Tangent-on-tangent vs. tangent-on-reverse for second differentiation of constrained functionals

MaRDI QIDQ3528780zbMATH OpenFDO

Authors Massimiliano Martinelli, Laurent Hascoët

Publication date 17 October 2008

zbMATH Keywords

automatic differentiationgradientHessiansoftware toolstangent-on-reversetangent-on-tangentTAPENADE

Mathematics Subject Classification ID

Numerical differentiation (65D25)

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Cited in

(1)

• On the use of second-order derivatives and metamodel-based Monte Carlo method for uncertainty estimation in aerodynamics

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