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Applied Numerical Mathematics(1)
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Lecture Notes in Computational Science and Engineering(1)
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)(1)
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scopus(5)
Application of AD-based Quasi-Newton Methods to Stiff ODEs
ArticleAbstract: Systems of stiff ordinary differential equations (ODEs) can be integrated properly only by implicitPalabras claves:Adjoint-based update, ADOL-C, Quasi-Newton, Scaling invariance, Stiff ODEAutores:Andreas Griewank, Schlenkrich S., Walther A.Fuentes:scopusMultiple vector-Jacobian products are cheap
ArticleAbstract: A study is carried out to examine what statements can be made about the relative costs of obtainingPalabras claves:Autores:Andreas Griewank, Best A., Walther A.Fuentes:scopusOn the efficient generation of taylor expansions for DAE solutions by automatic differentiation
Conference ObjectAbstract: Under certain conditions the signature method suggested by Pantiledes and Pryce facilitates the locaPalabras claves:Autores:Andreas Griewank, Walther A.Fuentes:scopusOn the local convergence of adjoint Broyden methods
ArticleAbstract: The numerical solution of nonlinear equation systems is often achieved by so-called quasi-Newton metPalabras claves:Adjoint based update, Automatic differentiation, nonlinear equations, Quasi-Newton methodsAutores:Andreas Griewank, Schlenkrich S., Walther A.Fuentes:scopusOn the numerical stability of algorithmic differentiation
Conference ObjectAbstract: In contrast to integration, the differentiation of a function is an ill-conditioned process, if onlyPalabras claves:Automatic differentiation, Forward-backward stability, IEEE arithmetic, Rounding error estimates, Ultimate roundingAutores:Andreas Griewank, Kulshreshtha K., Walther A.Fuentes:scopus