Formulas for Numerical Differentiation on a Uniform Mesh in the Presence of a Boundary Layer

IF 0.7 4区 数学 Q3 MATHEMATICS, APPLIED Computational Mathematics and Mathematical Physics Pub Date : 2024-07-18 DOI:10.1134/s0965542524700416
A. I. Zadorin
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Abstract

Numerical differentiation of functions with large gradients is considered. It is assumed that the original function of one variable can be decomposed into the sum of a regular component with bounded derivatives up to a certain order and a boundary layer component, which has large gradients and is known up to a factor. In particular, this decomposition is relevant for solution of a singularly perturbed boundary value problem, since the application of classical polynomial formulas of numerical differentiation to functions with large gradients can lead to significant errors. The error of numerical differentiation formulas is estimated for constructed formulas exact on the boundary layer component of the original function. The results of numerical experiments, consistent with the error estimates obtained, are presented.

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存在边界层时均匀网格上的数值微分公式
摘要 考虑了具有大梯度的函数的数值微分。假定原始的单变量函数可以分解为具有一定阶以下有界导数的正则分量和具有大梯度且已知系数的边界层分量之和。特别是,这种分解与奇异扰动边界值问题的求解有关,因为对具有大梯度的函数应用经典的数值微分多项式公式会导致重大误差。对于精确计算原始函数边界层分量的构造公式,对数值微分公式的误差进行了估算。数值实验结果与误差估算结果一致。
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来源期刊
Computational Mathematics and Mathematical Physics
Computational Mathematics and Mathematical Physics MATHEMATICS, APPLIED-PHYSICS, MATHEMATICAL
CiteScore
1.50
自引率
14.30%
发文量
125
审稿时长
4-8 weeks
期刊介绍: Computational Mathematics and Mathematical Physics is a monthly journal published in collaboration with the Russian Academy of Sciences. The journal includes reviews and original papers on computational mathematics, computational methods of mathematical physics, informatics, and other mathematical sciences. The journal welcomes reviews and original articles from all countries in the English or Russian language.
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