STABLE NUMERICAL DIFFERENTIATION: WHEN IS IT POSSIBLE?

  • Ramm, Alexander G. (Department of Mathematics, Kansas State University) ;
  • Smirnova, Alexandra (Department of Mathematics and Statistics Georgia State University)
  • Published : 2003.06.25

Abstract

Two principally different statements of the problem of stable numerical differentiation are considered. It is analyzed when it is possible in principle to get a stable approximation to the derivative ${\Large f}'$ given noisy data ${\Large f}_{\delta}$. Computational aspects of the problem are discussed and illustrated by examples. These examples show the practical value of the new understanding of the problem of stable differentiation.