Lazy multivariate higher-order forward-mode AD

DOI10.1145/1190216.1190242MaRDI QIDQ3189794zbMATH OpenOpenAlexFDO

Authors Barak A. Pearlmutter, Jeffrey Mark Siskind

Publication date 12 September 2014

Published in Proceedings of the 34th annual ACM SIGPLAN-SIGACT symposium on Principles of programming languages (Search for Journal in Brave)

Full work available at URL http://eprints.maynoothuniversity.ie/2049/1/BP_popl2007-multi-forward-AD.pdf

zbMATH Keywords

higher-order partial derivatives of a multivariate functionnonstandard interpretationpower series

Mathematics Subject Classification ID

Numerical differentiation (65D25) Packaged methods for numerical algorithms (65Y15) Data structures (68P05)

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(12)

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• Comparing high-order multivariate AD methods
• Adaptive Hamiltonian variational integrators and applications to symplectic accelerated optimization
• On the versatility of open logical relations. Continuity, automatic differentiation, and a containment theorem
• Higher order automatic differentiation of higher order functions
• Multicomplex Taylor series expansion for computing high-order derivatives
• Unified form language: a domain-specific language for weak formulations of partial differential equations
• Automatic differentiation with higher infinitesimals, or computational smooth infinitesimal analysis in Weil algebra

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