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相关论文: Formulae of numerical differentiation

200 篇论文

In the context of the analysis of measured data, one is often faced with the task to differentiate data numerically. Typically, this occurs when measured data are concerned or data are evaluated numerically during the evolution of partial…

计算物理 · 物理学 2007-05-23 Karsten Ahnert , Markus Abel

A new method for finding first integrals of discrete equations is presented. It can be used for discrete equations which do not possess a variational (Lagrangian or Hamiltonian) formulation. The method is based on a newly established…

可精确求解与可积系统 · 物理学 2013-11-08 V. Dorodnitsyn , E. Kaptsov , R. Kozlov , P. Winternitz

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

数值分析 · 数学 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

For the numerical solution of Dirichlet-type boundary value problems associated to nonlinear fractional differential equations of order $\alpha \in (1,2)$ that use Caputo derivatives, we suggest to employ shooting methods. In particular, we…

数值分析 · 数学 2025-07-08 Kai Diethelm

Our objective is to calculate the derivatives of data corrupted by noise. This is a challenging task as even small amounts of noise can result in significant errors in the computation. This is mainly due to the randomness of the noise,…

数值分析 · 数学 2023-04-13 Phuong M. Nguyen , Thuy T. Le , Loc H. Nguyen , Michael V. Klibanov

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

数值分析 · 数学 2017-12-12 Fabio Botelho

In this paper, we introduce a new method for calculating fractional integrals and differentials. The method involves an equation that we have obtained from infinite applied integration by parts. The equation works for special class of…

综合数学 · 数学 2023-09-08 Oleg Yaremko , Andrey Yachmenev

We give an algorithm to compute the series expansion for the inverse of a given function. The algorithm is extremely easy to implement and gives the first $N$ terms of the series. We show several examples of its application in calculating…

经典分析与常微分方程 · 数学 2007-05-23 Diego Dominici

The accuracy of the numerical solution of a fractional differential equation depends on the differentiability class of the solution. The derivatives of the solutions of fractional differential equations often have a singularity at the…

数值分析 · 数学 2015-03-11 Yuri Dimitrov

The accuracy of the Heller's derivative rule to calculate the numerical weights associated with discretized energy spectrum is enhanced by Broad's extension which adds (N-1) more interpolating points to the original N points. The extension…

数学物理 · 物理学 2017-10-03 Hashim A. Yamani , Abdulaziz D. Alhaidari

In this present paper, I propose a derivation of unified interpolation and extrapolation function that predicts new values inside and outside the given range by expanding direct Taylor series on the middle point of given data set.…

数值分析 · 数学 2020-02-27 Nijat Shukurov

We have presented some practical consequences on the molecular-dynamics simulations arising from the numerical algorithm published recently in paper Int. J. Mod. Phys. C 16, 413 (2005). The algorithm is not a finite-difference method and…

可精确求解与可积系统 · 物理学 2015-06-26 B. Brzostowski , M. R. Dudek , B. Grabiec , T. Nadzieja

In this work, we study superconvergence properties for some high-order orthogonal polynomial interpolations.The results are two-folds: When interpolating function values, we identify those points where the first and second derivatives of…

数值分析 · 数学 2012-04-27 Zhimin Zhang

This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…

最优化与控制 · 数学 2022-04-22 Ashkan Mohammadi

Provided a special function of one variable and some of its derivatives can be accurately computed over a finite range, a method is presented to build a series of polynomial approximations of the function with a defined relative error over…

计算物理 · 物理学 2007-05-23 C. Semay

The question of defining unique, generally applicable constrained second, and higher-order, derivatives is investigated. It is shown that second-order constrained derivatives obtained via two successive constrained differentiations provide…

数学物理 · 物理学 2012-08-14 Tamas Gal

We use a basic martingale method to show a differentiation formula for the derivatives $$d(P_tf)(x_0)(v_0)={1\over t} E f(x_t) \int_0^t \langle Y(x_s)(v_s),dB_t\rangle_{R^m}.$$ These are proved first on $R^n$, then on manifolds. Afterwards…

概率论 · 数学 2023-03-07 K. D. Elworthy , Xue-Mei Li

This survey paper discusses the history of approximation formulas for n-th order derivatives by integrals involving orthogonal polynomials. There is a large but rather disconnected corpus of literature on such formulas. We give some results…

经典分析与常微分方程 · 数学 2021-01-19 Enno Diekema , Tom H. Koornwinder

We develop two numerical methods to solve the differential equations with deviating arguments for the motion of two charges in the action-at-a-distance electrodynamics. Our first method uses St\"urmer's extrapolation formula and assumes…

高能物理 - 理论 · 物理学 2011-07-19 I. N. Nikitin , J. De Luca

In this article we discuss an important students' misconception about derivatives, that the expression of the derivative of the function contains the information as to whether the function is differentiable or not where the expression is…

历史与综述 · 数学 2018-05-02 Roman Kvasov