Fast numerical derivatives of univariate functions on non-uniform grids

IF 2.1 2区数学 Q1 MATHEMATICS, APPLIED

Journal of Computational and Applied Mathematics Pub Date : 2025-03-08 DOI:10.1016/j.cam.2025.116619

Nadaniela Egidi, Josephin Giacomini, Pierluigi Maponi

引用次数: 0

Abstract

An algorithm for computing the derivative of a function, starting from its values at randomly chosen points is presented. This algorithm uses the singular value expansion of the derivative operator and the discrete Fourier transformations. The convergence of the numerical discretization scheme is analyzed in a simplified case, while the order of convergence and the stability are evaluated by numerical simulations.

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来源期刊

Journal of Computational and Applied Mathematics 数学-应用数学

CiteScore

5.40

自引率

4.20%

发文量

437

审稿时长

3.0 months

期刊介绍： The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest. The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.