Automatic differentiation: techniques and applications

From MaRDI portal
Publication:1158749


zbMath0473.68025MaRDI QIDQ1158749

Louis B. Rall

Publication date: 1981

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)


68W30: Symbolic computation and algebraic computation

65K10: Numerical optimization and variational techniques

65H10: Numerical computation of solutions to systems of equations

65G30: Interval and finite arithmetic

65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis

68Q70: Algebraic theory of languages and automata

68-02: Research exposition (monographs, survey articles) pertaining to computer science

65D25: Numerical differentiation


Related Items

Unnamed Item, Verification methods for fredholm integral equations, On the optimal cooling strategy for variable-speed continuous casting, Heuristic option pricing with neural networks and the neuro-computer synapse 3, Loki: Software for Computing Cut Loci, The inverse source problem based on the radiative transfer equation in optical molecular imaging, An ADA library for automatic evaluation of derivatives, Early automatic differentiation: the Ch'in-Horner algorithm, Comparison between Baumann and admissible simplex forms in interval analysis, Verified computed Peano constants and applications in numerical quadrature, Some methods of automatic analysis and controllable transformation of programs, Solving nonlinear eigenvalue problems by algorithmic differentiation, Automatic computation of derivatives with the use of the multilevel differentiating technique. I: Algorithmic basis, Truncated Newton method for sparse unconstrained optimization using automatic differentiation, Multivariate reciprocal differences for branched Thiele continued fraction expansions, An algorithm for exact evaluation of multivariate functions and their derivatives to any order, Nonlocal sensitivity analysis, automatic derivative evaluation, and sequential nonlinear estimation, Fast method to compute the scalar product of gradient and given vector, An asynchronous parallel Newton method, Numerical comparisons of nonlinear programming algorithms on serial and vector processors using automatic differentiation, A review of parallel methods for solving sets of linear equations and their application within optimization algorithms, Survey of integral algorithms for ordinary differential equations, Guaranteed inclusions for the complex generalized eigenproblem, Automatic computation of partial derivatives and rounding error estimates with applications to large-scale systems of nonlinear equations, Work by Robert Kalaba on automated sensitivity analysis, Numerical methods for three-dimensional models of the urine concentrating mechanism, Detecting and locating a singular point in the numerical solution of IVPs for ODEs, Automatic differentiation of characterizing sequences, Solving stiff system by Taylor series, On the complexity of self-validating numerical integration and approximation of functions with singularities, Experiments using interval analysis for solving a circuit design problem, Matrix inversion algorithms by means of automatic differentiation, Numerical solution of differential equations to prescribed accuracy, ATOMFT: Solving ODEs and DAEs using Taylor series, On a class of enclosure methods for initial value problems, Automatic differentiation of functions of many variables, Ten methods to bound multiple roots of polynomials, Symbolic differentiation library for simulation of multibody rigid systems., Interval analysis: Theory and applications, Practical quasi-Newton methods for solving nonlinear systems, Self-validating integration and approximation of piecewise analytic functions, Two-stage explicit Runge-Kutta type methods using derivatives, Automatic differentiation: Reduced gradient and reduced Hessian matrix, Validated solutions of initial value problems for ordinary differential equations, Inclusion of solutions of Darboux problems for quasilinear hyperbolic equations, Improved validated bounds for Taylor coefficients and for Taylor remainder series, Taylor series based finite difference approximations of higher-degree derivatives, A numerical method for accurately approximating multivariate normal probabilities, Applications of interval computations to earthquake-resistant engineering: How to compute derivatives of interval functions fast, Verified solution of large systems and global optimization problems, Using Markov's interval arithmetic to evaluate Bessel-Riccati functions, The application of automatic differentiation to problems in engineering analysis, Bounds of high quality for first kind Volterra integral equations, Improved iteration schemes for validation algorithms for dense and sparse nonlinear systems, Numerical solution of dynamic optimization problems using parametrization and \(\text{Op}^{\text{ti}}\text{A}\) software, A continuous location model for siting a non-noxious undesirable facility within a geographical region, Global optimization to prescribed accuracy, Practical global oceanic state estimation, Computing slope enclosures by exploiting a unique point of inflection, The 1-center problem in the plane with independent random weights, Polynomial cost for solving IVP for high-index DAE, General explicit difference formulas for numerical differentiation, Newton's method with deflation for isolated singularities of polynomial systems, New results on verified global optimization, Pitfalls in fast numerical solvers for fractional differential equations, Solving differential-algebraic equations by Taylor series. I: Computing Taylor coefficients, Nonlocal automated sensitivity analysis, Sensitivities of flow and transport parameters in fractured porous media using automatic differentiation, On CFL evolution strategies for implicit upwind methods in linearized Euler equations, Rigorous Sensitivity Analysis for Systems of Linear and Nonlinear Equations, Differentiation in PASCAL-SC: type GRADIENT, Inclusion functions and global optimization, Using Interval Methods for the Numerical Solution of ODE's, Automatic differentiation of functions of derivatives, Computing a sparse Jacobian matrix by rows and columns, Automatic differentiation of numerical integration algorithms