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Stable Lagrangian numerical differentiation with the highest order of approximation
Authors:Wang?Xinghua?  author-information"  >  author-information__contact u-icon-before"  >  mailto:xinghua@familywang.net"   title="  xinghua@familywang.net"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author,Cui?Feng
Affiliation:Department of Mathematics, Zhejiang University, Hangzhou 310028, China
Abstract:Some asymptotic representations for the truncation error for the Lagrangian numerical differentiation are presented, when the ratio of the distance between each interpolation node and the differentiated point to step-parameter h is known. Furthermore, if the sampled values of the function at these interpolation nodes have perturbations which are bounded by ε, a method for determining step-parameter h by means of perturbation bound ε and order n of interpolation is provided to saturate the order of approximation. And all the investigations in this paper can be generalized to the set of quasi-uniform nodes.
Keywords:Lagrangian numerical differentiation  truncation error  stability  saturation approximation  superconvergence
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