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High dimensional integration of kinks and jumps—Smoothing by preintegration
ArticleAbstract: We show how simple kinks and jumps of otherwise smooth integrands over Rd can be dealt with by a prePalabras claves:ANOVA decomposition, Conditional sampling, High dimensional integration, Preintegration, Quasi Monte Carlo, SmoothingAutores:Andreas Griewank, Kuo F., Leovey H., Sloan I.Fuentes:scopusHigh-order stiff ODE solvers via automatic differentiation and rational prediction
Conference ObjectAbstract: A class of higher order methods is investigated which can be viewed as implicit Taylor series methodPalabras claves:Autores:Andreas Griewank, Corliss G.F., Henneberger P., Kirlinger G., Potra F.A., Stetter H.J.Fuentes:scopusHigher derivative tensors from univariate Taylor series with comparison to Maple on an engineering problem
ReviewAbstract: We consider the problem of evaluating partial derivatives of a vector function defined by a computerPalabras claves:Autores:Andreas Griewank, Vogel O., Walther A.Fuentes:scopusExploiting parallelism in automatic differentiation
Conference ObjectAbstract: The numerical methods employed in the solution of many scientific computing problems require the comPalabras claves:Autores:Andreas Griewank, Bischof C., Juedes D.Fuentes:scopusExtension of fixed point PDE solvers for optimal design by one-shot method: With first applications to aerodynamic shape optimization
ArticleAbstract: This paper concerns mathematical methods, algorithmic techniques and software tools for the transitiPalabras claves:Automated optimal design, One-shotAutores:Andreas Griewank, Gauger N.R., Riehme J.Fuentes:scopusFinite convergence of an active signature method to local minima of piecewise linear functions
ArticleAbstract: We previously derived first-order (KKT) and second-order (SOSC) optimality conditions for functionsPalabras claves:abs-normal form, active set and signature, Karush–Kuhn–Tucker (KKT), linear independence kink qualification (LIKQ), normal growth, quadratic regularization, Successive abs-linear minimization (SALMIN), tangential stationarityAutores:Andreas Griewank, Walther A.Fuentes:scopusFirst order method for optimal control using parmetric optimization
Conference ObjectAbstract: We consider the optimal control problem from view point of parametric aspects. We have examined thePalabras claves:KKT conditions, Optimal Control, Parametric optimizationAutores:Andreas Griewank, Radwan A.Fuentes:scopusFirst- and second-order optimality conditions for piecewise smooth objective functions
ArticleAbstract: Any piecewise smooth function that is specified by an evaluation procedure involving smooth elementaPalabras claves:abs-normal form, decomposition, Karush–Kuhn–Tucker, normal growth, Piecewise linearization, projected Hessian, second-order optimality, tangential stationarityAutores:Andreas Griewank, Walther A.Fuentes:scopusEvaluating higher derivative tensors by forward propagation of univariate Taylor series
ReviewAbstract: This article considers the problem of evaluating all pure and mixed partial derivatives of some vectPalabras claves:Computational differentiation, Higher order derivativesAutores:Andreas Griewank, Utke J., Walther A.Fuentes:scopusFrom the product example to PDE adjoints, algorithmic differentiation and its application (Invited talk)
Conference ObjectAbstract: At the last conference on algorithmic or automatic differentiation (AD) in July 2012, Bert SpeelpennPalabras claves:Autores:Andreas GriewankFuentes:scopus