Hernan Leovey (HU Berlin)

2009/10/23, 12:30 Before the BMS Friday Colloquium by Prof. Andreas Griewank

Urania Berlin, at the BMS Loft (2nd floor)

Practically all calculus based numerical methods for nonlinear computations are based on truncated Taylor expansions of problem-specific functions. The basic assumption of AD is that the function to be differentiated is at least conceptually evaluated by a sequence of "elemental" statements. We will see how the basic forward mode of Automatic Differentiation works and also some advanced applications to the field of high dimensional integration.