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Effective differentiation techniques in simulation modelling. (English) Zbl 0886.65017

A nice introduction to the technique of automatic differentiation and the comparison in effectiveness of this with traditional differentiation techniques is presented. The general concepts are illustrated with examples of use of the technique in optimization problems (the liquid crystal simulation and circuit simulation) where the automatic differentiation exhibits its applicability.

MSC:

65D25 Numerical differentiation
65D20 Computation of special functions and constants, construction of tables
82D30 Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses)