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]

Habib Ammari, Josselin Garnier, Vincent Jugnon. Detection, reconstruction, and characterization algorithms from noisy data in multistatic wave imaging. Discrete & Continuous Dynamical Systems - S, 2015, 8 (3) : 389-417. doi: 10.3934/dcdss.2015.8.389

[2]

Cheng-Kai Hu, Fung-Bao Liu, Hong-Ming Chen, Cheng-Feng Hu. Network data envelopment analysis with fuzzy non-discretionary factors. Journal of Industrial & Management Optimization, 2021, 17 (4) : 1795-1807. doi: 10.3934/jimo.2020046

[3]

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

[4]

Xiaoyi Zhou, Tong Ye, Tony T. Lee. Designing and analysis of a Wi-Fi data offloading strategy catering for the preference of mobile users. Journal of Industrial & Management Optimization, 2021  doi: 10.3934/jimo.2021038

[5]

Paul E. Anderson, Timothy P. Chartier, Amy N. Langville, Kathryn E. Pedings-Behling. The rankability of weighted data from pairwise comparisons. Foundations of Data Science, 2021, 3 (1) : 1-26. doi: 10.3934/fods.2021002

[6]

Woocheol Choi, Youngwoo Koh. On the splitting method for the nonlinear Schrödinger equation with initial data in $ H^1 $. Discrete & Continuous Dynamical Systems, 2021, 41 (8) : 3837-3867. doi: 10.3934/dcds.2021019

[7]

Hailing Xuan, Xiaoliang Cheng. Numerical analysis and simulation of an adhesive contact problem with damage and long memory. Discrete & Continuous Dynamical Systems - B, 2021, 26 (5) : 2781-2804. doi: 10.3934/dcdsb.2020205

[8]

Hailing Xuan, Xiaoliang Cheng. Numerical analysis of a thermal frictional contact problem with long memory. Communications on Pure & Applied Analysis, , () : -. doi: 10.3934/cpaa.2021031

[9]

Haili Qiao, Aijie Cheng. A fast high order method for time fractional diffusion equation with non-smooth data. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021073

[10]

Masahiro Ikeda, Ziheng Tu, Kyouhei Wakasa. Small data blow-up of semi-linear wave equation with scattering dissipation and time-dependent mass. Evolution Equations & Control Theory, 2021  doi: 10.3934/eect.2021011

[11]

Lei Zhang, Luming Jia. Near-field imaging for an obstacle above rough surfaces with limited aperture data. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2021024

[12]

Miroslav Bulíček, Victoria Patel, Endre Süli, Yasemin Şengül. Existence of large-data global weak solutions to a model of a strain-limiting viscoelastic body. Communications on Pure & Applied Analysis, , () : -. doi: 10.3934/cpaa.2021053

[13]

Yumi Yahagi. Construction of unique mild solution and continuity of solution for the small initial data to 1-D Keller-Segel system. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021099

[14]

Muhammad Ajmal, Xiande Zhang. New optimal error-correcting codes for crosstalk avoidance in on-chip data buses. Advances in Mathematics of Communications, 2021, 15 (3) : 487-506. doi: 10.3934/amc.2020078

[15]

Xiaozhong Yang, Xinlong Liu. Numerical analysis of two new finite difference methods for time-fractional telegraph equation. Discrete & Continuous Dynamical Systems - B, 2021, 26 (7) : 3921-3942. doi: 10.3934/dcdsb.2020269

[16]

Raghda A. M. Attia, Dumitru Baleanu, Dianchen Lu, Mostafa M. A. Khater, El-Sayed Ahmed. Computational and numerical simulations for the deoxyribonucleic acid (DNA) model. Discrete & Continuous Dynamical Systems - S, 2021  doi: 10.3934/dcdss.2021018

[17]

Jan Prüss, Laurent Pujo-Menjouet, G.F. Webb, Rico Zacher. Analysis of a model for the dynamics of prions. Discrete & Continuous Dynamical Systems - B, 2006, 6 (1) : 225-235. doi: 10.3934/dcdsb.2006.6.225

[18]

Vieri Benci, Marco Cococcioni. The algorithmic numbers in non-archimedean numerical computing environments. Discrete & Continuous Dynamical Systems - S, 2021, 14 (5) : 1673-1692. doi: 10.3934/dcdss.2020449

[19]

Vakhtang Putkaradze, Stuart Rogers. Numerical simulations of a rolling ball robot actuated by internal point masses. Numerical Algebra, Control & Optimization, 2021, 11 (2) : 143-207. doi: 10.3934/naco.2020021

[20]

Simone Fiori, Italo Cervigni, Mattia Ippoliti, Claudio Menotta. Synthetic nonlinear second-order oscillators on Riemannian manifolds and their numerical simulation. Discrete & Continuous Dynamical Systems - B, 2021  doi: 10.3934/dcdsb.2021088

2019 Impact Factor: 1.105

Metrics

  • PDF downloads (41)
  • HTML views (0)
  • Cited by (3)

Other articles
by authors

[Back to Top]