September  2007, 6(3): 873-897. doi: 10.3934/cpaa.2007.6.873

Wavelet approach to numerical differentiation of noisy functions

1. 

Department of Mathematics and Statis, Sam Houston State University, 1901 Avenue J., P.O. Box 2206, Huntsville, TX 77341-2206, United States

Received  April 2006 Revised  April 2007 Published  June 2007

We apply wavelet transform in the study of numerical differentiation for the functions which are infected by noise. Because of the presence of noise, the observed noisy function is not differentiable. In order to estimate the derivatives of the target function from its observation, a pretreatment of the observation is necessary. The paper introduces differential approximation wavelets (DA-wavelets) so that the DA-wavelet transforms of the observed function approximate the derivatives of the target function. The paper also shows that the derivatives of compactly supported splines lead to a certain type of DA-wavelet transforms, which are difference formulas for computing derivatives. The relation between difference formulas and splines enables us to construct various difference formulas via splines and to estimate the computing errors of difference formulas in the spline framework.
Citation: Jianzhong Wang. Wavelet approach to numerical differentiation of noisy functions. Communications on Pure & Applied Analysis, 2007, 6 (3) : 873-897. doi: 10.3934/cpaa.2007.6.873
[1]

Xin Guo, Lei Shi. Preface of the special issue on analysis in data science: Methods and applications. Mathematical Foundations of Computing, 2020, 3 (4) : i-ii. doi: 10.3934/mfc.2020026

[2]

Marion Darbas, Jérémy Heleine, Stephanie Lohrengel. Numerical resolution by the quasi-reversibility method of a data completion problem for Maxwell's equations. Inverse Problems & Imaging, 2020, 14 (6) : 1107-1133. doi: 10.3934/ipi.2020056

[3]

Dan Zhu, Rosemary A. Renaut, Hongwei Li, Tianyou Liu. Fast non-convex low-rank matrix decomposition for separation of potential field data using minimal memory. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020076

[4]

Min Chen, Olivier Goubet, Shenghao Li. Mathematical analysis of bump to bucket problem. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5567-5580. doi: 10.3934/cpaa.2020251

[5]

Qianqian Han, Xiao-Song Yang. Qualitative analysis of a generalized Nosé-Hoover oscillator. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020346

[6]

Laurence Cherfils, Stefania Gatti, Alain Miranville, Rémy Guillevin. Analysis of a model for tumor growth and lactate exchanges in a glioma. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020457

[7]

Vieri Benci, Sunra Mosconi, Marco Squassina. Preface: Applications of mathematical analysis to problems in theoretical physics. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020446

[8]

Zexuan Liu, Zhiyuan Sun, Jerry Zhijian Yang. A numerical study of superconvergence of the discontinuous Galerkin method by patch reconstruction. Electronic Research Archive, 2020, 28 (4) : 1487-1501. doi: 10.3934/era.2020078

[9]

Vieri Benci, Marco Cococcioni. The algorithmic numbers in non-archimedean numerical computing environments. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020449

[10]

Yining Cao, Chuck Jia, Roger Temam, Joseph Tribbia. Mathematical analysis of a cloud resolving model including the ice microphysics. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 131-167. doi: 10.3934/dcds.2020219

[11]

Leilei Wei, Yinnian He. A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020319

[12]

Christopher S. Goodrich, Benjamin Lyons, Mihaela T. Velcsov. Analytical and numerical monotonicity results for discrete fractional sequential differences with negative lower bound. Communications on Pure & Applied Analysis, , () : -. doi: 10.3934/cpaa.2020269

[13]

Omid Nikan, Seyedeh Mahboubeh Molavi-Arabshai, Hossein Jafari. Numerical simulation of the nonlinear fractional regularized long-wave model arising in ion acoustic plasma waves. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020466

[14]

Jianquan Li, Xin Xie, Dian Zhang, Jia Li, Xiaolin Lin. Qualitative analysis of a simple tumor-immune system with time delay of tumor action. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020341

[15]

A. M. Elaiw, N. H. AlShamrani, A. Abdel-Aty, H. Dutta. Stability analysis of a general HIV dynamics model with multi-stages of infected cells and two routes of infection. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020441

2019 Impact Factor: 1.105

Metrics

  • PDF downloads (31)
  • HTML views (0)
  • Cited by (3)

Other articles
by authors

[Back to Top]