Applications of Fast Differentiation to Numerical Solution of Ordinary Differential Equations, Numerical Integration and Optimization.
| Project/Area Number |
03640197
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| Research Category |
Grant-in-Aid for General Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Research Field |
General mathematics (including Probability theory/Statistical mathematics)
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| Research Institution | Chiba University |
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Principal Investigator |
ONO Harumi (1992) Chiba University, Faculty of Engineering, Associate Professor, 工学部, 助教授 (70194595)
戸田 英雄 (1991) 千葉大学, 工学部, 教授 (10143257)
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| Co-Investigator(Kenkyū-buntansha) |
HASHIMOTO Akihiro Chiba University, Information Processing Center, Lecturer, 総合情報処理センタ, 講師 (60164779)
HOSHI Mamoru University of Electro-Communications, Graduate School of Information Systems, Pr, 大学院, 教授 (80125955)
小野 令美 千葉大学, 工学部, 講師 (70194595)
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| Project Period (FY) |
1991 – 1992
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| Project Status |
Completed (Fiscal Year 1992)
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| Budget Amount *help |
¥1,800,000 (Direct Cost: ¥1,800,000)
Fiscal Year 1992: ¥400,000 (Direct Cost: ¥400,000)
Fiscal Year 1991: ¥1,400,000 (Direct Cost: ¥1,400,000)
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| Keywords | Automatic differentiation / Romberg integration / Numerical integration / Numerical analysis / Runge-Kutta methods / Approximation for functions / Interval analysis / Ray tracing / Romberg積分 / 数値解析 / 端点補正 / 微係数を用いる数値積分 |
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| Research Abstract |
(1) Application of Automatic Differentiation to Numerical Solution of Ordinary Differential Equations. Explicit Runge-Kutta methods using the second derivatives of function are considered. It is shown that there exist only two stage fourth-order method in which the third-order method is embedded. Furthermore, we presented the fifth-and sixth-order methods which are the most promising methods with respect to the local truncation error. The application to Euler-Trapezoidal rule is also considered, namely, Rosenbrock method using one iteration of Newton method in the computation of the corrector. We are now comparing the ordinary Rosenbrock method with that using automatic differentiation.
(2) Application of Automatic Differentiation to Numerical Integration. We also considered the new variants of the Romberg integration which is efficient for the functions having no singularities. They use the derivatives only at both end points. It is shown that among these variants the method using the first derivatives is one of the most promising with respect to the amount of computational work, because it achieves the same accuracy as the standard Romberg integration with half stepsize.
(3) Application of Automatic Differentiation to Ray Tracing. Automatic differentiation can be used to solve a wide variety of problems in computer graphics. We presented an algorithm for ray tracing implicit surfaces using automatic differentiation method. and investigated the usefulness of such methods for other problems.
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Report
(3 results)
Research Products
(17 results)
