Higher order numerical differentiation on the infinity computer
From MaRDI portal
Publication:644507
Abstract: There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of information. In this paper, a new way to do this is presented for a new kind of a computer -- the Infinity Computer -- able to work numerically with finite, infinite, and infinitesimal numbers. It is proved that the Infinity Computer is able to calculate values of derivatives of a higher order for a wide class of functions represented by computer procedures. It is shown that the ability to compute derivatives of arbitrary order automatically and accurate to working precision is an intrinsic property of the Infinity Computer related to its way of functioning. Numerical examples illustrating the new concepts and numerical tools are given.
The author discusses an approach for the automatic exact computation of derivatives of functions. While not all details are really clear, it seems that the method is essentially just a disguised form of classical automatic differentiation techniques methods (see the analysis of the underlying number model by \textit{A. E. Gutman} and \textit{S. S. Kutateladze} [Sib. Mat. Zh. 49, No. 5, 1054--1076 (2008); translation in Sib. Math. J. 49, No. 5, 835--841 (2008; Zbl 1224.03045)], or the comments on this number system given in the review of \textit{Ya. D. Sergeyev}'s book [Arithmetic of infinity. Cosenza: Edizioni Orizzonti Meridionali (2003; Zbl 1076.03048)].
Recommendations
- Solving ordinary differential equations on the Infinity Computer by working with infinitesimals numerically
- Computation of higher order Lie derivatives on the infinity computer
- Numerical point of view on calculus for functions assuming finite, infinite, and infinitesimal values over finite, infinite, and infinitesimal domains
- Infinity Computer and Calculus
- Numerical computations and mathematical modelling with infinite and infinitesimal numbers
Cites work
- A new applied approach for executing computations with infinite and infinitesimal quantities
- Fundamentals of engineering numerical analysis
- Global optimization with non-convex constraints. Sequential and parallel algorithms
- Handbook of applied optimization
- scientific article; zbMATH DE number 1682096 (Why is no real title available?)
- scientific article; zbMATH DE number 1722949 (Why is no real title available?)
- scientific article; zbMATH DE number 2129479 (Why is no real title available?)
- scientific article; zbMATH DE number 4027357 (Why is no real title available?)
- scientific article; zbMATH DE number 852360 (Why is no real title available?)
- scientific article; zbMATH DE number 2243090 (Why is no real title available?)
- Numerical computations and mathematical modelling with infinite and infinitesimal numbers
- Numerical Differentiation of Analytic Functions
- Numerical point of view on calculus for functions assuming finite, infinite, and infinitesimal values over finite, infinite, and infinitesimal domains
- On first zero crossing points.
- Two Methods for Solving Optimization Problems Arising in Electronic Measurements and Electrical Engineering
Cited in
(37)- On accuracy of mathematical languages used to deal with the Riemann zeta function and the Dirichlet eta function
- Planar methods and grossone for the conjugate gradient breakdown in nonlinear programming
- Conjugate-symplecticity properties of Euler-Maclaurin methods and their implementation on the infinity computer
- Novel first and second order numerical differentiation techniques and their application to nonlinear analysis of Kirchhoff-Love shells
- On the use of the infinity computer architecture to set up a dynamic precision floating-point arithmetic
- The use of grossone in elastic net regularization and sparse support vector machines
- Spherical separation with infinitely far center
- Infinite numerical computing applied to Hilbert's, Peano's, and Moore's curves
- Iterative grossone-based computation of negative curvature directions in large-scale optimization
- On computational applications of the Levi-Civita field
- The exact (up to infinitesimals) infinite perimeter of the Koch snowflake and its finite area
- Novel local tuning techniques for speeding up one-dimensional algorithms in expensive global optimization using Lipschitz derivatives
- Computation of higher order Lie derivatives on the infinity computer
- Solving the lexicographic multi-objective mixed-integer linear programming problem using branch-and-bound and grossone methodology
- On strong homogeneity of a class of global optimization algorithms working with infinite and infinitesimal scales
- A new approach to the \(Z\)-transform through infinite computation
- The exact measures of the Sierpiński \(d\)-dimensional tetrahedron in connection with a Diophantine nonlinear system
- Polarity and conjugacy for quadratic hypersurfaces: a unified framework with recent advances
- A generalized Taylor method of order three for the solution of initial value problems in standard and infinity floating-point arithmetic
- A Simulink-based software solution using the infinity computer methodology for higher order differentiation
- Independence of the grossone-based infinity methodology from non-standard analysis and comments upon logical fallacies in some texts asserting the opposite
- Optimal estimation of direction in regression models with large number of parameters
- Nonlinear programming and grossone: quadratic programing and the role of constraint qualifications
- Lexicographic multi-objective linear programming using grossone methodology: theory and algorithm
- The Sierpinski curve viewed by numerical computations with infinities and infinitesimals
- A local mean value theorem for functions on non-Archimedean field extensions of the real numbers
- Computations with grossone-based infinities
- Analysis on the Levi-Civita field and computational applications
- Computing the fundamental solutions for equations of electrodynamics
- Interpretation of percolation in terms of infinity computations
- Solving ordinary differential equations on the Infinity Computer by working with infinitesimals numerically
- A Dynamic Precision Floating-Point Arithmetic Based on the Infinity Computer Framework
- A Simulink-Based Infinity Computer Simulator and Some Applications
- scientific article; zbMATH DE number 227092 (Why is no real title available?)
- Fast numerical derivatives of univariate functions on non-uniform grids
- Fast numerical derivatives based on multi-interval Fourier extension
- The Olympic medals ranks, lexicographic ordering, and numerical infinities
This page was built for publication: Higher order numerical differentiation on the infinity computer
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q644507)
