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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2023 Volume 63, Number 9, Pages 1428–1437 (Mi zvmmf11611)

General numerical methods

Calculation of $n$th derivative with minimum error based on function’s measurement

A. S. Demidovabc, A. S. Kochurovad

a Moscow State University, 119234, Moscow, Russia
b Moscow Institute of Physics and Technology, 123098, Moscow, Russia
c Peoples’ Friendship University of Russia (RUDN University), 115419, Moscow, Russia
d Moscow Center of Fundamental and Applied Mathematics, 119991, Moscow, Russia

Abstract: A solution of the problem that arises in all cases where it is required to approximately calculate the derivatives of an a priori smooth function by its experimental discrete values is proposed. The problem is reduced to finding an “optimal” step of difference approximation. This problem has been studied by many mathematicians. It turned out that to find an optimal approximation step for the $k$th-order derivative, it is required to know a highly accurate estimate of the modulus of the derivative of order $k+1$. The proposed algorithm, which gives such an estimate, is applied to the problem of thrombin concentration, which determines the dynamics of blood coagulation. This dynamics is represented by plots and provides a solution of the thrombin concentration problem, which is of interest to biophysicists.

Key words: reconstruction of $n$th derivative, thrombin concentration, optimal approximation step, estimate of modulus of higher-order derivatives.

UDC: 519.653

Received: 01.02.2023
Revised: 09.03.2023
Accepted: 29.05.2023

DOI: 10.31857/S0044466923090077


 English version:
Computational Mathematics and Mathematical Physics, 2023, 63:9, 1571–1579

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© Steklov Math. Inst. of RAS, 2026