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The Generalized Tikhonov Regularization Method for High Order Numerical Derivatives

F. Yang¹, C.L. Fu², X.X. Li¹

CMES-Computer Modeling in Engineering & Sciences, Vol.100, No.1, pp. 19-29, 2014, DOI:10.3970/cmes.2014.100.019

Abstract Numerical differentiation is a classical ill-posed problem. The generalized Tikhonov regularization method is proposed to solve this problem. The error estimates are obtained for a priori and a posteriori parameter choice rules, respectively. Numerical examples are presented to illustrate the validity and effectiveness of this method. More >

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