A scheme for stable numerical differentiation |
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Institution: | 1. Department of Mathematics, KAIST, 373-1, Guseong-dong, Yuseong-gu, Daejon 305-701, Republic of Korea;2. Department of Mathematics, Kansas State University, Manhattan, KS 66506-2602, USA |
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Abstract: | A method for stable numerical differentiation of noisy data is proposed. The method requires solving a Volterra integral equation of the second kind. This equation is solved analytically. In the examples considered its solution is computed analytically. Some numerical results of its application are presented. These examples show that the proposed method for stable numerical differentiation is numerically more efficient than some other methods, in particular, than variational regularization. |
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