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On stable numerical differentiation
Authors:Alexander G Ramm  Alexandra B Smirnova
Affiliation:Department of Mathematics, Kansas State University, Manhattan, Kansas 66506-2602 ; Department of Mathematics, Kansas State University, Manhattan, Kansas 66506-2602
Abstract:

A new approach to the construction of finite-difference methods is presented. It is shown how the multi-point differentiators can generate regularizing algorithms with a stepsize $h$ being a regularization parameter. The explicitly computable estimation constants are given. Also an iteratively regularized scheme for solving the numerical differentiation problem in the form of Volterra integral equation is developed.

Keywords:Numerical differentiation  noisy data  ill-posed problems  multi-point methods  regularization
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