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  2. Hessian automatic differentiation - Wikipedia

    en.wikipedia.org/wiki/Hessian_automatic...

    See the example figure on the right. Appended to this nonlinear edge is an edge weight that is the second-order partial derivative of the nonlinear node in relation to its predecessors. This nonlinear edge is subsequently pushed down to further predecessors in such a way that when it reaches the independent nodes, its edge weight is the second ...

  3. Crank–Nicolson method - Wikipedia

    en.wikipedia.org/wiki/Crank–Nicolson_method

    The Crank–Nicolson stencil for a 1D problem. The Crank–Nicolson method is based on the trapezoidal rule, giving second-order convergence in time.For linear equations, the trapezoidal rule is equivalent to the implicit midpoint method [citation needed] —the simplest example of a Gauss–Legendre implicit Runge–Kutta method—which also has the property of being a geometric integrator.

  4. Second derivative - Wikipedia

    en.wikipedia.org/wiki/Second_derivative

    The second derivative of a function f can be used to determine the concavity of the graph of f. [2] A function whose second derivative is positive is said to be concave up (also referred to as convex), meaning that the tangent line near the point where it touches the function will lie below the graph of the function.

  5. Automatic differentiation - Wikipedia

    en.wikipedia.org/wiki/Automatic_differentiation

    The above arithmetic can be generalized to calculate second order and higher derivatives of multivariate functions. However, the arithmetic rules quickly grow complicated: complexity is quadratic in the highest derivative degree. Instead, truncated Taylor polynomial algebra can be used. The resulting arithmetic, defined on generalized dual ...

  6. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    First-order means that only the first derivative of y appears in the equation, and higher derivatives are absent. Without loss of generality to higher-order systems, we restrict ourselves to first-order differential equations, because a higher-order ODE can be converted into a larger system of first-order equations by introducing extra variables.

  7. Laplace operators in differential geometry - Wikipedia

    en.wikipedia.org/wiki/Laplace_operators_in...

    It is defined as the trace of the second covariant derivative: Δ T = tr ∇ 2 T , {\displaystyle \Delta T={\text{tr}}\;\nabla ^{2}T,} where T is any tensor, ∇ {\displaystyle \nabla } is the Levi-Civita connection associated to the metric, and the trace is taken with respect to the metric.

  8. Symmetry of second derivatives - Wikipedia

    en.wikipedia.org/wiki/Symmetry_of_second_derivatives

    In other words, the matrix of the second-order partial derivatives, known as the Hessian matrix, is a symmetric matrix. Sufficient conditions for the symmetry to hold are given by Schwarz's theorem, also called Clairaut's theorem or Young's theorem. [1] [2]

  9. p-Laplacian - Wikipedia

    en.wikipedia.org/wiki/P-Laplacian

    In general solutions of equations involving the p-Laplacian do not have second order derivatives in classical sense, thus solutions to these equations have to be understood as weak solutions. For example, we say that a function u belonging to the Sobolev space W 1 , p ( Ω ) {\displaystyle W^{1,p}(\Omega )} is a weak solution of