Automatic differentiation: Overview and application to systems of parameterized nonlinear equations

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dc.contributor.advisorDennis, John E., Jr.en_US
dc.creatorRosemblun, Marcela Lauraen_US
dc.date.accessioned2009-06-04T00:29:39Zen_US
dc.date.available2009-06-04T00:29:39Zen_US
dc.date.issued1993en_US
dc.description.abstractAutomatic Differentiation is a computational technique that allows the evaluation of derivatives of functions defined by computer programs. Derivatives are calculated by applying the chain rule of differential calculus to the sequence of elementary computations involved in the program. In this work, an overview of the theory and implementation of automatic differentiation is presented, as well as a description of the available software. An application of automatic differentiation in the context of solving systems of parameterized nonlinear equations is discussed. In this application, the "differentiated" functions are implementations of Newton's method and Broyden's method. The iterates generated by the algorithms are differentiated with respect to the parameters. The results show that whenever the sequence of iterates converges to a solution of the system, the corresponding sequence of derivatives (computed by automatic differentiation) also converges to the correct value. Additionally, we show that the "differentiated" algorithms can be successfully employed in the solution of parameter identification problems via the Black-Box method.en_US
dc.format.extent107 p.en_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.callnoThesis Math. Sci. 1993 Rosemblunen_US
dc.identifier.citationRosemblun, Marcela Laura. "Automatic differentiation: Overview and application to systems of parameterized nonlinear equations." (1993) Master’s Thesis, Rice University. <a href="https://hdl.handle.net/1911/13777">https://hdl.handle.net/1911/13777</a>.en_US
dc.identifier.urihttps://hdl.handle.net/1911/13777en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectMathematicsen_US
dc.subjectComputer scienceen_US
dc.titleAutomatic differentiation: Overview and application to systems of parameterized nonlinear equationsen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentMathematical Sciencesen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Artsen_US
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