Numerical differentiation for the second order derivatives of functions of two variables

Numerical differentiation for the second order derivatives of functions of two variables
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双变量函数二阶导数的数值微分

DOI:
10.1016/j.cam.2006.11.035
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发表时间:
2008-02
影响因子:
2.4
通讯作者:
Wang, Yanbo
Wang, Yanbo
中科院分区:
数学2区
文献类型:
--
作者:
Wang, Shengzhang;Nakamura, Gen;Wang, Yanbo

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本文讨论了由散乱点上的噪声值求二元函数二阶导数的数值微分的正则化优化问题。证明了该问题解的存在唯一性,给出了基于双调和绿色函数的解的构造性格式,并在简单选取正则化参数的情况下,给出了正则化解到精确解的收敛估计.数值算例表明了构造格式的有效性。
A regularized optimization problem for computing numerical differentiation for the second order derivatives of functions with two variables from noisy values at scattered points is discussed in this article. We prove the existence and uniqueness of the solution to this problem, provide a constructive scheme for the solution which is based on bi-harmonic Green's function and give a convergence estimate of the regularized solution to the exact solution for the problem under a simple choice of regularization parameter. The efficiency of the constructive scheme is shown by some numerical examples.
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