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近似已知函数的稳定求导方法 被引量:2

A stable method for differentiation of approximate specified functions
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摘要 考虑由扰动数据重构原函数的导数问题。利用积分算子,提出一种新的构造近似导数的方法,与Groetsch提出的求导方法相比较,提高了稳定近似导数的收敛率,在一定的条件下近似已知函数的导数收敛率可以达到O(δ67),δ为近似数据的误差界。证明了上述收敛率在某种意义下是最优的。 The problem to reconstruct the derivative of a function from noisy data is considered. A new stable method for differentiation of approximate specified functions is presented by using integral operator. The convergence rate of the stable approximate differentiation is improved and the improved estimate is O (δ^6/7) under some conditions, as compared with the Groetsch' s method for approximate differentiation, δ is error bound of approximate data, and it is proved that such convergence rate can be optimal under some conditions.
出处 《黑龙江大学自然科学学报》 CAS 北大核心 2009年第1期51-54,共4页 Journal of Natural Science of Heilongjiang University
基金 黑龙江省自然科学基金资助项目(LBH-Q05114) 黑龙江省教育厅资助项目(11511276)
关键词 不适定问题 近似微商 收敛率 ill - posed problem approximate differentiation convergence rate
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参考文献8

  • 1MURIO D A. Automatic numerical differentiation by discrete modification[ J]. Comput Math Appl, 1987, 13:381 -386.
  • 2杨宏奇,李岳生.近似已知函数微商的稳定逼近方法[J].自然科学进展(国家重点实验室通讯),2000,10(12):1088-1093. 被引量:11
  • 3GROETSCH C W. Optimal order of accuracy in Vasin' s method for differentiation of noisy functions [ J ]. J Optim Theroy Appl, 1992, 74 ( 2 ) : 373 - 377.
  • 4GROETSCH C W. Differentiation of approximately specified funcations[ J]. Amer Mathe Monthly, 1991, 98:847 -851.
  • 5CULLUM J. Numerical differentiation and regularization[ J]. SIAM J Numer Anal, 1971, 8:254 -265.
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  • 8罗兴钧,杨素华,陈仲英.近似已知函数的求导方法[J].高等学校计算数学学报,2006,28(1):76-82. 被引量:8

二级参考文献11

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  • 5Murio D A. Automatic numerical differentiation by discrete modification. Comput. Math.Appl., 1987, 13:381-386.
  • 6Groetsch C W. Optimal order of accuracy in Vasin's method for differentiation of noisy functions. J. Optim. Theory Appl. , 1992, 74(2): 373-377.
  • 7Groetsch C W. Differentiation of approximately specified funcations. Amer. Mathe. Monthly,1991, 98:847-851.
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  • 9Lanczos C. Applied analysis/Prentice-Hall, Englewood Cliffs, New Jersey,1956.
  • 10Groetsch C W. Lanczos's generalized derivative. Amer. Math. Monthly, 1998, 105(4): 320-326.

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