For numerical differentiation, dimensionality can be a blessing!

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For numerical differentiation, dimensionality can be a blessing!

Finite difference methods, such as the mid-point rule, have been applied successfully to the numerical solution of ordinary and partial differential equations. If such formulas are applied to observational data, in order to determine derivatives, the results can be disastrous. The reason for this is that measurement errors, and even rounding errors in computer approximations, are strongly ampli...

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For Numerical Differentiation , Dimensionality Can Be

Finite diierence methods, like the mid-point rule, have been applied successfully to the numerical solution of ordinary and partial diierential equations. If such formulas are applied to observational data, in order to determine derivatives, the results can be disastrous. The reason for this is that measurement errors, and even rounding errors in computer approximations, are strongly ampliied i...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1999

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-99-01033-9