Minimal Numerical Differentiation Formulas

Fuente: arXiv
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Autori principali: Davydov, Oleg, Schaback, Robert
Natura: Preprint
Pubblicazione: 2016
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author Davydov, Oleg
Schaback, Robert
author_facet Davydov, Oleg
Schaback, Robert
contents We investigate numerical differentiation formulas on irregular centers in two or more variables that are exact for polynomials of a given order and minimize an absolute seminorm of the weight vector. Error bounds are given in terms of a growth function that carries the information about the geometry of the centers. Specific forms of weighted $\ell_1$ and weighted least squares minimization are proposed that produce numerical differentiation formulas with particularly good performance in numerical experiments.
format Preprint
id arxiv_https___arxiv_org_abs_1611_05001
institution arXiv
publishDate 2016
record_format arxiv
spellingShingle Minimal Numerical Differentiation Formulas
Davydov, Oleg
Schaback, Robert
Numerical Analysis
65D25
We investigate numerical differentiation formulas on irregular centers in two or more variables that are exact for polynomials of a given order and minimize an absolute seminorm of the weight vector. Error bounds are given in terms of a growth function that carries the information about the geometry of the centers. Specific forms of weighted $\ell_1$ and weighted least squares minimization are proposed that produce numerical differentiation formulas with particularly good performance in numerical experiments.
title Minimal Numerical Differentiation Formulas
topic Numerical Analysis
65D25
url https://arxiv.org/abs/1611.05001