Abstract

Automatic Differentiation techniques are typically derived based on the chain rule of differentiation. Other methods can be derived based on the inherent mathematical properties of generalized complex numbers that enable first-derivative information to be carried in the non-real part of the number. These methods are capable of producing effectively exact derivative values. However, when second-derivative information is desired, generalized complex numbers are not sufficient. Higher-dimensional extensions of generalized complex numbers, with multiple non-real parts, can produce accurate second-derivative information provided that multiplication is commutative. One particular number system is developed, termed hyper-dual numbers, which produces exact first- and second-derivative information. The accuracy of these calculations is demonstrated on an unstructured, parallel, unsteady Reynolds-Averaged Navier-Stokes solver.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.