In this paper, we discuss the classical ill-posed problem of numerical differentiation, assuming that the smoothness of the function to be differentiated is unknown. Using recent results on adaptive regularization of general ill-posed problems, we propose new rules for the choice of the stepsize in the finite-difference methods, and for the regularization parameter choice in numerical differentiation regularized by the iterated Tikhonov method. These methods are shown to be effective for the differentiation of noisy functions, and the order-optimal convergence results for them are proved.

The mathematical formulation of many physical problems results in the task of inverting a compact operator. The only known sensible solution technique is regularization which poses a severe problem in itself. Classically one dealt with deterministic noise models and required the knowledge of smoothness of the solution or the overall error behaviour. We will show that we can guarantee an asymptotically almost optimal regularization for a physically motivated noise model under no assumptions for the smoothness and rather weak assumptions on the noise behaviour. An application to the determination of the gravitational field out of satellite data will be shown.