On the efficient computation of high-order derivatives for implicitly defined functions

DOI10.1016/J.CPC.2009.12.008MaRDI QIDQ615133zbMATHOpenAlexFDO

Authors Mathias Wagner, Andrea Walther, B.-J. Schaefer

Publication date 5 January 2011

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0912.2208

zbMATH Keywords

numerical examplesnumerical differentiationquantum chromodynamicsTaylor expansionalgorithmic differentiation

Mathematics Subject Classification ID

Strong interaction, including quantum chromodynamics (81V05) Numerical differentiation (65D25)

Abstract: Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order derivatives. A technique based on algorithmic differentiation is presented which allows for a precise calculation of higher-order derivatives. The method can be widely applied even for the case of only numerically solvable, implicit dependencies which totally hamper a semi-analytical calculation of the derivatives. As a demonstration the method is applied to a quantum field theoretical physical model. The results are compared with standard numerical derivative methods.

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Cites work

• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• Algorithm 755: ADOL-C
• Automatic Differentiation of Computer Programs
• Evaluating Derivatives
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• Fast Algorithms for Manipulating Formal Power Series
• The axial vector current in beta decay

Cited in

(9)

• Optimized higher-order automatic differentiation for the Faddeeva function
• Newton step methods for AD of an objective defined using implicit functions
• scientific article; zbMATH DE number 5117352 (Why is no real title available?)
• Modeling finite-volume effects and chiral symmetry breaking in two-flavor QCD thermodynamics
• The \(n\)th order implicit differentiation formula for two variables with an application to computing all roots of a transcendental function
• QCD at finite temperature and density within the fRG approach: an overview
• Higher-order automatic differentiation of mathematical functions
• On the use of higher-order formula for numerical derivatives in scientific computing
• Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model

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