Spectral Properties of Numerical Differentiation

Abstract

We study the numerical differentiation formulae for functions given in grids with arbitrary number of nodes. We investigate the case of the infinite number of points in the formulae for the calculation of the first and the second derivatives. The spectra of the corresponding weight coefficients sequences are obtained. We examine the first derivative calculation of a function given in odd-number points and analyze the spectra of the weight coefficients sequences in the cases of both finite and infinite number of nodes. We derive the one-sided approximation for the first derivative and examine its spectral properties.

Comments: LaTeX2e, 9 pages, 4 eps figures; 1 reference added, some typos corrected, minimal changes intended to improve the paper; final variant to be published in Journal of Concrete and Applicable Mathematics