Numerische Mathematik

, Volume 70, Issue 1, pp 91–110

A variational method for numerical differentiation

  • Ian Knowles
  • Robert Wallace

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 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1995

Authors and Affiliations

  • Ian Knowles
    • 1
  • Robert Wallace
    • 1
  1. 1.Department of Mathematics, University of Alabama at Birmingham, Birmingham, AL 35294, USA US

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