On the extension of the complex-step derivative technique to pseudospectral algorithms

DOI10.1016/S0021-9991(03)00123-2zbMath1019.65079MaRDI QIDQ1811651

Laura I. Cerviño, Thomas R. Bewley

Publication date: 17 June 2003

Published in: Journal of Computational Physics (Search for Journal in Brave)

zbMATH Keywords

optimizationalgorithmspseudospectral methodBurgers equationfast Fourier transformnumerical differentiationdirectional derivativecomplex-step derivativetangent-linear analysis

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Related Items (7)

On the accuracy of the complex-step-finite-difference method ⋮ Nonlinear robust performance analysis using complex-step gradient approximation ⋮ Solution and sensitivity analysis of nonlinear equations using a hypercomplex-variable Newton-Raphson method ⋮ The fractional complex step method ⋮ Quaternion and octonion-based finite element analysis methods for computing multiple first order derivatives ⋮ Extensions of the first and second complex-step derivative approximations ⋮ Numerical tools for geoscience computations: semiautomatic differentiation-SD

Cites Work

• Using Complex Variables to Estimate Derivatives of Real Functions
• The complex-step derivative approximation
• Numerical Differentiation of Analytic Functions

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