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.
Fast numerical derivatives of univariate functions on non-uniform grids
Egidi, Nadaniela
;Giacomini, Josephin;Maponi, Pierluigi
2025-01-01
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.File in questo prodotto:
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