[J].Mathematics in Practice and Theory,2021(6):217-224.
Authors:QIU Shu-fang  YE Zhi-qun  HU Bin
Institution:(School of Science,East China University of Technology,Nanchang 330013,China)
Abstract:This paper mainly studies the integral approximation method for stably computing the higher-order derivatives of noise function.This method is also called Lanczos algorithm because it was firstly proposed by Lanczos.By the orthogonality of Legendre polynomials,a class of integral methods with high accuracy are proposed for approximating high-order derivatives of noise function,i.e.,a series of integration operators Dn,h(m) are constructed to approximate higher-order derivatives of noise function with the high convergence rate O(δ(2 n+2)/(2 n+m+2)),where δ is the noise level of the given function.The numerical simulation results show that the method proposed in this paper is stable and effective.
Keywords:Numerical differentiation  ill-posed problem  method of differentiation by integration  high-order derivative  high accuracy method
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