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New Applications of Taylor Model Methods-
incollection
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Author(s)
Kyoko Makino
, Martin Berz
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Published in Automatic Differentiation of Algorithms: From Simulation to Optimization
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Editor(s) George Corliss, Christèle Faure, Andreas Griewank, Laurent Hascoët, Uwe Naumann |
Year 2002 |
Publisher Springer |
Abstract Taylor model methods unify many concepts of high-order computational differentiation with verification approaches covering the Taylor remainder term. Not only do they provide local multivariate derivatives, they also allow for highly efficient and sharp verification. We present several recent results obtained with Taylor model methods, including verified optimization, verified quadrature and verified propagation of extended domains of initial conditions through ODEs, approaches towards verified solution of DAEs and PDEs. In all cases, the methods allow the development of new numeric-analytic tools that efficiently capitalize on the availability of derivatives and sharp inclusions over extended ranges. Applications of the methods are given, including global optimization, very high-dimensional numeric quadrature, particle accelerators, and dynamics of near-earth asteroids. |
Cross-References Corliss2002ADo |
BibTeX
@INCOLLECTION{
Makino2002NAo,
author = "Kyoko Makino and Martin Berz",
title = "New Applications of {T}aylor Model Methods",
pages = "359--364",
crossref = "Corliss2002ADo",
abstract = "Taylor model methods unify many concepts of high-order computational
differentiation with verification approaches covering the Taylor remainder term. Not only do they
provide local multivariate derivatives, they also allow for highly efficient and sharp verification.
We present several recent results obtained with Taylor model methods, including verified
optimization, verified quadrature and verified propagation of extended domains of initial conditions
through ODEs, approaches towards verified solution of DAEs and PDEs. In all cases, the methods allow
the development of new numeric-analytic tools that efficiently capitalize on the availability of
derivatives and sharp inclusions over extended ranges. Applications of the methods are given,
including global optimization, very high-dimensional numeric quadrature, particle accelerators, and
dynamics of near-earth asteroids.",
chapter = "43",
booktitle = "Automatic Differentiation of Algorithms: From Simulation to Optimization",
year = "2002",
editor = "George Corliss and Christ{\`e}le Faure and Andreas Griewank and Laurent
Hasco{\"e}t and Uwe Naumann",
series = "Computer and Information Science",
publisher = "Springer",
address = "New York, NY",
referred = "[Kearfott2002TSM]."
}
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