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Computing of B-series by automatic differentiation
1. | University of Bergen, Department of Mathematics, Postbox 7800, N-5020 Bergen, Norway, Norway |
References:
[1] |
P. Moan, A. Murua, G. Quispel, M. Sofroniou and G. Spaletta, Symplectic elementary differential Runge-Kutta methods, Numerische Mathematik, (2004). |
[2] |
C. Simó, On the analytical and numerical approximation of invariant manifolds, Les Méthodes Modernes de la Mecánique Céleste, (1990), 285-329. |
[3] |
G. Li and F. Ruskey, The advantages of forward thinking in generating rooted and free trees, 10th annual ACM-SIAM symposium on discrete algorithms, (1999), 939-940. |
[4] |
A. Danis, "Parameter Estimation, Set Valued Numerics," in Preparation, Ph.D thesis: Uppsala University, 2013. |
[5] |
F. Bartha, Ad-trees software, http://www2.math.uu.se/ warwick/CAPA/publications/supplements/Bseries.tar.gz. |
[6] |
S. Finch, Two asymptotic series, http://www.people.fas.harvard.edu/ sfinch/csolve/asym.pdf. |
[7] |
C. Bendtsen and O. Stauning, FADBAD, a flexible C++ package for automatic differentiation, Tech. Rep. IMM-REP-1996-17, TU Denmark, DK-2800 Lyngby, Denmark, (1996). |
[8] |
Computer Assisted Proofs in Dynamics Group, CAPD Library - a C++ package for rigorous numerics, http://capd.ii.uj.edu.pl. |
[9] |
J. G. Siek, L. Q. Leeand A. Lumsdaine, "The Boost Graph Library User Guide and Reference Manual," Addison-Wesley Professional, 2001. |
[10] |
K. Ebrahimi-Fard and D. Manchon, The magnus expansion, trees and Knuth's rotation correspondence, preprint, arXiv:1203.2878. |
[11] |
R. E. Moore, J. A. Davidson, H. R. Jaske and S. Shayer, DIFEQ integration routine - user's manual, Tech. Rep. LMSC 6-90-64-6, Lockheed Missiles and Space Co., Palo Alto, CA, (1964). |
[12] |
, "Graph Drawing,", Lecture Notes in Computer Science, (2009), 22.
doi: 10.1007/978-3-642-11805-0. |
[13] |
A. Abad, R. Barrio, F. Blesa and M. Rodríguez, Algorithm 924: TIDES, a Taylor series Integrator for Differential EquationS, ACM Trans. Math. Software, 39 (2012), Art. 5, 28pp.
doi: 10.1145/2382585.2382590. |
[14] |
M. Berz, Algorithms for higher derivatives in many variables with applications to beam physics, SIAM Automatic Differentiation of Algorithms (Breckenridge, CO, 1991), (1991), 147-156. |
[15] |
J. C. Butcher, An algebraic theory of integration methods, Math. Comp., 26 (1972), 79-106.
doi: 10.1090/S0025-5718-1972-0305608-0. |
[16] |
F. Chapoton and M. Livernet, Pre-Lie algebras and the rooted trees operad, Internat. Math. Res. Notices, 2001 (2001), 395-408.
doi: 10.1155/S1073792801000198. |
[17] |
P. Chartier, E. Hairer and G. Vilmart, Numerical integrators based on modified differential equations, Math. Comp., 76 (2007), 1941-1953.
doi: 10.1090/S0025-5718-07-01967-9. |
[18] |
A. Griewank, "Evaluating Derivatives," Frontiers in Applied Mathematics, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2000. |
[19] |
A. Griewank, J. Utke and A. Walther, Evaluating higher derivative tensors by forward propagation of univariate Taylor series, Math. Comp., 69 (2000), 1117-1130.
doi: 10.1090/S0025-5718-00-01120-0. |
[20] |
E. Hairer, C. Lubich and G. Wanner, "Geometric Numerical Integration," Springer Series in Computational Mathematics, Springer-Verlag, Berlin, 2006. |
[21] |
À. Jorba and M. Zou, A software package for the numerical integration of ODEs by means of high-order Taylor methods, Experiment. Math., 14 (2005), 99-117.
doi: 10.1080/10586458.2005.10128904. |
[22] |
J. M. Plotkin and J. W. Rosenthal, How to obtain an asymptotic expansion of a sequence from an analytic identity satisfied by its generating function, J. Austral. Math. Soc. Ser. A, 56 (1994), 131-143.
doi: 10.1017/S1446788700034777. |
[23] |
W. Tucker, "Validated Numerics," Princeton University Press, Princeton, NJ, 2011. |
show all references
References:
[1] |
P. Moan, A. Murua, G. Quispel, M. Sofroniou and G. Spaletta, Symplectic elementary differential Runge-Kutta methods, Numerische Mathematik, (2004). |
[2] |
C. Simó, On the analytical and numerical approximation of invariant manifolds, Les Méthodes Modernes de la Mecánique Céleste, (1990), 285-329. |
[3] |
G. Li and F. Ruskey, The advantages of forward thinking in generating rooted and free trees, 10th annual ACM-SIAM symposium on discrete algorithms, (1999), 939-940. |
[4] |
A. Danis, "Parameter Estimation, Set Valued Numerics," in Preparation, Ph.D thesis: Uppsala University, 2013. |
[5] |
F. Bartha, Ad-trees software, http://www2.math.uu.se/ warwick/CAPA/publications/supplements/Bseries.tar.gz. |
[6] |
S. Finch, Two asymptotic series, http://www.people.fas.harvard.edu/ sfinch/csolve/asym.pdf. |
[7] |
C. Bendtsen and O. Stauning, FADBAD, a flexible C++ package for automatic differentiation, Tech. Rep. IMM-REP-1996-17, TU Denmark, DK-2800 Lyngby, Denmark, (1996). |
[8] |
Computer Assisted Proofs in Dynamics Group, CAPD Library - a C++ package for rigorous numerics, http://capd.ii.uj.edu.pl. |
[9] |
J. G. Siek, L. Q. Leeand A. Lumsdaine, "The Boost Graph Library User Guide and Reference Manual," Addison-Wesley Professional, 2001. |
[10] |
K. Ebrahimi-Fard and D. Manchon, The magnus expansion, trees and Knuth's rotation correspondence, preprint, arXiv:1203.2878. |
[11] |
R. E. Moore, J. A. Davidson, H. R. Jaske and S. Shayer, DIFEQ integration routine - user's manual, Tech. Rep. LMSC 6-90-64-6, Lockheed Missiles and Space Co., Palo Alto, CA, (1964). |
[12] |
, "Graph Drawing,", Lecture Notes in Computer Science, (2009), 22.
doi: 10.1007/978-3-642-11805-0. |
[13] |
A. Abad, R. Barrio, F. Blesa and M. Rodríguez, Algorithm 924: TIDES, a Taylor series Integrator for Differential EquationS, ACM Trans. Math. Software, 39 (2012), Art. 5, 28pp.
doi: 10.1145/2382585.2382590. |
[14] |
M. Berz, Algorithms for higher derivatives in many variables with applications to beam physics, SIAM Automatic Differentiation of Algorithms (Breckenridge, CO, 1991), (1991), 147-156. |
[15] |
J. C. Butcher, An algebraic theory of integration methods, Math. Comp., 26 (1972), 79-106.
doi: 10.1090/S0025-5718-1972-0305608-0. |
[16] |
F. Chapoton and M. Livernet, Pre-Lie algebras and the rooted trees operad, Internat. Math. Res. Notices, 2001 (2001), 395-408.
doi: 10.1155/S1073792801000198. |
[17] |
P. Chartier, E. Hairer and G. Vilmart, Numerical integrators based on modified differential equations, Math. Comp., 76 (2007), 1941-1953.
doi: 10.1090/S0025-5718-07-01967-9. |
[18] |
A. Griewank, "Evaluating Derivatives," Frontiers in Applied Mathematics, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 2000. |
[19] |
A. Griewank, J. Utke and A. Walther, Evaluating higher derivative tensors by forward propagation of univariate Taylor series, Math. Comp., 69 (2000), 1117-1130.
doi: 10.1090/S0025-5718-00-01120-0. |
[20] |
E. Hairer, C. Lubich and G. Wanner, "Geometric Numerical Integration," Springer Series in Computational Mathematics, Springer-Verlag, Berlin, 2006. |
[21] |
À. Jorba and M. Zou, A software package for the numerical integration of ODEs by means of high-order Taylor methods, Experiment. Math., 14 (2005), 99-117.
doi: 10.1080/10586458.2005.10128904. |
[22] |
J. M. Plotkin and J. W. Rosenthal, How to obtain an asymptotic expansion of a sequence from an analytic identity satisfied by its generating function, J. Austral. Math. Soc. Ser. A, 56 (1994), 131-143.
doi: 10.1017/S1446788700034777. |
[23] |
W. Tucker, "Validated Numerics," Princeton University Press, Princeton, NJ, 2011. |
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