In a previous paper (Lyness and Moler [1]), several closely related formulas of use for obtaining a derivative of an analytic function numerically are derived. Each of these formulas consists of a ...

Proceedings of the American Mathematical Society, Vol. 36, No. 2 (Dec., 1972), pp. 485-490 (6 pages) This paper is concerned with differentiation of interval functions appearing in interval analysis.

Revise differentiation of algebraic and trigonometric expressions, which can be used for calculating rates of change, stationary points and their nature, or the gradient and equation of a tangent to a ...

Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...

Adjoint algorithmic differentiation is a mathematical technique used to significantly speed up the calculation of sensitivities of derivatives prices to underlying factors, called Greeks. It is widely ...