We consider the numerical differentiation of a function tabulated at equidistant points. The proposed method is based on the Fast Fourier Transform (FFT) and the singular value expansion of a proper Volterra integral operator that reformulates the derivative operator. We provide the convergence analysis of the proposed method and the results of a numerical experiment conducted for comparing the proposed method performance with that of the Neville Algorithm implemented in the NAG library.

An FFT method for the numerical differentiation

Egidi N.
;
Giacomini J.;Maponi P.;Youssef M.
2023-01-01

Abstract

We consider the numerical differentiation of a function tabulated at equidistant points. The proposed method is based on the Fast Fourier Transform (FFT) and the singular value expansion of a proper Volterra integral operator that reformulates the derivative operator. We provide the convergence analysis of the proposed method and the results of a numerical experiment conducted for comparing the proposed method performance with that of the Neville Algorithm implemented in the NAG library.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11581/470196
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