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A modified method for high order numerical derivatives. (English) Zbl 1109.65024
The numerical approximation of high-order derivatives in the presence of noise is known to be an ill-posed problem. For the solution of this problem, the authors propose a regularization method based on Fourier transform techniques with a regularization parameter incorporated into the inverse Fourier transform in a suitable way. The standard elements of a convergence analysis are presented, and numerical results are given as well.

MSC:
65D25 Numerical differentiation
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