Ill-posedness of numerical differentiation

ID: ill-posedness-of-numerical-differentiation

Recovering a derivative from values controlled only in the uniform norm is an ill-posed problem: the differentiation map is not continuous in those norms. On , take . Then , while has uniform norm one for every . Arbitrarily small value perturbations can therefore conceal nonvanishing derivative changes.
Numerical differentiation can still be useful when additional smoothness bounds, a suitable sampling scale, or a regularization method control the admissible changes. The basic noise amplification by differentiation of a linear interpolant gives a finite-data version: endpoint uncertainty of size produces derivative uncertainty of order at spacing .

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