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The generalized Tikhonov regularization method for high order numerical derivatives. (English) Zbl 1356.65077

Summary: Numerical differentiation is a classical ill-posed problem. The generalized Tikhonov regularization method is proposed to solve this problem. The error estimates are obtained for a priori and a posteriori parameter choice rules, respectively. Numerical examples are presented to illustrate the validity and effectiveness of this method.

MSC:

65D25 Numerical differentiation
65J20 Numerical solutions of ill-posed problems in abstract spaces; regularization
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