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

DOI10.1016/J.CPC.2009.12.008zbMATH Open1205.65131arXiv0912.2208OpenAlexW1989896051MaRDI QIDQ615133FDOQ615133

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

Publication date: 5 January 2011

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

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.

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

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zbMATH Keywords

numerical examplesnumerical differentiationquantum chromodynamicsTaylor expansionalgorithmic differentiation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Evaluating Derivatives
• Fast Algorithms for Manipulating Formal Power Series
• Algorithm 755: ADOL-C
• The axial vector current in beta decay
• Evaluating higher derivative tensors by forward propagation of univariate Taylor series
• Automatic Differentiation of Computer Programs

Cited In (8)

• Title not available (Why is that?)
• Maximum Likelihood Estimation for a Smooth Gaussian Random Field Model
• The \(n\)th order implicit differentiation formula for two variables with an application to computing all roots of a transcendental function
• Higher-order automatic differentiation of mathematical functions
• Newton step methods for AD of an objective defined using implicit functions
• Modeling finite-volume effects and chiral symmetry breaking in two-flavor QCD thermodynamics
• QCD at finite temperature and density within the fRG approach: an overview
• Optimized higher-order automatic differentiation for the Faddeeva function

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