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

Dec, 2009
11 pages
Published in:
  • Comput.Phys.Commun. 181 (2010) 756-764
e-Print:

Citations per year

2009201320172021202501234
Abstract: (arXiv)
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.
  • 02.60.Gf
  • 12.38.Aw
  • 02.70.Bf
  • 11.30.Rd
  • Algorithmic differentiation
  • Numerical differentiation
  • Taylor expansion
  • Quantum chromodynamics
  • derivative: high
  • sigma model: linear