I. KNOWLES, R. WALLACE, "A variational method for numerical differentiation", Numer. Math. 70: 91-110 (1995), Numerische Mathematik c Springer-Verlag 1995.
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Article : [ART361]
Titre : I. KNOWLES, R. WALLACE, A variational method for numerical differentiation, Numer. Math. 70: 91-110 (1995), Numerische Mathematik c Springer-Verlag 1995.
Auteur : Ian Knowles
Auteur : Robert Wallace - Department of Mathematics, University of Alabama at Birmingham, Birmingham, AL 35294, USA
Lien : private/KNOWLES1.pdf - 248 Ko, 20 pages.
Info : Received August 2, 1993 / Revised version received February 28, 1994
Info : Mathematics Subject Classification (1991): Primary 65D25; secondary 49M10, 34A55, 34B24
Summary : A new method is given for effecting numerical differentiation by means
of an optimization procedure. The method is shown to be effective for the differenti-ation
of noisy functions, and stability and convergence results for a steepest descent
implementation are proved.
References : 37
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