1. Introduction
The
n-th order numerical differentiation of a noisy signal in time is to recover a function
on the right-hand side of an
n-th order ordinary differential equation (ODE):
. It is a highly ill-posed inverse problem because a small unavoidable perturbation of
may result in a large error of the derivative [
1]. The numerical differentiation is widely used in many inverse problems to retrieve unknown physical functions of variables, and has many engineering applications [
2,
3,
4,
5].
The differentiation of noisy data is an old and challenging problem, but it is a seriously ill-posed problem [
1]. The fourth-order derivative of a function
leads to differential algebraic equations:
When Equation (2) is an algebraic equation, Equation (
1) consists of a set of first-order ODEs with
the
ith order derivative of
. These differential operators are unbounded, such that one usually cannot obtain the correct solutions of
. Moreover, the above differential algebraic equations have index-five, which is very difficult to solve using a numerical method [
6].
In the literature, most results are concerned with the first-order and second-order differentiation methods, which include the Euler method [
7,
8], the numerical differentiator [
9,
10,
11,
12], the sliding mode differentiator [
13,
14,
15,
16], the finite difference method [
17], the polynomial interpolation method [
18,
19], the regularization method [
20,
21,
22], the kernel-based numerical differentiation methods [
23,
24], and the fast Fourier transform method [
25]. There are rare methods which can compute the fourth-order derivative accurately. Liu and Dong [
26] proposed a closed-form fourth-order numerical differentiator for differentiating the noisy data four times by using the weak-form numerical differentiator (WFND). Duan and Wang [
27] developed a regularization method for computing the fourth-order derivative and applied it in fluid–structure interactions.
This paper may shed a light on the solutions of higher-order numerical derivatives of noisy data using simple methods. One of the new techniques is that we model the fourth-order derivative problem as being an inverse force problem of a linear beam equation:
which is subject to boundary conditions and is solvable in a weak sense. When the data of
are measured with noisy errors, the unknown force
is recovered. It is an inverse force problem of the beam Equation (
3), which provides the measured data of
and subjects the beam to prescribed boundary conditions as supplementary data. The forced vibrations of beams spur many applications in building structures, mechanical cutting tools, structural engineering, aerospace vehicles, and aircraft engineering [
28,
29,
30]. Sometimes, the exerted forces acting on the beam are unknown and need to be identified [
31,
32,
33], which corresponds to an inverse force problem of the beam equations.
2. Mathematical Preliminaries of WFND
By means of a weak sense solution of Equation (
3) with sinusoidal functions as test functions and basis functions, the following results were proven in [
26].
Theorem 1 (Liu and Dong [
26])
. Given , satisfies the following integral equation:where is a free index. Theorem 2 (Liu and Dong [
26])
. Given , is governed by the following integral equation:where is a free index, and and are derived from Theorem 1. Proof. Applying the test function
to Equation (
6) and integrating it from
to
, we can obtain a weak-form integral equation:
Integration by parts of the right-hand side twice yields
due to
for the test functions
. Using
and inserting Equation (
4) for the last integral term into Equation (
8), we can derive Equation (
5). □
Then, Liu and Dong [
26], by inserting
into the weak-form integral Equations (
4) and (
5), and setting
,
,
and
, obtained the following closed-form solution of the coefficients
for
:
In the above,
is an
matrix, which consists of first column vector
and second column vector
.
is a
matrix, which consists of four elements
,
,
, and
. Hence,
is an
matrix. Because
is normalized by
, the term
in Equation (
11) is dimensionless.
Similarly, Liu and Dong [
26] obtained the following closed-form solution of the coefficients
for
:
where
Here, is not independent of , which is related to through the coefficients and .
It follows from Equation (13) that
and
is available as follows:
Therefore, the coefficients
in Equation (
11) and
in Equation (
15) can be determined exactly in closed form. When
m is a large integer, the determinant of
is small, such that its inverse
has a large value.
The drawback of Equation (
15) is that
and
appear in
, as shown by Equation (
16), in which, due to
in Equations (
15) and (
18), the boundary errors of
and
would be amplified to larger boundary errors of
as follows:
Notice that when we take the second-order derivative of Equation (
9) to compute the fourth-order derivative
, it leads to
and
, which may not hold generally. To overcome this drawback, we employ Equation (10) to compute the fourth-order derivative
, which is better than taking the second-order derivative of Equation (
9) to compute the fourth-order derivative
.
3. Reducing Boundary Errors of Fourth-Order Derivative
In practice, when one applies the above method to test the examples for computing the fourth-order derivative, there appear large boundary errors as shown in Figures 8b and 9d of [
26]. To remedy this drawback of the original WFND, we can consider a new boundary shape function
to reduce the boundary errors by taking
where
and
, and
are unknown coefficients to be given below. The boundary shape function
satisfies
and
. To satisfy the above two boundary conditions, the boundary shape function
must be a time-varying function.
Rather than
used in Equation (
9), we consider the following cubic boundary shape function:
where
and
are parameters used to reduce the boundary errors of the fourth-order derivative.
The idea for the introduction of
in Equation (
21) is that we have two extra parameters
and
, to render
and
such that the two parameters
and
can be determined to reduce the boundary errors of the fourth-order derivative.
Inserting
into Equation (
21) yields
. Inserting
into Equation (
21) yields
which satisfies
automatically.
The unknown coefficients
are determined by
where
are still defined by Equation (14), but with the new coefficient matrix given by
If we take
, Equations (
23) and (24) recover to Equations (12) and (13).
Due to the dependence of the coefficients in Equations (
23) and (24) on
, which is a cubic function of
t, the closed-form formulas such as those in Equations (12) and (13) are no longer available. Instead, we apply the Gaussian quadrature to compute the coefficients in Equations (
23) and (24).
Furthermore, we can compute the higher-order derivatives of noisy signals, which are available by sequentially taking the time derivatives of Equation (
20) to the order we need:
where
are derived from Equation (
21).
Theorem 3 . We assume that . There exist two parameters:such that the fourth-order numerical derivative provided by Equation (26) can exactly match the end values of the true fourth-order derivative with and . Proof. Under the assumption of
, we have
From Equations (26) and (
27), it follows that
where
were used. By solving these two equations, we can derive
and
in Equation (
28). □
Theorem 3 is meaningful, allowing us to choose the suitable values of the parameters
and
in the shape function
of Equation (
21) to reduce the boundary errors of the fourth-order derivative to zero. Using Equations (
21), (26) and (
28), we can compute the fourth-order derivative via
upon giving
and
, where the coefficients
are given by Equation (
22).
If
, Equations (
20) and (
31) recover to Equations (
9) and (10) for the original weak-form numerical differentiator (WFND). Two extra data points of
and
are supplemented to raise the accuracy of
.
For the special case with
, we have
, and Equation (26) reduces to
for which
is not required.
4. Examples Solved by the New WFND
To test the stability of the new WFND, we take a noisy input:
where
s is noise intensity and
randomly.
4.1. Example 1
The first example is given by
With
and
, as shown in
Figure 1a–c the recovered derivatives of second-order
, third-order
, and fourth-order
are close to the exact ones, where we take
,
, and
. For the fourth-order derivative, it can be seen that
and
are used to reduce the boundary errors to
, which is very small.
It is interesting that when the accuracy of the fourth-order derivative is improved by using the new WFND, the accuracy of lower-order derivatives is also improved significantly.
In the whole interval, the maximum error of is 1.435, which is much smaller than . The maximum error of is 8.502, which is much smaller than . The maximum error of is 30.499, which is much smaller than .
4.2. Example 2
Let
within a time interval
. With
,
,
, and
,
Figure 2a–c presents higher-order derivatives which are not as accurate as those in example 1.
As shown in Equation (
35), the higher-order derivatives are very complicated. However, the effect of
and
on reducing the boundary error of the fourth-order derivative is obvious, as shown in
Figure 2c, where the boundary errors are
. Upon comparing with the results obtained by the original weak-form numerical differentiator (WFND) as shown by the dashed-dotted lines in
Figure 2 (Figure 9 of [
26]), the improvement in accuracy can be seen.
4.3. Example 3
As an engineering application of the new WFND, we apply it to recover an unknown external force of a nonlinear beam equation:
Upon giving the noisy displacement within an interval , the unknown external force is to be retrieved.
With
,
,
, and
, we compare the numerically recovered external force to the exact one. The recovered solution of the external force
is acceptable, as shown in
Figure 3.
Next we consider a nonlinear ODE with a movable singularity [
34]:
whose general solution is
where
A and
B are constants. The point
is a moving singularity. We take
and
, such that
and
are fixed.
With and , the maximum error of the recovery of the second-order derivative compared to the exact one is , which is much smaller than .
5. A Linear Beam Equation to Model the Fourth-Order Derivative
In this section, we develop the second method by considering a linear beam equation to model the fourth-order derivative as follows:
which is solvable by subjecting to the boundary conditions:
Hereon, x denotes the spatial coordinate, u is the displacement of the beam, and the subscript x denotes the derivative with respect to x.
Upon giving a noisy displacement of the beam within an interval , the unknown external force to be recovered is an approximation of the fourth-order derivative of .
5.1. First Numerical Method
The single-parameter
kth-order shape functions
are determined by
and we can derive [
35]
where
with
is a free index.
Then, the following
k-parameter boundary shape function
automatically satisfies the boundary conditions in Equation (
40), where
is an arbitrary four-times-differentiable function. It is required that
and
must exist.
We suppose that the displacement can be expanded in terms of
:
where
are to be determined. For Equation (
50), we specify the noisy data
, and by the collocation method it follows that
where
are collocated points. Equation (
51), together with
leads to
linear equations to determine the
m unknown coefficients
.
As a consequence of Equations (
39) and (
50), we can estimate
by
The above numerical method to recover the fourth-order derivative represented by the external force will be named the first numerical method (FNM).
5.2. Second Numerical Method
We can also develop the second numerical method (SNM) as follows. For this purpose, we consider four simpler shape functions:
Then, the following basis function
automatically satisfies the boundary conditions in Equation (
40), where
is a free index.
can be any complete basis, for example,
.
We suppose that the displacement is determined by
Similarly, by means of Equations (
51) and (
52), we have
linear equations to determine the
m unknown coefficients
. Now, by means of of Equations (
39) and (
56), we can estimate
by
Below, two examples are given to test the performance of FNM and SNM.
5.3. Example 4
The unknown force function
is to be recovered from the following example:
We take
. With
and
, the numerically recovered fourth-order derivative is compared to the exact one. The recovered solution obtained by the FNM is acceptable, as shown in
Figure 4.
For the SNM, we take
with
. The recovered solution obtained by the SNM for example 4 is more accurate than that obtained by the FNM, as shown in
Figure 4. However, for large noise, both methods cannot obtain a reliable fourth-order derivative of noisy data.
5.4. Example 5
The unknown force function
is to be recovered from the following example:
With
,
, and
, the numerically recovered external force is compared to the exact one. The recovered solution obtained by the FNM is accurate, as shown in
Figure 5.
For this example, we take
and
in the SNM. Under a noise of
, the numerically recovered fourth-order derivative is compared to the exact one. The recovered solution obtained by the SNM is accurate, as shown in
Figure 5.
7. Numerical Algorithm and Examples
We express the displacement by
In Equation (70), we over-specify
to recover
, such that, from Equation (
75), it follows that
Collocating the discretized times
in Equation (
76) yields
We can determine
from Equations (
77) and (78), and then obtain
from Equation (
75) in the whole domain. Now, after inserting
into Equation (
65),
can be recovered immediately.
This is a new approach to using MSBSF for the recovery of an unknown external force
in the linear beam equation with an elastic foundation. It is interesting that with
acting as the bases, only linear equations are used to determine the expansion coefficients by Equations (
77) and (78). Numerical examples will show that a small number of bases is sufficient to accurately recover the spatially–temporally dependent external force
.
We will apply the method presented in
Section 6 to compute the fourth-order derivative by using the linear beam model, which is embedded into the system in Equations (
65)–(70).
To investigate the robustness of MSBSF, the random noises of
and
are imposed on
In addition, we measure the accuracy of the numerical solution by the maximum error and the relative root-mean-square error:
where
and
are, respectively, the numerically recovered force and exact force, and
are testing points. We fix
.
In Equations (
68) and (
69),
,
, and
are available from
by measuring the data of displacements. An extra datum of
is required, which is the slope of
at the right-end point of the beam. Then we apply MSBSF to recover
in Equation (
65). Inserting
into
, we can recover the external force
in Equation (
60), which accounts for the fourth-order derivative of the noisy data
. The present technique is embedding the linear beam model in Equation (
60) into a vibrating linear beam Equation (
65); hence, we name it an embedded method (EM).
The unknown force functions
are to be recovered from the following examples:
We take
,
, and
for example 6. With
, the numerically recovered external force is compared to the exact one in
Figure 6. The recovered solution obtained by the EM is very good. The ME to recover the fourth-order derivative
is
, which is much smaller that the maximum value 88 of
;
is very small upon comparing to the noise
. Upon comparing to example 4 in
Section 5.3, the EM is superior to the FNM and SNM in
Section 5. They fail to recover the fourth-order derivative when the noise is large up to
.
For example 7 with
, the numerically recovered external force is compared to the exact one in
Figure 7, which is very accurate. The ME to recover the fourth-order derivative
is
, which is much smaller that the maximum value 73.41 of
;
is very small upon comparing to the noise
.
8. Conclusions
In this paper, we have modified the WFND and proposed a simple numerical method to compute the fourth-order derivatives of noisy data. We can find the fourth-order derivatives directly based on the measured data , not necessarily using the lower-order derivatives of the data . We have proven that there exist two parameters used in the boundary shape function, which can greatly reduce the boundary errors of the fourth-order derivative near to zero. At the same time, we have improved the accuracy of the lower-order derivatives. Three examples confirmed that the new WFND was stable and yet accurate against very large noise up to and in the fourth-order numerical derivative of noisy data. Then, we modeled the fourth-order derivative problem as an inverse force problem for a linear beam model. Two collocation numerical methods based on the boundary shape functions were developed to estimate the unknown external force, which is a good approximation of the fourth-order derivative.
We solved the inverse force problem of a linear beam equation with an elastic foundation by adopting MSBSF. Upon substituting the solution into the linear beam equation, we can recover the unknown spatially–temporally dependent force quickly and easily. Finally, we transformed the linear beam model into a system of vibrating linear beam equations by the embedded method (EM). Then, the MSBSF was applied to the embedded system to render very accurate estimations of the fourth-order derivative. Two examples were worked out, which revealed the robustness and accuracy of the EM and MSBSF techniques.