An FFT method for the numerical differentiation

Nadaniela Egidi, Josephin Giacomini, Pierluigi Maponi and Michael Youssef

Applied Mathematics and Computation, 2023, vol. 445, issue C

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.

Keywords: Differentiation; FFT; Integral Equation; Singular Value Expansion (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:445:y:2023:i:c:s0096300323000255

DOI: 10.1016/j.amc.2023.127856

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