Piecewise Polynomial Taylor Expansions—The Generalization of Faà di Bruno’s Formula

Tom Streubel (), Caren Tischendorf and Andreas Griewank
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Tom Streubel: Humboldt University of Berlin, Zuse Institute Berlin
Caren Tischendorf: Humboldt University of Berlin
Andreas Griewank: School of Mathematical Sciences and Information Technology

A chapter in Modeling, Simulation and Optimization of Complex Processes HPSC 2018, 2021, pp 63-82 from Springer

Abstract: Abstract We present an extension of Taylor’s Theorem for the piecewise polynomial expansion of non-smooth evaluation procedures involving absolute value operations. Evaluation procedures are computer programs of mathematical functions in closed form expression and allow a different treatment of smooth operations or calls to the absolute value function. The well known classical Theorem of Taylor defines polynomial approximations of sufficiently smooth functions and is widely used for the derivation and analysis of numerical integrators for systems of ordinary differential- or differential-algebraic equations, for the construction of solvers for continuous non-linear optimization of finite dimensional objective functions and for root solving of non-linear systems of equations. The long term goal is the stabilization and acceleration of already known methods and the derivation of new methods by incorporating piecewise polynomial Taylor expansions. The herein provided proof of the higher order approximation quality of the new generalized expansions is constructive and allows efficiently designed algorithms for the execution and computation of the piecewise polynomial expansions. As a demonstration towards the ultimate goal we will derive a prototype of a $$k$$ k -step method on the basis of polynomial interpolation and the proposed generalized expansions.

Keywords: Generalized Taylor expansion; Implicit generation of splines; Non-smooth integration of differential-algebraic equations (DAE and ODE); Multistep methods; Generalized Hermite interpolation; Algorithmic piecewise differentiation (AD and APD); Evaluation procedures; Treating absolute values (abs; max and min) (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-55240-4_3

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DOI: 10.1007/978-3-030-55240-4_3

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