Automatic differentiation of numerical integration algorithms
نویسندگان
چکیده
منابع مشابه
Automatic differentiation of numerical integration algorithms
Automatic differentiation (AD) is a technique for automatically augmenting computer programs with statements for the computation of derivatives. This article discusses the application of automatic differentiation to numerical integration algorithms for ordinary differential equations (ODEs), in particular, the ramifications of the fact that AD is applied not only to the solution of such an algo...
متن کاملAutomatic Diierentiation of Numerical Integration Algorithms
Automatic diierentiation (AD) is a technique for automatically augmenting computer programs with statements for the computation of derivatives. This article discusses the application of automatic diierentiation to numerical integration algorithms for ordinary diierential equations (ODEs), in particular, the ramiications of the fact that AD is applied not only to the solution of such an algorith...
متن کاملAutomatic differentiation of ODE integration
3 Example: Differentiating the Lotka-Volterra ODE system 2 3.1 The Lotka-Volterra ODE system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 3.2 The derivatives of the Lotka-Volterra ODE system . . . . . . . . . . . . . . . . . . 3 3.3 Integration of the original and augmented Lotka-Volterra ODE system with the Runge-Kutta method . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
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متن کاملAutomatic differentiation and numerical software design
Automatic diierentiation (AD) tools can generate accurate and eecient derivative code for computer programs of arbitrary length. In some cases, however, the developer of the code to be diierentiated may be required to provide additional information to an AD tool to ensure the desired solution. We illustrate these issues with nondiierentiable language intrinsics such as max() in the context of c...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1999
ISSN: 0025-5718
DOI: 10.1090/s0025-5718-99-01027-3