Automatic Differentiation Through the Use of Hyper-Dual Numbers for Second Derivatives

DOI10.1007/978-3-642-30023-3_15zbMath1251.65026OpenAlexW2258944932MaRDI QIDQ2913128

Jeffrey A. Fike, Juan J. Alonso

Publication date: 26 September 2012

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-30023-3_15

zbMATH Keywords

MPInumerical examplesHessianautomatic differentiationCUDAoperator overloadinghyper-dual numbersforward modesecond derivativesgeneralized complex numberschain rule of differentiationC ++Reynolds-averaged Navier-Stokes solver

Mathematics Subject Classification ID

Navier-Stokes equations for incompressible viscous fluids (76D05) Numerical differentiation (65D25)

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Uses Software

• ADOL-C
• CUDA
• Autodiff