1999/11/25 by А. Г. Рамм, Ramm, A. G. · 1 citation
Mathematics · #65D25 #65M10 #Advanced Optimization Algorithms Research #Approximation Theory and Sequence Spaces #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #FOS: Physical sciences #Iterative Methods for Nonlinear Equations #Mathematical Physics (math-ph) #Numerical Analysis (math.NA)
paper · pdf · doi:10.48550/arxiv.math-ph/9911034
openalex publication_date 1999/11/25 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
It is proved that one cannot approximate stably the first derivative of a smooth function given noisy values of this function and a bound on this function and its first derivative. Such an approximation is shown to be possible if an a priori bound is known for a fractional derivative of order greater than one. An algorithm is proposed for such a stable approximation and error estimates for the proposed algorithm are given. Under certain assumptions it is proved that this algorithm is best possible among all linear and nonlinear algorithms.