Extensions of the first and second complex-step derivative approximations

DOI10.1016/J.CAM.2007.07.026MaRDI QIDQ935785zbMATH OpenOpenAlexFDO

Authors B. E. Eshmatov

Publication date 8 August 2008

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2007.07.026

zbMATH Keywords

numerical examplesHessianJacobiannumerical differentiationfirst derivativesfinite-differenceroundoff errorssecond derivativescomplex stepRichardson extrapolations

Mathematics Subject Classification ID

Numerical differentiation (65D25)

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Cites work

• Numerical Differentiation of Analytic Functions
• Numerical computation in science and engineering
• On the extension of the complex-step derivative technique to pseudospectral algorithms
• The complex-step derivative approximation
• Using Complex Variables to Estimate Derivatives of Real Functions

Cited in

(27)

• Complex variable step method for sensitivity analysis of effective properties in multi-field micromechanics
• A versatile implicit computational framework for continuum-kinematics-inspired peridynamics
• Hyperelastic material modeling using first- and second-order differential operations with complex step derivative approximation
• On the extension of the complex-step derivative technique to pseudospectral algorithms
• A return mapping algorithm based on the hyper dual step derivative approximation for elastoplastic models
• The complex-step derivative approximation
• A highly accurate 1st- and 2nd-order differentiation scheme for hyperelastic material models based on hyper-dual numbers
• Fully spectral collocation method for nonlinear parabolic partial integro-differential equations
• An improved adaptive constraint aggregation for integrated layout and topology optimization
• The complex step approximation to the Fréchet derivative of a matrix function
• The complex step approximation to the higher order Fréchet derivatives of a matrix function
• Complex-step derivative approximation in noisy environment
• On the generalization of the complex step method
• The fractional complex step method
• Bisexual branching processes with offspring and mating depending on the number of couples in the population
• Robust numerical calculation of tangent moduli at finite strains based on complex-step derivative approximation and its application to localization analysis
• Novel first and second order numerical differentiation techniques and their application to nonlinear analysis of Kirchhoff-Love shells
• Quaternionic step derivative: machine precision differentiation of holomorphic functions using complex quaternions
• A comparison of different methods for calculating tangent-stiffness matrices in a massively parallel computational peridynamics code
• Nonlinear robust performance analysis using complex-step gradient approximation
• Complex step derivative approximation of consistent tangent operators for viscoelasticity based on fractional calculus
• Approximating the dynamic VaR risk measure in ruin theory
• Bayesian buckling load optimisation for structures with geometric uncertainties
• Automatic implementation of finite strain anisotropic hyperelastic models using hyper-dual numbers
• A nilpotent algebra approach to Lagrangian mechanics and constrained motion
• Complex-step derivative-based extended Kalman filter for state estimation in twin rotor MIMO system
• On the accuracy of the complex-step-finite-difference method

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