Numerische Mathematik

, Volume 70, Issue 1, pp 91–110

A variational method for numerical differentiation

Authors

  • Ian Knowles
    • Department of Mathematics, University of Alabama at Birmingham, Birmingham, AL 35294, USA
  • Robert Wallace
    • Department of Mathematics, University of Alabama at Birmingham, Birmingham, AL 35294, USA

DOI: 10.1007/s002110050111

Cite this article as:
Knowles, I. & Wallace, R. Numer. Math. (1995) 70: 91. doi:10.1007/s002110050111

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 differentiation of noisy functions, and stability and convergence results for a steepest descent implementation are proved.

Mathematics Subject Classification (1991): Primary 65D25; secondary 49M10, 34A55, 34B24

Copyright information

© Springer-Verlag Berlin Heidelberg 1995