% File: all_brec.bib Updated: 07-JUL-1992 % % Automatic Differentiation Bibliography, % collected by George F. Corliss, % in Automatic Differentiation of Algorithms: % Theory, Implementation, and Application, % Andreas Griewank and George Corliss (eds.), % SIAM, Philadelphia, Penn., 1991. % % Assumes commands to get Russian digraphs: % \newcommand{\Yu}{{Yu}} % \newcommand{\Ye}{{Ye}} % \newcommand{\Ju}{{Ju}} @BOOK { Aber88a, AUTHOR = "Aberth, Oliver", TITLE = "Precise Numerical Analysis", PUBLISHER = "William Brown", ADDRESS = "Dubuque, Iowa", YEAR = "1988", COMMENT = "Text for a one semester, junior level course in numerical analysis. Includes PC disk with software written in PBASIC. Sound introductory level discussion of code lists and error capture techniques.", KEYWORDS = "general numerical analysis; interval techniques; differentiation arithmetic; variable precision arithmetic; linear algebra; differentiation; integration; ordinary differential equations.", ABSTRACT = "Aberth addresses elementary issues of precise floating point computations using variable precision range arithmetic. Numbers are represented as a variable precision number $\pm$ a range. Rational arithmetic is also considered. Chapters are devoted to \begin{enumerate} \item rootfinding, \item polynomial rootfinding, \item numerical linear algebra, \item differentiation and integration, and \item ordinary differential equations.\end{enumerate} Differentiation is handled by a codelist approach like [Rall81a], and applications to Taylor series are given. Interval techniques for ordinary differential equations are based on using an {\it a priori\/} bound to capture remainder terms. Several methods are illustrated, including Taylor series methods." } @BOOK { Abra70a, EDITOR = "Abramowitz, M. and Stegun, I. A.", TITLE = "Handbook of Mathematical Functions", PUBLISHER = "Dover", SERIES = "", ADDRESS = "New York", YEAR = "1970", REFERRED = "[Layn91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Adam69a, AUTHOR = "Adamson, D. S. and Winant, C. W.", TITLE = "A {SLANG} Simulation of an Initially Strong Shock Wave Downstream of an Infinite Area Change", BOOKTITLE = "Proceedings of the Conference on Applications of Continuous-System Simulation Languages", PUBLISHER = "", YEAR = "1969", PAGES = "231--240", REFERRED = "[Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @MANUAL { AdaLRM, AUTHOR = "{Ada Joint Program Office}", TITLE = "Reference Manual for the {A}da Programming Language, {ANSI/MIL--STD--1815A}", ORGANIZATION = "", ADDRESS = "Washington, D.C.", YEAR = "1983", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { AFNO83a, AUTHOR = "AFNOR", TITLE = "Le Langage de Programmation {FORTRAN}", INSTITUTION = "{A}ssociation {F}ran\c{c}aise de {N}ormalisation, {T}our {E}urope, {C}edex 7, {F}-92080 {P}aris {L}a {D}efense {C}edex, France", YEAR = "1983", TYPE = "norme {I}{S}{O} 1539 (norme {N}{F} {Z} 65-110)", NUMBER = "", ADDRESS = "", REFERRED = "[Soul91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Ahoa86a, AUTHOR = "Aho, A. V. and Sethi, R and Ullman, J. D.", TITLE = "Compilers: {P}rinciples, Techniques, and Tools", PUBLISHER = "Addison-Wesley", SERIES = "", ADDRESS = "Reading, Mass.", YEAR = "1986", REFERRED = "[Thac91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Aida89a, AUTHOR = "Aida-Zade, K. R. and Evtushenko, {\Yu}ri G.", TITLE = "Bystroe avtomaticheskoe differentsirovanie na {{\`{E}}{V}{M}} ({F}ast Automatic Differentiation)", JOURNAL = "Matematicheskoe Modelirovanie (Mathematical Modelling)", VOLUME = "1", NUMBER = "", YEAR = "1989", PAGES = "121--139", REFERRED = "[Evtu91a]; [Irim91a].", NOTE = "(In Russian).", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Alef83a, AUTHOR = "Alefeld, G. and Herzberger, J.", TITLE = "Introduction to Interval Computations", PUBLISHER = "Academic Press", SERIES = "", ADDRESS = "New York", YEAR = "1983", REFERRED = "[Irim91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Ande79a, AUTHOR = "Anderson, L. and Ibragimov, Nail~H.", TITLE = "Lie-Backlund Transformations in Applications", PUBLISHER = "SIAM", SERIES = "Studies in Applied Mathematics", ADDRESS = "Philadelphia, Penn.", YEAR = "1979", REFERRED = "[Mich91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Arbe86a, AUTHOR = "Arbenz, P. and Gander, W.", TITLE = "Solving nonlinear eigenvalue problems by algorithmic differentiation", JOURNAL = "Computing", VOLUME = "36", YEAR = "1986", PAGES = "205--215", KEYWORDS = "nonlinear eigenvalue problems; differentiation arithmetic; numerical results.", ABSTRACT = "The eigenvalues of a matrix $A(\lambda)$ can be found by a zero finding method applied to the determinant function $det(A(\lambda))$. The derivatives of $det(A(\lambda))$ can be found by differentiation arithmetic. The paper presents such an algorithm. Various numerical examples are provided and timing comparisons are given.", } @BOOK { Arbi87a, AUTHOR = "Arbib, M.", TITLE = "Brains, Machines, and Mathematics", PUBLISHER = "Springer Verlag", SERIES = "", ADDRESS = "Berlin", YEAR = "1987", REFERRED = "[Saar91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Ball69a, AUTHOR = "Ball, William E.", TITLE = "{BSOLVE}: {S}olution to a set of nonlinear equations by {M}arquardt's method", BOOKTITLE = "Material and Energy Balance Computations", YEAR = "1969", EDITOR = "Henley, Ernest J. and Rosen, Edward M.", PUBLISHER = "John Wiley and Sons", ADDRESS = "New York", PAGES = "560--566", REFERRED = "[Soul91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Ball73a, AUTHOR = "Ball, William E.", TITLE = "The {BSOLVE} subroutine", BOOKTITLE = "Optimization Techniques with {FORTRAN}", YEAR = "1973", EDITOR = "Kuester, James L. and Mize, Joe H", PUBLISHER = "McGraw-Hill", ADDRESS = "New York", PAGES = "240--250", REFERRED = "[Soul91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Bard74a, AUTHOR = "Bard, Y.", TITLE = "Nonlinear Parameter Estimation", PUBLISHER = "Academic Press", SERIES = "", ADDRESS = "New York", YEAR = "1974", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bart89a, AUTHOR = "Bartholomew-Biggs, M. C. and Dixon, Lawrence C. W. and Maany, Z. and Mohseninia, M.", TITLE = "Three Papers on Automatic Differentiation Presented at the {IFAC} {S}ymposium on ``{D}ynamic {M}odelling \& {C}ontrol of {N}ational {E}conomies,'' {J}uly 1989, {E}dinburgh, {S}cotland", TYPE = "Technical Report", NUMBER = "No. 223", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", YEAR = "1988", PAGES = "", REFERRED = "", COMMENT = "", NOTE = "Contains Automatic Differentiation of Large Sparse Systems, Automatic Differentiation and Constrained Optimization, and Parallel Automatic Differentiation in Ada Applied to the Navier Stokes Equations.", KEYWORDS = "point algorithm; differentiation arithmetic; optimisation.", ABSTRACT = "It is shown how the extended operations set of Ada can be used to allow automatic differentiation to be specified in a natural way. This is then applied to solving optimisation problems using the truncated Newton method, see [Dixo86a]." } @ARTICLE { Bart80a, AUTHOR = "Barton, David", TITLE = "On {T}aylor series and stiff equations", JOURNAL = "ACM Trans. Math. Software", VOLUME = "6", NUMBER = "3", YEAR = "1980", PAGES = "280--294", REFERRED = "MR 82e 65078; [Corl82a]; [Gupt85a]; [Hali83a].", COMMENT = "", KEYWORDS = "point algorithm; Taylor series; stiff; automatic differentiation.", ABSTRACT = "Surveys the work of Barton, Willers, and Zahar on Taylor series methods. Gives a predictor-corrector algorithm based on Taylor series. Parts: \begin{enumerate} \item Estimate the local error by matching the series at $ t_r $ and the series at $ t_{r+1} $ at the midpoint. \item Predict stepsize (iteratively) to achieve a fraction of the desired tolerance. This is very expensive. \item The predictor formula is an ordinary Taylor polynomial. The corrector formula uses eigenvalues of the Jacobian to distort the series at $ t_{r+1} $ to compute the actual local contributions of the transients. \item Determine the order of the series. \item Detect when a transient has died away, or when it has reappeared.\end{enumerate} A preprocessor written in PL/1 uses automatic differentiation to write a Fortran program which uses recurrence relations to compute the series." } @ARTICLE { Bart70a, AUTHOR = "Barton, David and Willers, I. M. and Zahar, R. V. M.", TITLE = "The automatic solution of ordinary differential equations by the method of {T}aylor series.", JOURNAL = "Computer J.", VOLUME = "14", NUMBER = "3", YEAR = "1970", PAGES = "243--248", REFERRED = "[Aber88a]; [Chan74a]; [Chan86a]; [Corl82a]; [Fisc87e]; [Hans80a].", COMMENT = "", KEYWORDS = "point algorithms; Taylor series; computer languages; differentiation arithmetic.", ABSTRACT = "The paper presents a simple langauge for the specification of mixed algebraic-ordinary differential systems with initial conditions. The language is specified in a BNF-type form. It is shown how to compile and optimise this language. The authors then apply the automatic differentiation technique of [Moor66a] to generate the Taylor series solution of a system specified in this language. Some simple examples of the language are given, but no numerical results are provided." } @INCOLLECTION { Bart71a, AUTHOR = "Barton, David and Willers, I. M. and Zahar, R. V. M.", TITLE = "Taylor Series Methods for Ordinary Differential Equations -- {A}n Evaluation", BOOKTITLE = "Mathematical Software", YEAR = "1971", EDITOR = "Rice, John", PUBLISHER = "Academic Press", ADDRESS = "New York", PAGES = "369--390", REFERRED = "[Fisc87e].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Baue74a, AUTHOR = "Bauer, F. L.", TITLE = "Computational graphs and rounding errors", JOURNAL = "SIAM J. on Numerical Analysis", VOLUME = "11", NUMBER = "", YEAR = "1974", PAGES = "87--96", REFERRED = "[Char91a]; [Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Baur83a, AUTHOR = "Baur, W. and Strassen, V.", TITLE = "The Complexity of Partial Derivatives", JOURNAL = "Theoretical Computer Science", VOLUME = "22", YEAR = "1983", PAGES = "317--330", REFERRED = "[Gold91a]; [Irim91a]; [Kubo91a].", KEYWORDS = "", ABSTRACT = "", } @BOOK { Beck88a, AUTHOR = "Becker, Richard A. and Chambers, John M. and Wilks, Allan R.", TITLE = "The New {S} Language", PUBLISHER = "{Wadsworth and Brooks/Cole}", SERIES = "Computer Science Series", ADDRESS = "Pacific Grove, Calif.", YEAR = "1988", REFERRED = "[Corl91a].", } @TECHREPORT { Beda59a, AUTHOR = "Beda, L. M. and Korolev, L. N. and Sukkikh, N. V. and Frolova, T. S.", TITLE = "Programs for automatic differentiation for the machine {BESM}", TYPE = "{T}echnical {R}eport", NUMBER = "", INSTITUTION = "Institute for Precise Mechanics and Computation Techniques, Academy of Science", ADDRESS = "Moscow, USSR", YEAR = "1959", REFERRED = "[Fisc87e]; [Grie91e]; [Ostr71a].", NOTE = "(In Russian).", COMMENT = "Seems to be the earliest paper on the subject -- Fischer.", KEYWORDS = "differentiation arithmetic; computer program.", ABSTRACT = "", } @BOOK { Bell65b, AUTHOR = "Bellman, R. E. and Kalaba, Robert E.", TITLE = "Quasilinearization and Nonlinear Boundary Value Problems", PUBLISHER = "American Elsevier Publishing Co.", SERIES = "", ADDRESS = "New York", YEAR = "1965", REFERRED = "[Tham91a].", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bell65a, AUTHOR = "Bellman, R. E. and Kagiwada, Harriet H. and Kalaba, Robert E.", TITLE = "{W}engert's Numerical Method for Partial Derivatives, Orbit Determination, and Quasilinearization", JOURNAL = "Comm. ACM", YEAR = "1965", VOLUME = "8", NUMBER = "4", PAGES = "231--232", REFERRED = "[Fisc87e]; [Kala83a]; [Tesf91a]", COMMENT = "This is a comment on Wengert's paper, see [Weng64a].", KEYWORDS = "point algorithms; partial derivatives.", ABSTRACT = "The method presented in [Weng64a] is tested on specific problem. It is shown that the method is valid for this specific problem.", } @TECHREPORT { Berz87a, AUTHOR = "Berz, Martin", TITLE = "The Differential Algebra {FORTRAN} Precompiler {DAFOR}", INSTITUTION = "Los Alamos National Laboratory", ADDRESS = "Los Alamos, N.M.", TYPE = "Technical Report AT--3", NUMBER = "TN--87--32", MONTH = "", YEAR = "1987", REFERRED = "[Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz87b, AUTHOR = "Berz, Martin", TITLE = "The method of power series tracking for the mathematical description of beam dynamics", JOURNAL = "Nuclear Instruments and Methods", VOLUME = "A258", NUMBER = "", MONTH = "", YEAR = "1987", PAGES = "431 +", REFERRED = "[Berz91a]; [Mich91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz88a, AUTHOR = "Berz, Martin", TITLE = "{D}ifferential algebraic description and analysis of trajectories in vacuum electronic devices including spacecharge effects", JOURNAL = "IEEE Transactions on Electron Devices", VOLUME = "53", NUMBER = "11", MONTH = "", YEAR = "1988", PAGES = "2002 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz88b, AUTHOR = "Berz, Martin", TITLE = "Differential Algebraic Treatment of Beam Dynamics to Very High Orders including Applications to Spacecharge", JOURNAL = "AIP Conference Proceedings", VOLUME = "177", NUMBER = "", YEAR = "1988", PAGES = "275 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz89a, AUTHOR = "Berz, Martin", TITLE = "Differential Algebraic Description of Beam Dynamics to Very High Order", JOURNAL = "Particle Accelerators", VOLUME = "24", NUMBER = "", YEAR = "1989", PAGES = "109", REFERRED = "[Berz91a]; [Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Berz89b, AUTHOR = "Berz, Martin", TITLE = "Differential algebra -- {A} new tool", BOOKTITLE = "Proceedings of the 1989 IEEE Particle Accelerator Conference", YEAR = "March 20--23, 1989", EDITOR = "Bennet, Floyd and Kopta, Joyce", PUBLISHER = "IEEE", ADDRESS = "", PAGES = "", REFERRED = "[Mich91a].", COMMENT = "IEEE Catalog Number 89CH2669-0", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Berz89c, AUTHOR = "Berz, Martin", TITLE = "The Description of Particle Accelerators using High Order Perturbation Theory on Maps", BOOKTITLE = "Physics of Particle Accelerators, vol. 1", VOLUME = "", YEAR = "1989", EDITOR = "M. Month", PUBLISHER = "American Institute of Physics", ADDRESS = "", PAGES = "961 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Berz90a, AUTHOR = "Berz, Martin", TITLE = "Differential Algebra Precompiler Version 3 --- {R}eference Manual", INSTITUTION = "National Superconducting Cyclotron Laboratory, Michigan State University", TYPE = "Technical Report", NUMBER = "MSUCL -- 755", ADDRESS = "East Lansing, Mich.", YEAR = "1990", REFERRED = "[Berz91a]; [Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @TECHREPORT { Berz90b, AUTHOR = "Berz, Martin", TITLE = "{COSY} {INFINITY} Version 3 Reference Manual", INSTITUTION = "National Superconducting Cyclotron Lab., Michigan State University", TYPE = "Technical Report", NUMBER = "MSUCL -- 751", ADDRESS = "East Lansing, Mich.", YEAR = "1990", REFERRED = "[Berz91a]; [Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz90c, AUTHOR = "Berz, Martin", TITLE = "Computational Aspects of Design and Simulation: {COSY} {INFINITY}", JOURNAL = "Nuclear Instruments and Methods", VOLUME = "A298", NUMBER = "", YEAR = "1990", PAGES = "473 +", REFERRED = "[Berz91a]; [Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Berz90d, AUTHOR = "Berz, Martin", TITLE = "{COSY} {INFINITY}, an arbitrary order general purpose optics code", BOOKTITLE = "Computer Codes and the Linear Accelerator Community", YEAR = "1990", EDITOR = "", PUBLISHER = "Los Alamos LA--11857--C", ADDRESS = "", PAGES = "137 +", REFERRED = "[Berz91a]; [Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @ARTICLE { Berz90e, AUTHOR = "Berz, Martin", TITLE = "Arbitrary order description of arbitrary particle optical systems", JOURNAL = "Nuclear Instruments and Methods", VOLUME = "A298", NUMBER = "", MONTH = "", YEAR = "1990", PAGES = "426 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Berz90f, AUTHOR = "Berz, Martin", TITLE = "The {DA} precompiler {DAFOR}", INSTITUTION = "Lawrence Berkeley National Laboratory", MONTH = "", YEAR = "1990", TYPE = "{T}echnical {R}eport", NUMBER = "", ADDRESS = "Berkeley, Calif.", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Berz91a, AUTHOR = "Berz, Martin", TITLE = "Forward Algorithms for High Orders and Many Variables with Application to Beam Physics", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "147--156", REFERRED = "[Flan91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Berz91b, AUTHOR = "Berz, Martin", TITLE = "{COSY} {INFINITY} Version 4 Reference Manual", INSTITUTION = "National Superconducting Cyclotron Lab., Michigan State University", TYPE = "Technical Report", NUMBER = "MSUCL -- 771", ADDRESS = "East Lansing, Mich.", YEAR = "1991", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @ARTICLE { Berz91c, AUTHOR = "Berz, Martin", TITLE = "Automatic differentiation as an application of nonarchimedean analysis", JOURNAL = "IMACS Annals of Computing and Applied Mathematics", VOLUME = "", NUMBER = "", MONTH = "", YEAR = "in print", PAGES = "", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Berz87c, AUTHOR = "Martin Berz and H.~Wollnik", TITLE = "The program {HAMILTON} for the analytic solution of the equations of motion in particle optical systems through fifth order", JOURNAL = "Nuclear Instruments and Methods", VOLUME = "A258", NUMBER = "", MONTH = "", YEAR = "1987", PAGES = "364 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bigg71a, AUTHOR = "Biggs, M. C.", TITLE = "Minimization algorithms making use of non-quadratic properties of the objective function", JOURNAL = "J. the Institute of Mathematics and Its Applications", VOLUME = "8", NUMBER = "", YEAR = "1971", PAGES = "315--327", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bigg73a, AUTHOR = "Biggs, M. C.", TITLE = "A note on minimization algorithms which make use of non-quadratic properties of the objective function", JOURNAL = "J. the Institute of Mathematics and Its Applications", VOLUME = "12", NUMBER = "", YEAR = "1973", PAGES = "337--338", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Bisc91a, AUTHOR = "Bischof, Christian", TITLE = "Issues in Parallel Automatic Differentiation", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "100--113", REFERRED = "[Corl91a]; [Layn91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Bisc91b, AUTHOR = "Bischof, Christian and Griewank, Andreas and Juedes, David", TITLE = "Exploiting parallelism in automatic differentiation", BOOKTITLE = "Proceedings of the 1991 International Conference on Supercomputing", EDITOR = "Elias Houstis and Yoichi Muraoka", PUBLISHER = "ACM Press", ADDRESS = "Baltimore, Md.", YEAR = "1991", PAGES = "146--153", NOTE = "Also appeared as Preprint MCS--P204--0191, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., January 1991.", REFERRED = "[Bisc91a].", } @TECHREPORT { Bisc91c, AUTHOR = "Bischof, Christian and Hu, James", TITLE = "Utilities for Building and Optimizing a Computational Graph for Algorithmic Decomposition", INSTITUTION = "Mathematics and Computer Sciences Division, Argonne National Laboratory", YEAR = "1991", TYPE = "Technical Memorandum", NUMBER = "ANL/MCS--TM--148", ADDRESS = "Argonne, Ill.", MONTH = "April", NOTE = "", REFERRED = "[Bisc91a].", } @TECHREPORT { Bisc91f, AUTHOR = "Christian Bischof and Alan Carle and George Corliss and Andreas Griewank and Paul Hovland", TITLE = "Generating Derivative Codes from {F}ortran Programs", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "February", YEAR = "1992", TYPE = "Preprint", NUMBER = "MCS--P263--0991", ADDRESS = "Argonne, Ill.", NOTE = "Also appeared as Technical Report 91185, Center for Research in Parallel Computation, Rice University, Houston, Tex.", REFERRED = "[Bisc91g]; [Bisc91h].", COMMENT = "Working Note \# 1", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bisc92c, AUTHOR = "Christian Bischof and Alan Carle and George Corliss and Andreas Griewank and Paul Hovland", TITLE = "Generating Derivative Codes from {F}ortran Programs", JOURNAL = "Scientific Computing", VOLUME = "", NUMBER = "", YEAR = "to appear", PAGES = "", NOTE = "ADIFOR Working Note \# 1. Also appeared as Preprint MCS--P263--0991, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., September 1991, and as Technical Report 91185, Center for Research in Parallel Computation, Rice University, Houston, Tex., 1991.", REFERRED = "[Bisc91g]; [Bisc91h].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc91g, AUTHOR = "Christian Bischof and Paul Hovland", TITLE = "Using {ADIFOR} to Compute Dense and Sparse {J}acobians", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "October", YEAR = "1991", TYPE = "Technical Memorandum", NUMBER = "ANL/MCS--TM--158", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 2.", REFERRED = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc92a, AUTHOR = "Christian Bischof and George Corliss and Andreas Griewank", TITLE = "{ADIFOR} Exception Handling", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "January", YEAR = "1992", TYPE = "Technical Memorandum", NUMBER = "ANL/MCS--TM--159", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 3.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc91j, AUTHOR = "Christian Bischof and Alan Carle and George Corliss and Andreas Griewank and Paul Hovland", TITLE = "{ADIFOR}: {F}ortran Source Translation for Efficient Derivatives", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "December", YEAR = "1991", TYPE = "Preprint", NUMBER = "MCS--P278--1291", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 4.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc92b, AUTHOR = "Christian Bischof and Alan Carle and George Corliss and Andreas Griewank", TITLE = "{ADIFOR}: Automatic Differentiation in a Source Translation Environment", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "January", YEAR = "1992", TYPE = "Preprint", NUMBER = "MCS--P288--0192", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 5. Accepted for the International Symposium on Symbolic and Algebraic Computation, July 27--29, 1992, Berkeley, Calif.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc92d, AUTHOR = "Christian Bischof and George Corliss and Andreas Griewank", TITLE = "Structured Second- and Higher-Order Derivatives Through Univariate {T}aylor Series", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "March", YEAR = "1992", TYPE = "Preprint", NUMBER = "MCS--P296--0392", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 6.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Bisc92e, AUTHOR = "Christian Bischof and Moe El-Khadiri", TITLE = "On Exploiting Partial Separability and Extending the Compile-Time Reverse Mode in {ADIFOR}", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "", YEAR = "1992", TYPE = "Technical Memorandum", NUMBER = "ANL/MCS--TM--163", ADDRESS = "Argonne, Ill.", NOTE = "ADIFOR Working Note \# 7.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Bohl87a, AUTHOR = "Bohlender, G. and Ullrich, Ch. and Wolff von Gudenberg, J. and Rall, Louis B.", TITLE = "{P}ascal-{SC}, A Computer Language for Scientific Computation", PUBLISHER = "Academic Press", SERIES = "", ADDRESS = "New York", YEAR = "1987", REFERRED = "[Kubo91a]; [Layn91a].", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bord56a, AUTHOR = "Bordewijk, J. L.", TITLE = "Inter-Reciprocity Applied to Electrical Networks", JOURNAL = "Applied Science Research, The Netherlands, Sect. B", VOLUME = "6", NUMBER = "", YEAR = "1956", PAGES = "1--74", REFERRED = "[Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Boyl90a, AUTHOR = "Boyle, A. and Caviness, B. F.", TITLE = "Future Directions for Research in Symbolic Computing", PUBLISHER = "SIAM", SERIES = "", ADDRESS = "Philadelphia, Penn.", YEAR = "1990", REFERRED = "[Gold91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Brac68a, AUTHOR = "Bracken, J. and McCormick, G. P.", TITLE = "Selected Applications of Nonlinear Programming", PUBLISHER = "John Wiley and Sons", SERIES = "", ADDRESS = "New York", YEAR = "1968", REFERRED = "[Gayd91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bram61a, AUTHOR = "Bramhall, J. N.", TITLE = "An iterative method for inversion of power series", JOURNAL = "Comm. ACM", VOLUME = "4", NUMBER = "", YEAR = "1961", PAGES = "317--318, 503", REFERRED = "[Laws91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Bren73a, AUTHOR = "Brent, Richard P.", TITLE = "Algorithms for Minimization without Derivatives", PUBLISHER = "Prentice-Hall", SERIES = "", ADDRESS = "Englewood Cliffs, N.J.", YEAR = "1973", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Bren77a, AUTHOR = "Brent, Richard P. and Kung, H. T.", TITLE = "Fast algorithms for composition and reversion of multivariate power series", BOOKTITLE = "Proceedings of the Conference on Theoretical Computer Science, University of Waterloo, Waterloo, Ontario, Canada, August 1977", PUBLISHER = "", YEAR = "1977", PAGES = "149--158", REFERRED = "[Laws91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bren78a, AUTHOR = "Brent, Richard P. and Kung, H. T.", TITLE = "Fast algorithms for manipulating formal power series", JOURNAL = "J. ACM", VOLUME = "25", NUMBER = "4", YEAR = "1978", PAGES = "581--595", REFERRED = "[Laws91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Bren80a, AUTHOR = "Brent, Richard P. and Traub, Joseph F.", TITLE = "On the Complexity of Composition and Generalized Composition of Power Series", JOURNAL = "SIAM J. Comput.", VOLUME = "9", NUMBER = "1", MONTH = "February", YEAR = "1980", PAGES = "54--66", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Broo83a, AUTHOR = "Brooks, B. R. and Bruccoleri, R. E. and Olafson, B. D. and States, D. J. and Swaminathan, S. and Karplus, M.", TITLE = "{CHARMM}: {A} Program for Macromolecular Energy, Minimization, and Dynamics Calculations", JOURNAL = "J. Computational Chemistry", VOLUME = "4", NUMBER = "2", MONTH = "", YEAR = "1983", PAGES = "187--217", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Broo88a, AUTHOR = "Brook, A. and Kendrick, D. and Meerhaus, A.", TITLE = "{GAMS}: {A} User's Guide", PUBLISHER = "Scientific Press", SERIES = "", ADDRESS = "Redwood City, Calif.", YEAR = "1988", REFERRED = "[Gayd91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Brow64a, AUTHOR = "Brown, K. L. and Belbeoch, R. and Bounin, P.", TITLE = "First- and second-order magnetic optics matrix equations for the midplane of uniform-field wedge magnets", JOURNAL = "Review of Scientific Instruments", VOLUME = "35", NUMBER = "", MONTH = "", YEAR = "1964", PAGES = "481 +", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Brow79a, AUTHOR = "K.~L. Brown", TITLE = "The Ion Optical Program {TRANSPORT}", INSTITUTION = "SLAC", MONTH = "", YEAR = "1979", TYPE = "Technical Report", NUMBER = "No. 91", ADDRESS = "", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Breu69a, AUTHOR = "Breuer, Melvin A.", TITLE = "Generation of optimal code for expressions via factorization", JOURNAL = "Comm. ACM", VOLUME = "12", NUMBER = "6", YEAR = "1969", PAGES = "330--340", REFERRED = "[Char91a]; [Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Byrn87a, AUTHOR = "Byrne, George D. and Hindmarsh, Alan C.", TITLE = "Stiff {ODE} Solvers: {A} Review of Current and Coming Attractions", JOURNAL = "J. Computational Physics", VOLUME = "70", NUMBER = "", YEAR = "1987", PAGES = "1--62", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cacu81a, AUTHOR = "D. G. Cacuci", TITLE = "Sensitivity Theory for Nonlinear Systems. {I}. {N}onlinear Functional Analysis Approach", JOURNAL = "J. Math. Phys.", VOLUME = "22", NUMBER = "12", MONTH = "", YEAR = "1981", PAGES = "2794--2802", REFERRED = "[Bisc91g]; [Worl91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cacu81b, AUTHOR = "D. G. Cacuci", TITLE = "Sensitivity Theory for Nonlinear Systems. {II}. {E}xtension to Additional Classes of Responses", JOURNAL = "J. Math. Phys.", VOLUME = "22", NUMBER = "12", MONTH = "", YEAR = "1981", PAGES = "2803--2812", REFERRED = "[Bisc91g]; [Worl91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cacu84a, AUTHOR = "Cacuci, D. G. and Hall, M. C. G.", TITLE = "Efficient estimation of feedback effects with application to climate models", JOURNAL = "J. Atmos. Sci.", VOLUME = "41", NUMBER = "", MONTH = "", YEAR = "1984", PAGES = "2063--2068", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Call88a, author = "Callahan, D. and Cooper, K. and Hood, Robert T. and Kennedy, Ken and Torczon, Linda M.", title = "{Para\-Scope}: {A} Parallel Programming Environment", journal = "International J. Supercomputer Applications", volume = 2, number = 4, month = "December", year = 1988, PAGES = "", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @MISC { Camp92a, AUTHOR = "Stephen L. Campbell and Edward Moore and Yangchun Zhong", TITLE = "Utilization of Automatic Differentiation in Control Algorithms", HOWPUBLISHED = "Preprint for presentation at the 31st IEEE Conference on Decision and Control to be held December 16--18, 1992, in Tucson.", YEAR = "1992", PAGES = "", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Care87a, AUTHOR = "Carey, D. C.", TITLE = "The Optics of Charged Particle Beams", PUBLISHER = "Harwood", SERIES = "", ADDRESS = "", YEAR = "1987", REFERRED = "[Berz91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Carl86a, AUTHOR = "Carlile, Bradley R.", TITLE = "Solution of nonlinear systems of equations on the {FPS} 64-bit family of scientific computers using automatic differentiation", BOOKTITLE = "Proceedings of the 1986 Array Conference (Portland, Oregon)", PUBLISHER = "", YEAR = "1986", PAGES = "142--169", REFERRED = "", COMMENT = "", KEYWORDS = "point algorithm; differentiation arithmetic; nonlinear equations; numerical results; computer program.", ABSTRACT = "The author considers the solution of nonlinear equations using Newton's method. He presents a method which uses differentiation arithmetic to calculate the Jacobian which is required. This method is compared with a finite differencing approach to calculating the Jacobian on a short pipeline machine, the FPS. The differentiation arithmetic approach outperforms the finite differencing approach on all of the test problems presented solving two of the problems which the finite differencing approach failed to solve.", } @ARTICLE { Cart74a, AUTHOR = "Carter, R. D. and {Kemp, Jr.}, L. F. and Pierce, A. C. and Williams, D. L.", TITLE = "Performance Matching with Constraints", JOURNAL = "Society of Petroleum Engineers J.", VOLUME = "", NUMBER = "", MONTH = "April", YEAR = "1974", PAGES = "187--196", REFERRED = "[Shah91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chan67a, AUTHOR = "Chang, Y. F.", TITLE = "The Conduction-Diffusion Theory of Semiconductor Junctions", JOURNAL = "J. Applied Physics", VOLUME = "38", NUMBER = "2", YEAR = "1967", PAGES = "534--544", REFERRED = "[Corl91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Chan74a, AUTHOR = "Chang, Y. F.", TITLE = "Automatic solution of differential equations", BOOKTITLE = "Constructive and Computational Methods for Differential and Integral Equations", SERIES = "Lecture Notes in Mathematics", VOLUME = "430", EDITOR = "Colton, D. L. and Gilbert, R. P.", PUBLISHER = "Springer Verlag", ADDRESS = "New York", YEAR = "1974", PAGES = "61--94", REFERRED = "[Chan86a]; [Corl82a]; [Corl88a]; [Hali83a].", COMMENT = "", KEYWORDS = "point algorithm; Taylor series; automatic differentiation.", ABSTRACT = "Compiler programs ATSCPL and ATSBVP are describes which accept as input up to 99 coupled 4th order differential equations described using simple Fortran statements. The solution program uses the Taylor series method to solve the equations. The paper is a good introduction to the basics of numerical Taylor series methods such as step length control. Various example problems are solved, and results are given." } @ARTICLE { Chan86a, AUTHOR = "Chang, Y. F.", TITLE = "The {ATOMCC} Toolbox", JOURNAL = "BYTE", VOLUME = "11", NUMBER = "4", YEAR = "1986", PAGES = "215--224", REFERRED = "[Corl88a].", COMMENT = "", KEYWORDS = "point algorithm; Taylor series; automatic differentiation.", ABSTRACT = "ATOMCC is a pre-processor which accepts a Fortran-like statement of a system of ordinary differential equations and writes a Fortran object program which is run later to solve the system. The object program uses recurrence relations to generate the series and a radius of convergence analysis to choose a stepsize which controls the local error. The program also solves stiff systems. It runs on IBM PC compatible computers up to large mainframes.", } @MISC { Chan91a, AUTHOR = "Chang, Y. F.", TITLE = "A Variable-Order (10 -- $ \infty $) {T}aylor Series Method for Solving {ODE}'s with Integration Steps Almost Equal to the Radii of Convergence", HOWPUBLISHED = "Poster presented at {SIAM} {W}orkshop on {A}utomatic {D}ifferentiation of {A}lgorithms, {B}reckenridge, Colo.", MONTH = "January", YEAR = "1991", REFERRED = "[Corl91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chan81a, AUTHOR = "Chang, Y. F. and Tabor, Mike and Weiss, John and Corliss, George F.", TITLE = "On the Analytic Structure of the {H}enon-{H}eiles System", JOURNAL = "Physics Letters", VOLUME = "85A", NUMBER = "4", YEAR = "1981", PAGES = "211--213", REFERRED = "[Corl91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Char91a, AUTHOR = "Char, Bruce W.", TITLE = "Computer Algebra as a Toolbox for Program Generation and Manipulation", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "53--60", REFERRED = "[Garc91a]; [Gold91a]; [Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Char86a, AUTHOR = "Char, Bruce W. and Fee, G. J. and Geddes, Keith O. and Gonnet, Gaston H. and Monagan, Michael B.", TITLE = "A Tutorial Introduction to {MAPLE}", JOURNAL = "J. Symbolic Computation", VOLUME = "2", NUMBER = "2", YEAR = "1986", PAGES = "179--200", REFERRED = "[Char91a]; [Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Char88a, AUTHOR = "Char, Bruce W. and Geddes, Keith O. and Gonnet, Gaston H. and Monagan, Michael B. and Watt, Stephen M.", TITLE = "{MAPLE} Reference Manual", PUBLISHER = "Watcom Publications", ADDRESS = "Waterloo, Ontario, Canada", YEAR = "1988", REFERRED = "[Corl91a]; [Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Char91b, AUTHOR = "Char, Bruce W. and Geddes, Keith O. and Gonnet, Gaston H. and Leong, Benton L. and Monagan, Michael B. and Watt, Stephen M.", TITLE = "{M}aple {V} Language Reference Manual", PUBLISHER = "Springer Verlag", ADDRESS = "New York", YEAR = "1991", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Char91c, AUTHOR = "Char, Bruce W. and Geddes, Keith O. and Gonnet, Gaston H. and Leong, Benton L. and Monagan, Michael B. and Watt, Stephen M.", TITLE = "{M}aple {V} Library Reference Manual", PUBLISHER = "Springer Verlag", ADDRESS = "New York", YEAR = "1991", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chav75a, AUTHOR = "G. Chavent and M. Dupuy and P. Lemmonier", TITLE = "History Matching by Use of Optimal Theory", JOURNAL = "Society of Petroleum Engineers J.", VOLUME = "", NUMBER = "", MONTH = "February", YEAR = "1975", PAGES = "74--86", REFERRED = "[Shah91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Chao90a, AUTHOR = "Chao, W. C. and Chang, L. P.", TITLE = "Status of the development of a variational data assimilation system using the adjoint method at {G}oddard {L}aboratory for {A}tmospheres", BOOKTITLE = "Proceedings of the International Symposium on Assimilation of Observations in Meteorology and Oceanography, World Meteorological Organization, Geneva, Switzerland", PUBLISHER = "", YEAR = "1990", PAGES = "355--358", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chen74a, AUTHOR = "W. H. Chen and G. R. Gavalas and J. H. Seinfeld and M. L. Wasserman", TITLE = "A New Algorithm for Automatic History Matching", JOURNAL = "Society of Petroleum Engineers J.", VOLUME = "", NUMBER = "", MONTH = "December", YEAR = "1974", PAGES = "593--608", REFERRED = "[Shah91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chri91a, AUTHOR = "Christianson, D. Bruce", TITLE = "Automatic {H}essians by Reverse Accumulation in {A}da", JOURNAL = "IMA J. on Numerical Analysis", VOLUME = "", NUMBER = "", YEAR = "1991", PAGES = "", NOTE = "Presented at {SIAM} {W}orkshop on {A}utomatic {D}ifferentiation of {A}lgorithms, {B}reckenridge, Colo., January 1991", REFERRED = "[Corl91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chri91b, AUTHOR = "Christianson, D. Bruce", TITLE = "Reverse Accumulation and Accurate Rounding Error Estimates for {T}aylor Series Coefficients", JOURNAL = "Optimization Methods and Software", VOLUME = "1", NUMBER = "1", YEAR = "1991", PAGES = "81--94", NOTE = "Also appeared as Technical Report No. NOC TR239, The Numerical Optimisation Centre, University of Hertfordshire, U.K., July 1991", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Chri92a, AUTHOR = "Christianson, D. Bruce", TITLE = "Automatic {H}essians by reverse accumulation", JOURNAL = "IMA J of Numerical Analysis ", VOLUME = "12", NUMBER = "", YEAR = "1992", PAGES = "135--150", NOTE = "Also appeared as Technical Report No. NOC TR228, The Numerical Optimisation Centre, University of Hertfordshire, U.K., April 1990", REFERRED = "[Bisc91a]; [Dixo91a]; [Jued91a].", COMMENT = "Was [Chri90a].", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Chri92b, AUTHOR = "Christianson, D. Bruce", TITLE = "Reverse Accumulation and Attractive Fixed Points", TYPE = "Technical Report", NUMBER = "NOC TR 258", INSTITUTION = "The Numerical Optimisation Centre, University of Hertfordshire", ADDRESS = "Hatfield, UK", MONTH = "March", YEAR = "1992", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Civa65a, AUTHOR = "Civalleri, P. P. ", TITLE = "Cohn's Generalized Theorem", JOURNAL = "Alta Frequenza", YEAR = "1965", VOLUME = "35", NUMBER = "", PAGES = "797--806", MONTH = "", NOTE = "", REFERRED = "[Irim91a]", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Clar83a, AUTHOR = "Clark, Frank H", TITLE = "Optimization and Nonsmooth Analysis", PUBLISHER = "John Wiley and Sons", SERIES = "", ADDRESS = "New York", YEAR = "1983", REFERRED = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cole84a, AUTHOR = "Coleman, T. F. and Garbow, B. S. and Mor\'{e}, J. J.", TITLE = "Software for estimating sparse {J}acobian matrices", JOURNAL = "ACM Trans. Math. Software", YEAR = "1984", VOLUME = "10", NUMBER = "", PAGES = "329--345", MONTH = "", NOTE = "", REFERRED = "[Bisc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cole83a, AUTHOR = "Coleman, T. F. and Mor\'{e}, J. J.", TITLE = "Estimation of sparse {J}acobian matrices and graph coloring problems", JOURNAL = "SIAM J. on Numerical Analysis", YEAR = "1984", VOLUME = "20", NUMBER = "", PAGES = "187--209", MONTH = "", NOTE = "", REFERRED = "[Bisc91a]; [Grie91a].", COMMENT = "Griewank gives pages as 368--375.", KEYWORDS = "", ABSTRACT = "", } @BOOK { Cont80a, AUTHOR = "S.~D. Conte and Carl {de~Boor}", TITLE = "Elementary Numerical Analysis", PUBLISHER = "McGraw-Hill", SERIES = "", ADDRESS = "New York", YEAR = "1980", REFERRED = "[Berz91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Cook88a, author = "{Cook, Jr.}, Grant O.", title = "{ALPAL}, a Tool for the Development of Large-scale Simulation Codes", institution = "Lawrence Livermore National Laboratory", TYPE = "Technical Report", ADDRESS = " Berkeley, Calif.", month = "August", year = "1988", number = "UCID-21482", REFERRED = "[Char91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Corl87b, AUTHOR = "Corliss, George F.", TITLE = "Performance of self-validating quadrature", BOOKTITLE = "Proceedings of the NATO Advanced Workshop on Numerical Integration: Recent Developments, Software, and Applications", EDITOR = "Keast, Pat and Fairweather, Graeme", PUBLISHER = "Reidel", ADDRESS = "Boston", YEAR = "1987", PAGES = "239--259", REFERRED = "Zbl. Math 615 -- 65018; [Corl88a]; [Corl91a].", COMMENT = "quadrature for integral iteration.", KEYWORDS = "interval quadrature; automatic differentiation.", ABSTRACT = "The interval implementation of Gaussian quadrature described in [Corl87a] required about 3 - 5 times as long to compute a guaranteed bound the $ \int_a^b f(x)\,dx $ as QUADPACK required to compute an estimate.", } @INCOLLECTION { Corl88a, AUTHOR = "Corliss, George F.", TITLE = "Applications of Differentiation Arithmetic", BOOKTITLE = "Reliability in Computing", PUBLISHER = "Academic Press", EDITOR = "Moore, Ramon E.", ADDRESS = "London", YEAR = "1988", PAGES = "127--148", REFERRED = "[Layn91a].", COMMENT = "Summary of the work performed by the author in the field of differentiation arithmetic.", KEYWORDS = "point algorithms; interval algorithms; differentiation arithmetic; preprocessor; quadrature; Taylor series.", ABSTRACT = "This is a discussion of various issues involved in differentiation arithmetic. The use in both point and interval algorithms is discussed. Differentiation arithmetic is implemented using the recursion relations for Taylor coefficients, or by using a parser to create a Fortran subroutine which evaluates the derivatives using differentiation arithmetic. Applications to quadrature and to Taylor series solutions of ordinary differential equations is discussed." } @INCOLLECTION { Corl91a, AUTHOR = "Corliss, George F.", TITLE = "Overloading Point and Interval {T}aylor Operators", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "139--146", REFERRED = "[Jued91a]; [Kalm91a]; [Layn91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Corl91d, AUTHOR = "Corliss, George F.", TITLE = "Automatic Differentiation Bibliography", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "331--353", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Corl82a, AUTHOR = "Corliss, George F. and Chang, Y. F.", TITLE = "Solving Ordinary Differential Equations Using {T}aylor Series", JOURNAL = "ACM Trans. Math. Software", VOLUME = "8", NUMBER = "2", PUBLISHER = "", YEAR = "1982", PAGES = "114--144", REFERRED = "MR 83g 65072; [Aber88a]; [Chan86a]; [Corl88a]; [Gupt85a].", COMMENT = "", KEYWORDS = "point algorithm; Taylor series; radius of convergence; pre-processing; automatic differentiation.", ABSTRACT = "A Fortran pre-processor program uses automatic differentiation to write a Fortran object program which is then run to solve the system. Parts: \begin{enumerate} \item Expand the series using recurrence relations. \item Estimate the radius of convergence of each component. \item Select a step size by comparison with series for model problems. \item Extend the solution by analytic continuation.\end{enumerate} The series analysis provides valuable information about analytic properties of the solution like the location and order of primary singularities. Taylor series methods are shown to be competitive with DVERK and DGEAR in terms of speed and accuracy.", } @TECHREPORT { Corl88b, AUTHOR = "Corliss, George F. and Davis, Paul H and Krenz, Gary S.", TITLE = "Bibliography on Interval Methods for the Solution of Ordinary Differential Equations", TYPE = "Technical Report", NUMBER = "No. 289", INSTITUTION = "Department of Mathematics, Statistics and Computer Science, Marquette University", ADDRESS = "Milwaukee, Wisc.", MONTH = "September", YEAR = "1988", REFERRED = "[Davi88b].", COMMENT = "Contains some intersection with this report. Extension of [Corl87c].", KEYWORDS = "bibliography.", ABSTRACT = "This is a bibliography of literature judged by the authors to be relevant to interval mathods for the numerical solution of initial value problems in ordinary differential equations. It includes citations from the following topics: \begin{itemize} \item Interval methods for initial value problems, \item Interval methods for boundary value problems, \item Point Taylor series methods, \item Point defect correction methods, \item Point methods based on Picard iteration, \item Error {\em estimation\/} for stiff equations, \item Global error {\em estimation,} \item Differentiation arithmetic, and \item Interval integration.\end{itemize}", } @MISC { Corl91c, AUTHOR = "Corless, Robert M. and Corliss, George F.", TITLE = "Automatic Differentiation in Validated Defect Control for Ordinary Differential Equations", HOWPUBLISHED = "Poster presented at {SIAM} {W}orkshop on {A}utomatic {D}ifferentiation of {A}lgorithms, {B}reckenridge, Colo.", MONTH = "January", YEAR = "1991", REFERRED = "", COMMENT = "Submitted to {\sl {IMA} {J}ournal of {N}umerical {A}nalysis\/}", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Corl92a, AUTHOR = "George Corliss and Andreas Griewank and Tom Robey and Steve Wright", TITLE = "Automatic Differentiation Applied to Unsaturated Flow --- {ADOL--C} Case Study", INSTITUTION = "Mathematics and Computer Science Division, Argonne National Laboratory", MONTH = "April", YEAR = "1992", TYPE = "Technical Memorandum", NUMBER = "ANL/MCS--TM--162", ADDRESS = "Argonne, Ill.", NOTE = "", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Corl87a, AUTHOR = "Corliss, George F. and Rall, Louis B.", TITLE = "Adaptive, Self-Validating Quadrature", JOURNAL = "SIAM J. Sci. Stat. Comput.", VOLUME = "8", NUMBER = "5", YEAR = "1987", PAGES = "831--847", REFERRED = "[Garl85a] \# 311; [Garl87a] \# 311; [Corl88a]; [Jued91a]; [Rall91a].", COMMENT = "Also {\sl MRC Technical Summary Report No. 2815,\/} University of Wisconsin-Madison, 1985.", KEYWORDS = "quadrature; automatic differentiation.", ABSTRACT = "Validated bounds for $ If = \int_a^b f(x)\,dx $ are computed using Gaussian, Newton-Cotes, or Taylor polynomial quadrature. The algorithm uses both subinterval and order adaptation. Results often differ by a few units in the last place." } @INCOLLECTION { Corl84a, AUTHOR = "Corliss, George F. and Rall, Louis B.", TITLE = "Automatic generation of {T}aylor series in {P}ascal-{SC}: {B}asic operations and applications to differential equations", BOOKTITLE = "Trans. of the First Army Conference on Applied Mathematics and Computing (Washington, D.C., 1983)", PUBLISHER = "ARO Rep. 84-1, U. S. Army Res. Office", ADDRESS = "Research Triangle Park, N.C.", YEAR = "1984", PAGES = "177--209", REFERRED = "CMP 741 340; [Garl85a] \# 310; [Garl87a] \# 310; [Corl88a]; [Fisc87e]; [Jued91a]; [Rall87a].", COMMENT = "Also appeared as {\sl MRC Technical Summary Report No.2497,\/} Mathematics Research Center, University of Wisconsin-Madison, 1983.", KEYWORDS = "automatic differentiation; Taylor series; stability.", ABSTRACT = "Pascal-SC supports user-defined data types, user-defined operators, and accurate floating point and interval arithmetic for numerical computations. The authors implement data types TAYLOR and ITAYLOR (Interval Taylor) with operators $ + $, $ - $, $ * $, $ / $, $ ** $, and the functions SQR, SQRT, EXP, SIN, COS, ARCTAN, and LN. An initial value problem $ y' = y^2 $, $ y(0) = 1 $, is solved with TAYLOR and with ITAYLOR types to show that the series generation exhibits a mild instability which has no significant effect on the values of the solution computed by analytic continuation." } @INCOLLECTION { Corl91b, AUTHOR = "Corliss, George F. and Rall, Louis B.", TITLE = "Computing the Range of Derivatives", BOOKTITLE = "Computer Arithmetic, Scientific Computation, and Mathematical Modelling", YEAR = "1991", PAGES = "195--212", PUBLISHER = "J. C. Baltzer AG", ADDRESS = "Basel", SERIES = "{IMACS} Annals on Computing and Applied Mathematics", VOLUME = "12", EDITOR = "Kaucher, Edgar and Markov, S. M. and Mayer, Gunter", NOTE = "", REFERRED = "[Corl91a]; [Jued91a]; [Rall91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Cour85a, AUTHOR = "Courtier, P.", TITLE = "Experiments in Data Assimilation Using the Adjoint Model Technique", BOOKTITLE = "Proceedings of the Workshop on High-Resolution Analysis ECMWF (UK)", PUBLISHER = "", MONTH = "June", YEAR = "1985", PAGES = "", REFERRED = "[Navo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Cour87b, AUTHOR = "Courtier, P.", TITLE = "Application of Optimal Control to Numerical Meteorological Forecasting", TYPE = "{D}octoral thesis", INSTITUTION = "Universit\'{e} Pierre-et-Marie-Curie", ADDRESS = "Paris, France", MONTH = "", YEAR = "1987", REFERRED = "[Tala91a].", NOTE = "(In French).", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cour87a, AUTHOR = "Courtier, P. and Talagrand, Olivier", TITLE = "Variational Assimilation of Meteorological Observations with the Adjoint Equation -- {P}art {II}. {N}umerical Results", JOURNAL = "Q. J. R. Meteorol. Soc.", VOLUME = "113", NUMBER = "", MONTH = "", YEAR = "1987", PAGES = "1329--1347", REFERRED = "[Navo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Cour90a, AUTHOR = "Courtier, P. and Talagrand, Olivier", TITLE = "Variational Assimilation of Meteorological Observations with the Direct and Adjoint Shallow-Water Equations", JOURNAL = "Tellus", VOLUME = "42A", NUMBER = "", MONTH = "", YEAR = "1990", PAGES = "531--549", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Cour90b, AUTHOR = "Courtier, P. and Thepaut, J. N. and Talagrand, Olivier", TITLE = "4-dimensional data assimilation using the adjoint of a primitive equation model", BOOKTITLE = "Proceedings of the International Symposium on Assimilation of Observations in Meteorology and Oceanography, World Meteorological Organization, Geneva, Switzerland", PUBLISHER = "", YEAR = "1990", PAGES = "337--340", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Crar75a, AUTHOR = "Crary, F. D.", TITLE = "The {AUGMENT} precompiler. {II}. {T}echnical documentation", TYPE = "MRC Technical Summary Report", NUMBER = "No. 1470", INSTITUTION = "Mathematics Research Center, University of Wisconsin-Madison", YEAR = "1975", REFERRED = "[Corl91a]; [Crar79a]; [Rall80a].", COMMENT = "AUGMENT is important as a possible vehicle for the implementation of differentiation arithmetic and/or interval arithmetic.", KEYWORDS = "precompiler.", ABSTRACT = "", } @TECHREPORT { Crar76a, AUTHOR = "Crary, F. D.", TITLE = "The {AUGMENT} precompiler. {I}. {U}ser information", TYPE = "MRC Technical Summary Report", NUMBER = "No. 1469", INSTITUTION = "Mathematics Research Center, University of Wisconsin-Madison", YEAR = "1976", PAGES = "", REFERRED = "[Crar79a]; [Rall80a].", COMMENT = "AUGMENT is important as a possible vehicle for the implementation of differentiation arithmetic and/or interval arithmetic.", KEYWORDS = "precompiler.", ABSTRACT = "" } @ARTICLE { Crar79a, AUTHOR = "Crary, F. D.", TITLE = "A versatile precompiler for nonstandard arithmetics", JOURNAL = "ACM Trans. Math. Software", YEAR = "1979", VOLUME = "5", NUMBER = "2", PAGES = "204--217", REFERRED = "[Corl87a]; [Corl88a]; [Yohe79a].", COMMENT = "", KEYWORDS = "precompiler; nonstandard arithmetics.", ABSTRACT = "A highly portable Fortran precompiler which allows simplified computation with nonstandard arithmetics is described. The philosophy and design goals are briefly presented, the major capabilities of the precompiler are described, and some applications are discussed. A summary is made of experience with the precompiler. The author's aim is to furnish programmers with a ready means of using nonstandard arithmetics." } @ARTICLE { Datt91a, AUTHOR = "Datta, S. and Nugent, J. and Tishler, A. and Wang, J. L.", TITLE = "Seasonality, Differential Access, and Interlinking of Labour and Credit", JOURNAL = "J. Development Studies", YEAR = "to appear", VOLUME = "", NUMBER = "", PAGES = "", REFERRED = "[Tesf91a]" } @BOOK { Davi81a, AUTHOR = "Davie, A. J. T. and Morrison, R.", TITLE = "Recursive Descent Compiling", PUBLISHER = "Ellis-Horwood", SERIES = "", ADDRESS = "Chichester", YEAR = "1981", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Davi88a, AUTHOR = "Davis, Paul H. and Corliss, George F. and Krenz, Gary S.", TITLE = "A Bibliography on Methods and Techniques in Differentiation Arithmetic", TYPE = "Technical Report", NUMBER = "{AM}--88--09", INSTITUTION = "School of Mathematics, University of Bristol", ADDRESS = "Bristol, U.K.", YEAR = "1988", REFERRED = "[Corl91a]; [Davi88b].", COMMENT = "Basis for this bibliography.", KEYWORDS = "differentiation arithmetic, bibliography.", ABSTRACT = "The authors gather together all references known to them relating to methods, techniques, algorithms, or applications of differentiation arithmetic." } @TECHREPORT { Davi87a, AUTHOR = "Davis, Paul H. and Pryce, John D.", TITLE = "A New Implementation of Automatic Differentiation for Use with Numerical Software", TYPE = "Technical Report", NUMBER = "AM--87--11", INSTITUTION = "School of Mathematics, University of Bristol", ADDRESS = "Bristol, U.K.", YEAR = "1987", PAGES = "", REFERRED = "[Step87a].", COMMENT = "", KEYWORDS = "point algorithm; differentiation arithmetic; parser.", ABSTRACT = "A sparse automatic differentiation technique for calculating partial derivatives is presented. The algorithms only calculate the derivatives of a function which are not identically zero. The algorithms derived can be used to calculate the derivatives of a function to an arbitrary level. It is shown how to implement the technique in a numerical software package using a parsing technique." } @INCOLLECTION { Davi92a, AUTHOR = "Davis, Paul H. and Pryce, John D. and Stephens, Bruce", TITLE = "Recent Developments in Automatic Differentiation", BOOKTITLE = "Scientific Software Systems", YEAR = "1990", EDITOR = "J. C. Mason and M. G. Cox", PUBLISHER = "Chapman and Hall", ADDRESS = "11 New Fetter Lane, London EC4P 4EE", PAGES = "153--165", NOTE = "Also appeared as Technical Report ACM--89--1, Royal Military College of Science at Shrivenham, Shrivenham, U.K.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Davi88b, AUTHOR = "Davis, Paul H. and Stephens, Bruce and Corliss, George F. and Krenz, Gary S.", TITLE = "Specification of a Preprocessor for Use with Differentiation Arithmetic", TYPE = "Technical Report", NUMBER = "AM--88--08", INSTITUTION = "School of Mathematics, University of Bristol", ADDRESS = "Bristol, U.K.", YEAR = "1988", MONTH = "September", REFERRED = "", COMMENT = "", KEYWORDS = "differentiation arithmetic, coder.", ABSTRACT = "This report documents discussions held by the authors on the specification and design of a general purpose computer package to support differentiation arithmetic. They consider the rationale and applications of differentiation arithmetic, outline the general structure of a coder-operators system, and describe the specifications for the coder, the operators, and their interface." } @ARTICLE { Denn81a, AUTHOR = "Dennis, John and Gay, David and Welsch, R. E.", TITLE = "Algorithm 573. {NL2SOL} --- {A}n Adaptive Nonlinear Least-Squares Algorithm", JOURNAL = "ACM Trans. Math. Software", VOLUME = "7", NUMBER = "", MONTH = "", YEAR = "1981", PAGES = "369--383", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Denn83a, AUTHOR = "Dennis, John and Schnabel, Robert B.", TITLE = "Numerical Methods for Unconstrained Optimization and Nonlinear Equations", PUBLISHER = "Prentice-Hall", YEAR = "1983", VOLUME = "", SERIES = "", ADDRESS = "Englewood Cliffs, N.J.", EDITION = "", MONTH = "", REFERRED = "[Bisc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @PHDTHESIS { Derb85a, AUTHOR = "Derber, J. C.", TITLE = "The Variational 4-D Assimilation of Analyses Using Filtered Models as Constraints", SCHOOL = "University of Wisconsin-Madison", ADDRESS = "Madison, Wisc.", MONTH = "", YEAR = "1985", REFERRED = "[Navo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Dewa89a, author = "M. C. Dewar", title = "{IRENA} --- {A}n integrated symbolic and numerical computational environment", booktitle = "Proceedings of the 1989 International Symposium on Symbolic and Algebraic Computation", year = "1989", editor = "Gaston H. Gonnet", pages = "171--179", REFERRED = "[Char91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Dewa90a, author = "M. C. Dewar and M. G. Richardson", title = "Reconciling Symbolic and Numeric Computation in a Practical Setting", booktitle = "Design and Implementation of Symbolic Computing Systems, Proceedings of DISCO 90", year = "1990", editor = "A. Miola", pages = "195--204", publisher = "Springer Verlag", ADDRESS = "Berlin", month = "April", SERIES = "Lecture Notes in Computer Science", VOLUME = "429", note = "", REFERRED = "[Char91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { LeDi82a, AUTHOR = "F.-X. {Le Dimet}", TITLE = "A General Formalism of Variational Analysis", INSTITUTION = "CIMMS", MONTH = "", YEAR = "1982", TYPE = "Report", NUMBER = "No. 22", ADDRESS = "Norman, Okla.", REFERRED = "[Navo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { LeDi86b, AUTHOR = "F.-X. {Le Dimet} and A. Nouailler", TITLE = "Assimilation of Dynamic Data in a Limited-Area Model", BOOKTITLE = "Variational Methods in Geosciences", YEAR = "1986", EDITOR = "Sasaki, Y. K.", PUBLISHER = "Elsevier", ADDRESS = "Amsterdam", PAGES = "181--198", REFERRED = "[Navo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { LeDi86a, AUTHOR = "F.-X. {Le Dimet} and O. Talagrand", TITLE = "Variational algorithms for analysis and assimilation of meteorological observations: {T}heoretical aspects", JOURNAL = "Tellus", VOLUME = "38A", NUMBER = "", YEAR = "1986", PAGES = "97--110", REFERRED = "[Thac91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Dixo87a, AUTHOR = "Dixon, Lawrence C. W.", TITLE = "Automatic Differentiation and Parallel Processing in Optimisation", TYPE = "Technical Report", NUMBER = "No. 180", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", YEAR = "1987", REFERRED = "[Bisc91a].", COMMENT = "", KEYWORDS = "point algorithm; numerical results; differentiation arithmetic. optimisation method.", ABSTRACT = "The concepts of automatic differentiation, see [Rall81a], and of parallel processing are applied to problems in optimisation. A discussion is presented of how the advent of the Ada programming language on parallel processing machines may transform the solution of practical optimisation problems, see [Dixo87b]. The author also discusses the difficulties associated with calculating the derivative values if automatic differentiation is not used.", } @INCOLLECTION { Dixo91a, AUTHOR = "Dixon, Lawrence C. W.", TITLE = "Use of Automatic Differentiation for Calculating {H}essians and {N}ewton Steps", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "114--125", REFERRED = "[Grie91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Dixo87b, AUTHOR = "Dixon, Lawrence C. W. and Mohseninia, M.", TITLE = "The Use of the Extended Operations Set of {ADA} with Automatic Differentiation and the Truncated {N}ewton Method", TYPE = "Technical Report", NUMBER = "No. 176", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", YEAR = "1987", PAGES = "", REFERRED = "[Dixo87a]; [Dixo89b]; [Pric87a].", COMMENT = "", KEYWORDS = "point algorithm; differentiation arithmetic; optimisation.", ABSTRACT = "It is shown how the extended operations set of Ada can be used to allow automatic differentiation to be specified in a natural way. This is then applied to solving optimisation problems using the truncated Newton method, see [Dixo86a]." } @TECHREPORT { Dixo87c, AUTHOR = "Dixon, Lawrence C. W. and Maany, Z.", TITLE = "The Echelon Method for the Solution of Sparse Sets of Linear Equations", TYPE = "Technical Report", NUMBER = "NOC TR177", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", MONTH = "February", YEAR = "1988", PAGES = "", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Dixo89b, AUTHOR = "Dixon, Lawrence C. W. and Maany, Z.", TITLE = "The Performance of the Truncated {N}ewton, Conjugate Gradient Algorithm in {F}ortran and {A}da", TYPE = "Technical Report", NUMBER = "NOC TR210", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", MONTH = "June", YEAR = "1989", PAGES = "", REFERRED = "", COMMENT = "", KEYWORDS = "optimization", ABSTRACT = "We compare the performance of Fortran and Ada implementations of the truncated Newton, conjugate gradient approach for solving unconstrained optimization problems. Automatic differentiation is used to calculate first and second derivatives in both Fortran and Ada -- Authors' abstract.", } @TECHREPORT { Dixo88b, AUTHOR = "Dixon, Lawrence C. W. and Maany, Z. and Mohseninia, M.", TITLE = "Finite Element Optimization in {A}da Using Automatic Differentiation", TYPE = "Technical Report", NUMBER = "NOC TR205", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", MONTH = "", YEAR = "1988", PAGES = "", REFERRED = "", COMMENT = "", KEYWORDS = "point algorithm; differentiation arithmetic; optimisation.", ABSTRACT = "It is shown how the extended operations set of Ada can be used to allow automatic differentiation to be specified in a natural way. This is then applied to solving optimisation problems using the truncated Newton method, see [Dixo86a].", } @ARTICLE { Dixo90a, AUTHOR = "Dixon, Lawrence C. W. and Maany, Z. and Mohseninia, M.", TITLE = "Automatic Differentiation of Large Sparse Systems", JOURNAL = "J. Economic Dynamics \& Control", VOLUME = "14", NUMBER = "2", YEAR = "1990", PAGES = "", REFERRED = "[Dixo91a].", NOTE = "Presented at IFAC on Dynamic Modelling \& Control of National Economies, Edinburgh, July, 1989. Also appeared as Technical Report NOC TR223, The Numerical Optimisation Center, Hatfield Polytechnic, Hatfield, U.K., July 1989.", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Dixo87d, AUTHOR = "Dixon, Lawrence C. W. and Mohseninia, M.", TITLE = "The Use of the Extended Operations Set of {A}da with Automatic Differentiation and the Truncated {N}ewton Method", TYPE = "Technical Report", NUMBER = "NOC TR176", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", MONTH = "April", YEAR = "1987", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Dixo86a, AUTHOR = "Dixon, Lawrence C. W. and Price, Richard C.", TITLE = "The Truncated {G}auss-{N}ewton Method for Sparse Least Squares Problems Using Automatic Differentiation", TYPE = "Technical Report", NUMBER = "No. 171", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", YEAR = "1986", REFERRED = "[Dixo87a]; [Fisc87e].", COMMENT = "", KEYWORDS = "point algorithm; numerical results; differentiation arithmetic; optimisation method.", ABSTRACT = "The automatic differentiation technique described in [Dixo86a] is applied to the solution of least squares problems using a truncated Gauss-Newton method. The method is tested on eight standard test problems." } @TECHREPORT { Dixo86c, AUTHOR = "Dixon, Lawrence C. W. and Dolan, P. and Price, Richard C.", TITLE = "Finite Element Optimisation: {T}he Use of Structured Automatic Differentiation", TYPE = "Technical Report", NUMBER = "No. 175", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", YEAR = "1986", REFERRED = "[Fisc87e].", COMMENT = "", KEYWORDS = "point algorithm; numerical results; differentiation arithmetic; optimisation method.", ABSTRACT = "A finite element optimisation algorithm is presented which uses the technique of automatic differentiation described in [Dixo86a]. The method is illustrated by reference to two dimensional flow problems that have been implemented on the ICL (AMT) DAP parallel processing computer." } @TECHREPORT { Dixo86b, AUTHOR = "Dixon, Lawrence C. W. and Price, Richard C.", TITLE = "The Truncated {N}ewton Method for Sparse Unconstrained Optimisation Using Automatic Differentiation", TYPE = "Technical Report", NUMBER = "NOC TR170", INSTITUTION = "The Numerical Optimisation Center, Hatfield Polytechnic", ADDRESS = "Hatfield, U.K.", MONTH = "October", YEAR = "1986", PAGES = "", REFERRED = "[Dixo87a]; [Dixo91a]; [Fisc87e].", COMMENT = "This paper was presented at the SIAM National meeting, Boston, 1986. Also to appear in J. Opt. Theory and Appl. 60(2), pp. 261--275, February 1989.", KEYWORDS = "point algorithm; numerical results; differentiation arithmetic; optimisation method.", ABSTRACT = "A method is presented which solves unconstrained optimisation problems using a truncated Newton method. Automatic differentiation is used to calculate the derivatives required. By taking advantage of the structure of the optimisation method, only vector storage is required since the Hessian is multiplied by a vector during the computation of the derivatives. Numerical results obtained by solving standard test problems are presented.", } @ARTICLE { Dixo89a, AUTHOR = "Dixon, Lawrence C. W. and Price, Richard C.", TITLE = "The Truncated {N}ewton Method for Sparse Unconstrained Optimisation Using Automatic Differentiation", JOURNAL = "J. Opt. Theory and Appl.", VOLUME = "60", NUMBER = "2", MONTH = "February", YEAR = "1989", PAGES = "261 +", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "point algorithm; numerical results; differentiation arithmetic; optimisation method.", ABSTRACT = "A method is presented which solves unconstrained optimisation problems using a truncated Newton method. Automatic differentiation is used to calculate the derivatives required. By taking advantage of the structure of the optimisation method, only vector storage is required since the Hessian is multiplied by a vector during the computation of the derivatives. Numerical results obtained by solving standard test problems are presented." } @ARTICLE { Dixo88a, AUTHOR = "Dixon, L. C. W. and Price, Richard C.", TITLE = "Numerical experience with the truncated {N}ewton method", JOURNAL = "J. Opt. Theory and Appl.", VOLUME = "56", NUMBER = "2", YEAR = "1988", PAGES = "245--255", REFERRED = "[Dixo87a].", COMMENT = "Also appeared in {\sl Technical Report No. 169\/,} The Numerical Optimisation Center, Hatfield Polytechnic, Hatfield, UK (1986).", KEYWORDS = "point algorithm; numerical results; optimisation method.", ABSTRACT = "The truncated Newton method is presented for use with large sparse unconstrained optimisation problems. It is tested on four problems under various conditions." } @ARTICLE { Drey69a, AUTHOR = "Dreyfus, S. E.", TITLE = "An appraisal of some shortest path algorithms", JOURNAL = "Operations Research", VOLUME = "17", NUMBER = "", YEAR = "1969", PAGES = "395--412", REFERRED = "[Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Dole90a, AUTHOR = "Doleh, Y. and Wang, P. S.", TITLE = "{SUI}: {A} system independent user interface for an integrated scientific computing environment", BOOKTITLE = "Proceedings ISSAC '90", YEAR = "1990", EDITOR = "Watanabe, S. and Nagata, M.", PUBLISHER = "ACM Press", ADDRESS = "New York", PAGES = "88--95", REFERRED = "[Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Doua90a, AUTHOR = "Douady, D. and Talagrand, Olivier", TITLE = "The impact of threshold processes on variational assimilation", BOOKTITLE = "Proceedings of the International Symposium on Assimilation of Observations in Meteorology and Oceanography, World Meteorological Organization, Geneva, Switzerland", PUBLISHER = "", YEAR = "1990", PAGES = "486--487", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Duff87a, AUTHOR = "Duff, I. S. and Anoli, M. and Gould, N. I. M. and Reid, J. K.", TITLE = "The Practical Use of the {H}ellerman-{R}anck P$^4$ Algorithm and the P$^5$ Algorithm of {E}risman et al.", INSTITUTION = "AERE Harwell", MONTH = "", YEAR = "1987", TYPE = "Report", NUMBER = "CSS213", ADDRESS = "", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Duff86a, AUTHOR = "I. S. Duff and A. M. Erisman and J. K. Reid", TITLE = "Direct Methods for Sparse Matrices", PUBLISHER = "Clarendon Press", SERIES = "Oxford Science Publications", ADDRESS = "Oxford", YEAR = "1986", REFERRED = "[Grie91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Duff74a, AUTHOR = "Duffin, R.", TITLE = "On {F}ourier's analysis of linear inequality systems", JOURNAL = "Mathematical Programming Study", VOLUME = "1", NUMBER = "", YEAR = "1974", PAGES = "71--95", REFERRED = "[Saar91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Eise68a, author = "Harry Eisenpress and Abel Bomberault", title = "Efficient Symbolic Differentiation using {PL/I-F}ormac", TYPE = "Technical Report", institution = "IBM New York Scientific Research Center", ADDRESS = "Yorktown Heights, N.Y.", year = "1968", number = "320--2956", month = "September", REFERRED = "[Char91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Engq80a, author = "Bjorn Engquist and Tom Smedsaas", title = "Automatic computer code generation for hyperbolic and parabolic differential equations", JOURNAL = "SIAM J. Sci. Stat. Comput.", year = "1980", volume = "1", number = "2", pages = "249--259", month = "June", REFERRED = "[Char91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Elli90a, AUTHOR = "Margaret~A. Ellis and Bjarne Stroustrup", TITLE = "The Annotated {C}++ Reference Manual", PUBLISHER = "Addison-Wesley", SERIES = "", ADDRESS = "Reading, Mass.", YEAR = "1990", REFERRED = "[Kalm91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Enri87a, AUTHOR = "Enright, Wayne H. and Pryce, John D.", TITLE = "Two {FORTRAN} Packages for Assessing Initial Value Methods", JOURNAL = "ACM Trans. Math. Software", VOLUME = "13", NUMBER = "1", YEAR = "1987", PAGES = "1--22", REFERRED = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Esco76a, AUTHOR = "Escobal, P. R.", TITLE = "Methods of Orbit Determination", EDITION = "2nd", PUBLISHER = "Robert E. Krieger Publishing", SERIES = "", ADDRESS = "", YEAR = "1976", REFERRED = "[Layn91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Evtu85a, AUTHOR = "Evtushenko, {\Yu}ri G.", TITLE = "Numerical Optimization Techniques", PUBLISHER = "Optimization Software Inc.", SERIES = "", ADDRESS = "New York", YEAR = "1985", REFERRED = "[Evtu91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Evtu91a, AUTHOR = "Evtushenko, {\Yu}ri G.", TITLE = "Automatic Differentiation Viewed from Optimal Control", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "25--30", REFERRED = "[Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @BOOK { Evtu89b, AUTHOR = "Evtushenko, {\Yu}ri G. and Mazourik, Vladimir P.", TITLE = "Optimization Software", PUBLISHER = "Znanie", SERIES = "", ADDRESS = "Moscow", YEAR = "1989", REFERRED = "[Evtu91a].", NOTE = "(In Russian).", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Evtu89a, AUTHOR = "Evtushenko, {\Yu}ri G. and Zhadan, V. G.", TITLE = "New approaches in optimization techniques", BOOKTITLE = "Proceedings of the 14th IFIP Conference on System Modelling and Optimization", YEAR = "1989", EDITOR = "", PUBLISHER = "Springer Verlag", SERIES = "Lecture Notes in Control and Information Science No. 143", ADDRESS = "", PAGES = "23--27", REFERRED = "[Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Fate69a, AUTHOR = "Fateman, Richard J.", TITLE = "Optimal Code for Serial and Parallel Computation", JOURNAL = "Comm. ACM", YEAR = "1969", VOLUME = "12", NUMBER = "12", PAGES = "694--695", MONTH = "December", REFERRED = "[Char91a].", COMMENT = "Discusses Breuer's paper as it relates to symbolic algebra.", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Fate74a, AUTHOR = "Fateman, Richard J.", TITLE = "Polynomial Multiplication, Powers, and asymptotic Analysis: {S}ome Comments", JOURNAL = "SIAM J. Comput.", VOLUME = "3", NUMBER = "", MONTH = "", YEAR = "1974", PAGES = "196--213", REFERRED = "[Bren78a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Feld90a, AUTHOR = "S. I. Feldman and David M. Gay and M. W. Maimone and N. L. Schryer", TITLE = "A {F}ortran-to-{C} Converter", INSTITUTION = "AT\&T Bell Laboratories", ADDRESS = "Murray Hill, N.J.", MONTH = "", YEAR = "1990", TYPE = "Computing Science Technical Report", NUMBER = "No. 149", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Feld83a, AUTHOR = "S. I. Feldman and P. J. Weinberger", TITLE = "A Portable {F}ortran 77 Compiler", BOOKTITLE = "Unix Programmer's Manual, Volume II", PUBLISHER = "Holt, Rinehart and Winston", SERIES = "", ADDRESS = "", YEAR = "1983", REFERRED = "[Gayd91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Fiel86a, AUTHOR = "Fields, D. E. and others", TITLE = "{PRESTO-II}: {A} Low-Level Waste Environment Transport and Risk Assessment Code", INSTITUTION = "Martin Marietta Energy Systems, Inc., Oak Ridge National Laboratory", YEAR = "1986", TYPE = "", NUMBER = "ORNL-5970", ADDRESS = "Oak Ridge, Tenn.", REFERRED = "[Horw91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @PHDTHESIS { Fisc90b, AUTHOR = "Fischer, Hans-C.", TITLE = "Schnelle Automatische {D}ifferentiation, {E}inschlie{\ss}ungsmethoden und {A}nwendungen", SCHOOL = "Univ. Karlsruhe", ADDRESS = "", YEAR = "1990", REFERRED = "[Irim91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @MISC { Fisc91a, AUTHOR = "Fischer, Hans-C.", TITLE = "Differentiation Arithmetic and Applications in {Pascal-XSC}", HOWPUBLISHED = "Poster presented at {SIAM} {W}orkshop on {A}utomatic {D}ifferentiation of {A}lgorithms, {B}reckenridge, Colo.", MONTH = "January", YEAR = "1991", REFERRED = "[Corl91a]; [Layn91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Fisc87a, AUTHOR = "Fischer, Herbert", TITLE = "Automatic differentiation: {F}ast method to compute the scalar product of gradient and given vector", TYPE = "Technical Report", NUMBER = "No. 105", INSTITUTION = "Technische Universt{\"a}t M{\"u}nchen, Institut f{\"u}r Angewandte Mathematik und Statistik", YEAR = "1987", REFERRED = "[Fisc87b]; [Fisc87e].", COMMENT = "", NOTE = "Also appeared as Report 26, Schwerpunkt\-programm der Deutschen Forschungsgemeinschaft Anwendunsbezogene Optimierung und Steurung, 1987", KEYWORDS = "Differentiation arithmetic.", ABSTRACT = "This method describes a technique of differentiation arithmetic which uses as one of the basic operations $a+b*c$. This allows the technique to be faster and use less space than the basic method.", } @TECHREPORT { Fisc87b, AUTHOR = "Fischer, Herbert", TITLE = "Automatic differentiation: {F}ast method to compute the quadratic form of {H}essian matrix and given vector", TYPE = "Technical Report", NUMBER = "No. 108", INSTITUTION = "Technische Universt{\"a}t M{\"u}nchen, Institut f{\"u}r Angewandte Mathematik und Statistik", YEAR = "1987", REFERRED = "", COMMENT = "", KEYWORDS = "Differentiation arithmetic.", ABSTRACT = "This method describes a technique of differentiation arithmetic which uses as one of the basic operations $a+b*c$. This allows the technique to be faster and use less space than the basic method.", } @TECHREPORT { Fisc87c, AUTHOR = "Fischer, Herbert", TITLE = "Automatic differentiation: {F}ast method to compute $f''(u)vv$ for given vector-valued $f$ and given $u$, $v$", TYPE = "Technical Report", NUMBER = "", INSTITUTION = "Technische Universt{\"a}t M{\"u}nchen, Institut f{\"u}r Angewandte Mathematik und Statistik", YEAR = "1987", REFERRED = "", COMMENT = "", KEYWORDS = "Differentiation arithmetic.", ABSTRACT = "Consider calculating the function $f''(u)vv$ for a given vector-valued f and given u, v, by using the affine function $ w: R \rightarrow R^n $ with $w(t) = u + t*v$, and the function $\psi: E \subseteq R \rightarrow R^n$ with $\psi(t) = f(w(t))$. Obviously $\psi''(0)11 = f''(u)vv =$ the vector wanted. The paper exploits this fact to produce a fast method for computing $f''(u)vv$. Operation counts are given for both the usual method and the fast method.", } @ARTICLE { Fisc90a, AUTHOR = "Fischer, Herbert", TITLE = "Automatic differentiation: {P}arallel computation of function, gradient and {H}essian matrix", JOURNAL = "Parallel Computing", VOLUME = "13", NUMBER = "", YEAR = "1990", PAGES = "101--110", REFERRED = "[Bisc91a].", COMMENT = "", ABSTRACT = "", } @TECHREPORT { Fisc87d, AUTHOR = "Fischer, Herbert", TITLE = "Berechnung des {G}radienten mit Automatischen {D}ifferenzieren", TYPE = "Technical Report", NUMBER = "No. 103B", INSTITUTION = "Technische Universt{\"a}t M{\"u}nchen, Institut f{\"u}r Angewandte Mathematik und Statistik", MONTH = "December", YEAR = "1987", REFERRED = "[Fisc87a]; [Fisc87e].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Fisc87e, AUTHOR = "Fischer, Herbert", TITLE = "Automatic Differentiation: {H}ow to Compute the {H}essian matrix", TYPE = "Report", NUMBER = "No. 26", INSTITUTION = "Schwerpunktprogramm der Deutschen Forschungsgemeinschaft Anwendunsbezogene Optimierung und Steurung", YEAR = "1987", REFERRED = "[Fisc87e].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Fisc91b, AUTHOR = "Fischer, Herbert", TITLE = "Special Problems in Automatic Differentiation", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "43--50", REFERRED = "[Garc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Fisc91c, AUTHOR = "Fischer, Herbert", TITLE = "Automatic differentiation of the vector that solves a parametric linear system", JOURNAL = "J. Computational and Applied Mathematics", VOLUME = "35", NUMBER = "", MONTH = "", YEAR = "to appear", PAGES = "", REFERRED = "[Fisc91b].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @article { Fitc85a, author = "John Fitch", title = "Solving algebraic problems with {REDUCE}", journal = "J. Symbolic Computation", pages = "211--227", volume = "1", number = "2", month = "June", year = "1985", REFERRED = "[Char91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Flaj87a, AUTHOR = "Flajolet, P. and Steyaert, J.-M.", TITLE = "A Complexity Calculus for Recursive Tree Algorithms", JOURNAL = "Mathematical Systems Theory", VOLUME = "19", NUMBER = "", YEAR = "1987", PAGES = "301--331", REFERRED = "[Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Flaj90a, AUTHOR = "Flajolet, P. and Sipala, P. and Steyaert, J.-M.", TITLE = "Analytic Variations on the Common Subexpression Problem", INSTITUTION = "INRIA-Rocquencourt", YEAR = "1990", TYPE = "Rapports de Recherche", NUMBER = "1210", ADDRESS = "78153 Le Chesnay Cedex, France", REFERRED = "[Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Flan84a, AUTHOR = "Flanders, Harley", TITLE = "Scientific Pascal", PUBLISHER = "Reston Publishing Company", SERIES = "", ADDRESS = "Reston, Virginia", YEAR = "1984", REFERRED = "[Flan91a].", COMMENTS = "Out of print.", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Flan91a, AUTHOR = "Flanders, Harley", TITLE = "Automatic Differentiation of Composite Functions", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "95--99", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @MISC { Flan91b, AUTHOR = "Flanders, Harley", TITLE = "Response to electronic mail survey", HOWPUBLISHED = "Personal communication", MONTH = "March", YEAR = "1991", REFERRED = "[Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Flet65a, AUTHOR = "Fletcher, R.", TITLE = "Function Minimization Without Evaluating Derivatives --- {A} Review", JOURNAL = "Comput. J.", VOLUME = "8", NUMBER = "", MONTH = "", YEAR = "1983", PAGES = "33--41", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Flet91a, AUTHOR = "Fletcher, R. and Hall, J. A. J.", TITLE = "Ordering Algorithms for Irreducible Sparse Linear Systems", INSTITUTION = "Dundee University", MONTH = "", YEAR = "1991", TYPE = "Report", NUMBER = "NA/131", ADDRESS = "Dundee, Scotland", REFERRED = "[Dixo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Fore89b, AUTHOR = "Forest, Etienne and Berz, Martin", TITLE = "Canonical Integration and Analysis of Periodic Maps using {N}on-{S}tandard Analysis and {L}ie Methods", BOOKTITLE = "Lie Methods in Optics II", YEAR = "1989", EDITOR = "", PUBLISHER = "Springer Verlag", ADDRESS = "Berlin", PAGES = "47--66", REFERRED = "[Berz91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Fore89a, AUTHOR = "Forest, Etienne and Berz, Martin and Irwin, John", TITLE = "Normal form methods for complicated periodic systems: {A} complete solution using differential algebra and {L}ie operators", JOURNAL = "Particle Accelerators", VOLUME = "24", NUMBER = "", YEAR = "1989", PAGES = "91 +", REFERRED = "[Mich91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Four90a, AUTHOR = "Fourer, R. and Gay, David M. and Kernighan, B. W.", TITLE = "A Modeling Language for Mathematical Programming", JOURNAL = "Management Science", VOLUME = "36", NUMBER = "5", YEAR = "1990", PAGES = "519--554", REFERRED = "[Gayd91a]; [Jued91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Foxp78a, AUTHOR = "P. A. Fox and A. D. Hall and N. L. Schryer", TITLE = "The {\tt PORT} Mathematical Subroutine Library", JOURNAL = "ACM Trans. Math. Software", VOLUME = "4", NUMBER = "", MONTH = "June", YEAR = "1978", PAGES = "104--126", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Fran78a, AUTHOR = "Frank, P. M.", TITLE = "Introduction to System Sensitivity Theory", PUBLISHER = "Academic Press", SERIES = "", ADDRESS = "New York", YEAR = "1978", REFERRED = "[Worl91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Fras91a, AUTHOR = "C. W. Fraser and D. R. Hanson", TITLE = "A Retargetable Compiler for {ANSI} {C}", INSTITUTION = "Department of Computer Science, Princeton University", MONTH = "February", YEAR = "1991", TYPE = "Research Report", NUMBER = "CS--TR--303--91", ADDRESS = "Princeton, N.J.", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Free88a, author = "Timothy Freeman and Gregory Imirzian and Erich Kaltofen and Lakshman Yagati", title = "Dagwood: {A} system of manipulating polynomials given by straight-line programs", journal = "ACM Trans. Math. Software", year = "1988", pages = "218--240", volume = "14", month = "September", number = "3", REFERRED = "[Char91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Garc79a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "Modelling stand development with stochastic differential equations", BOOKTITLE = "Mensuration for Management Planning of Exotic Forest Plantations", YEAR = "1979", EDITOR = "Elliot, D. A.", PUBLISHER = "New Zealand Forest Service, FRI Symposium No. 20", ADDRESS = "", PAGES = "315--333", REFERRED = "[Garc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Garc83a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "A stochastic differential equation model for the height growth of forest stands", JOURNAL = "Biometrics", VOLUME = "39", NUMBER = "", YEAR = "1983", PAGES = "1059--1072", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Garc84a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "New class of growth models for even-aged stands: {\it {P}inus radiata} in {G}olden {D}owns {F}orest", JOURNAL = "New Zealand J. Forestry Science", VOLUME = "14", NUMBER = "", YEAR = "1984", PAGES = "65--88", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Garc88a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "Experience with an advanced growth modelling methodology", BOOKTITLE = "Forest Growth Modelling and Prediction", YEAR = "1988", EDITOR = "Ek, A. R. and Shifley, S. R. and Burk, T. E.", PUBLISHER = "USDA Forest Service, General Technical Report NC-120", ADDRESS = "", PAGES = "668--675", REFERRED = "[Garc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Garc88b, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "Growth modelling -- {A} (re)view", JOURNAL = "New Zealand Forestry", VOLUME = "33", NUMBER = "", YEAR = "1988", PAGES = "14--17", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Garc89a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "Growth Modelling -- {N}ew Developments", BOOKTITLE = "Japan and New Zealand Symposium on Forestry Management Planning", YEAR = "1989", EDITOR = "Nagumo, H. and Konohira, Y.", PUBLISHER = "Japan Association for Forestry Statistics", ADDRESS = "", PAGES = "", REFERRED = "[Garc91a].", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Garc91a, AUTHOR = "Garc\'{\i}a, Oscar", TITLE = "A System for the Differentiation of {F}ortran Code and an Application to Parameter Estimation in Forest Growth Models", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "273--286", REFERRED = "[Jued91a]; [Soul91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Gate85a, AUTHOR = "Gates, B. L.", TITLE = "{GENTRAN}: {A}n automatic code generation facility for {REDUCE}", JOURNAL = "ACM SIGSAM Bulletin", VOLUME = "75", NUMBER = "", YEAR = "1985", PAGES = " 24--85", REFERRED = "[Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Gate86a, AUTHOR = "Gates, B. L.", TITLE = "A numerical code generation facility for {REDUCE}", BOOKTITLE = "Proceedings of the 1986 Symposium on Symbolic and Algebraic Computation", MONTH = "July", YEAR = "1986", EDITOR = "Char, Bruce W.", PUBLISHER = "ACM Press", ADDRESS = "New York", PAGES = "94--99", REFERRED = "[Char91a]; [Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @BOOK { Gate87a, AUTHOR = "Gates, B. L.", TITLE = "{GENTRAN} User's Manual, {REDUCE} Version", PUBLISHER = "The RAND Corporation", SERIES = "", ADDRESS = "Santa Monica, Calif.", YEAR = "1987", REFERRED = "[Gold91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Gayd83a, AUTHOR = "Gay, David M.", TITLE = "{ALGORITHM} 611 --- {S}ubroutines for Unconstrained Minimization Using a Model/Trust-Region Approach", JOURNAL = "ACM Trans. Math. Software", VOLUME = "9", NUMBER = "", MONTH = "", YEAR = "1983", PAGES = "503--524", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Gayd91a, AUTHOR = "Gay, David M.", TITLE = "Automatic Differentiation of Nonlinear {AMPL} Models", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "61--73", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @MISC { Gayd91b, AUTHOR = "Gay, David M.", TITLE = "Response to electronic mail survey", HOWPUBLISHED = "Personal communication", MONTH = "March", YEAR = "1991", REFERRED = "[Jued91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Gibb60a, AUTHOR = "Gibbons, A.", TITLE = "A program for the automatic integration of differential equations using the method of {T}aylor series", JOURNAL = "Comp. J.", VOLUME = "3", YEAR = "1960", PAGES = "108--111", REFERRED = "[Bart70a]; [Chan74a]; [Corl82a]; [Hali83a].", COMMENT = "", KEYWORDS = "point algorithm; computer program; Taylor series.", ABSTRACT = "This is a description of a Taylor series method. The recurrence relations for simple functions are derived. Examples of how systems can be presented to an implementation of the theory are given.", } @ARTICLE { Gilb92a, AUTHOR = "Gilbert, J. Ch.", TITLE = "Automatic Differentiation and Iterative Processes", JOURNAL = "Optimization Methods and Software", VOLUME = "1", NUMBER = "", YEAR = "1992", PAGES = "13--21", REFERRED = "", NOTE = "Also appeared as Preprint, INRIA, Le Chesnay, France, 1991.", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @techreport { Gilb91b, author = "J. Ch. Gilbert and G. {Le Vey} and J. Masse", title = "La diff\'erentiation automatique de fonctions repr\'esent\'ees par des programmes", type = "Rapport de Recherche", number = "1557", institution = "INRIA", address = "BP 105, F-78153 Le Chesnay, France", year = "1991", } @ARTICLE { Gold84a, AUTHOR = "Goldfarb, D. and Toint, P.", TITLE = "Optimal estimation of {J}acobian and {H}essian matrices that arise in finite difference calculations", JOURNAL = "Mathematics of Computation", YEAR = "1984", VOLUME = "43", NUMBER = "", PAGES = "69--88", MONTH = "", REFERRED = "[Bisc91a].", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Gold91a, AUTHOR = "Goldman, Victor V. and Molenkamp, J. and van Hulzen, J. A.", TITLE = "Efficient Numerical Program Generation and Computer Algebra Environments", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "74--83", REFERRED = "[Char91a]; [Garc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @TECHREPORT { Gome90a, AUTHOR = "Gomez, C.", TITLE = "{MACROFORT}: {A} {FORTRAN} code generator for {MAPLE}", INSTITUTION = "INRIA", YEAR = "1990", TYPE = "Rapports Techniques", NUMBER = "119", ADDRESS = "", REFERRED = "[Gold91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Grah75a, AUTHOR = "Graham, Ron L.", TITLE = "The Largest Small Hexagon", JOURNAL = "J. Combinatorial Theory (A)", VOLUME = "18", NUMBER = "", MONTH = "", YEAR = "1975", PAGES = "165--170", REFERRED = "[Gayd91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Gran88a, AUTHOR = "L. Grandinetti and D. Conforti", TITLE = "Numerical Comparisons of Nonlinear Programming Algorithms on Serial and Vector Processors Using Automatic Differentiation", JOURNAL = "Mathematical Programming", VOLUME = "42", NUMBER = "", YEAR = "1988", PAGES = "375--389", REFERRED = "", NOTE = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "It is shown by numerical computation that real-world optimal electrical power flow problems can be solved in real-time using vector processors. These problems are nonlinear optimization problems characterized by highly nonlinear constraints and by a large number of variables, and cannot be solved in real-time, even on mainframe computers.", } @INCOLLECTION { Gray67a, AUTHOR = "Gray, Julia H. and Rall Louis B.", TITLE = "{NEWTON}: {A} general purpose program for solving nonlinear equations", BOOKTITLE = "Proc. 1967 Army Numerical Analysis Conference", PUBLISHER = "U.S. Army Research Office", ADDRESS = "Research Triangle Park, N.C.", YEAR = "1967", PAGES = "11--59", REFERRED = "[Kuba72a]; [Rall80a]; [Rall84a].", COMMENT = "Also MRC Technical Summary Report No. 790, Mathematics Research Center, University of Madison-Wisconsin.", KEYWORDS = "point algorithm; computer program; non-linear equations; differentiation arithmetic.", ABSTRACT = "A program is described which uses Newton's method for solving a system of non-linear equations. The Jacobian is calculated using differentiation arithmetic. Automatic error analysis is provided by using differentiation arithmetic to calculate the Hessian.", } @TECHREPORT { Gray67b, AUTHOR = "Gray, Julia H. and Reiter, Allan", TITLE = "A compiler of differentiable expressions {(CODEX)} for the {CDC} 3600", TYPE = "MRC Technical Summary Report", NUMBER = "No. 791", INSTITUTION = "Mathematics Research Center, University of Wisconsin - Madison", YEAR = "1967", PAGES = "", REFERRED = "[Carl86a]; [Gray67a]; [Gray74a]; [Gray75a]; [Rall80a]; [Rall84a]; [Reit67b].", COMMENT = "", KEYWORDS = "precompiler.", ABSTRACT = "", } @TECHREPORT { Gray75a, AUTHOR = "Gray, Julia H. and Rall, Louis B.", TITLE = "{INTE}: {A} {UNIVAC} 1108/1110 Program for Numerical Integration with Rigorous Error Estimation", INSTITUTION = "Mathematics Research Center, University of Wisconsin - Madison", YEAR = "1975", TYPE = "MRC Technical Summary Report", NUMBER = "No. 1428", REFERRED = "[Corl91a]; [Corl87a]; [Corl88a]; [Hali83a]; [Rall80a].", COMMENT = "", KEYWORDS = "interval algorithm; Euler-Maclaurin quadrature; differentiation arithmetic; computer program; error estimation.", ABSTRACT = "The application of the Euler-Maclaurin formula for numerical integration can be automated by using software for interval analysis and differentiation arithmetic. The interval techniques permit rigorous bounding of the error due to roundoff, and also the truncation error. Optimal results for these bounds are developed to give a required accuracy in minimum time, or an estimate of the ultimate accuracy obtained using a UNIVAC 1108/1110 program. (Paper abstract).", } @BOOK { Gree76a, AUTHOR = "Greenspan, E.", TITLE = "Developments in Perturbation Theory", PUBLISHER = "Academic Press", SERIES = "Advances in Nuclear Science and Technology", VOLUME = "9", ADDRESS = "New York", YEAR = "1976", REFERRED = "[Worl91a].", COMMENTS = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Grie88a, AUTHOR = "Andreas Griewank", TITLE = "Book Review of {{\it Numerical Derivatives and Nonlinear Analysis}}", JOURNAL = "{SIAM Review}", YEAR = "1988", VOLUME = "30", NUMBER = "2", PAGES = "327--329", MONTH = "June", COMMENT = "Book review -- note references given in this review.", } @INCOLLECTION { Grie89a, AUTHOR = "Griewank, Andreas", TITLE = "On Automatic Differentiation", BOOKTITLE = "Mathematical Programming: Recent Developments and Applications", PUBLISHER = "Kluwer Academic Publishers", YEAR = "1989", EDITOR = "M. Iri and K. Tanabe", PAGES = "83--108", ADDRESS = "Dordrecht", REFERRED = "[Bisc91a]; [Char91a]; [Corl91a]; [Dixo91a]; [Evtu91a]; [Garc91a]; [Gayd91a]; [Gold91a]; [Grie91a]; [Horw91a]; [Irim91a]; [Jued91a]; [Kubo91a]; [Mazo91a]; [Navo91a]; [Rall91a]; [Saar91a]; [Soul91a]; [Tesf91a]; [Thac91a].", NOTE = "Also appeared as Preprint MCS--P10--1088, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., October 1988.", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Grie90c, AUTHOR = "Griewank, Andreas", TITLE = "Direct Calculation of {N}ewton Steps without Accumulating {J}acobians", BOOKTITLE = "Large-Scale Numerical Optimization", YEAR = "1990", EDITOR = "T. F. Coleman and Yuying Li", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", PAGES = "115--137", NOTE = "Also appeared as Preprint MCS--P132--0290, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., February 1990", REFERRED = "[Dixo91a]; [Grie91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Grie91b, AUTHOR = "Griewank, Andreas", TITLE = "Achieving logarithmic growth of temporal and spatial complexity in reverse automatic differentiation", JOURNAL = "Optimization Methods and Software", VOLUME = "", NUMBER = "", YEAR = "to appear", PAGES = "", NOTE = "Also appeared as Preprint MCS--P228--0491, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., April 1991.", REFERRED = "[Bisc91a]; [Kubo91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Grie91c, AUTHOR = "Griewank, Andreas", TITLE = "Automatic Evaluation of First- and Higher-Derivative Vectors", BOOKTITLE = "Proceedings of the Conference at W{\"u}rzburg, Aug. 1990, Bifurcation and Chaos: {A}nalysis, Algorithms, Applications", PUBLISHER = "Birkh{\"a}user Verlag", YEAR = "1991", VOLUME = "97", EDITOR = "R. Seydel and F. W. Schneider and T. K{\"u}pper and H. Troger", CHAPTER = "", PAGES = "135--148", ADDRESS = "Basel, Switzerland", MONTH = "", REFERRED = "[Bisc91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Grie91d, AUTHOR = "Griewank, Andreas", TITLE = "The Chain Rule Revisited in Scientific Computing", JOURNAL = "SIAM News", VOLUME = "24", NUMBER = "", MONTH = "May \& July", YEAR = "1991", PAGES = "", REFERRED = "[Bisc91a]; [Kalm91a].", NOTE = "no. 3, p. 20 \& no. 4, p. 8", KEYWORDS = "", ABSTRACT = "", } @BOOK { Grie91e, TITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", YEAR = "1991", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", REFERRED = "", COMMENT = "", KEYWORDS = "", ABSTRACT = "" } @TECHREPORT { Grie91f, AUTHOR = "Griewank, Andreas", TITLE = "Sequential Evaluations of Adjoints and Higher Derivative Vectors by Overloading and Reverse Accumulation", INSTITUTION = "Konrad-Zuse-Zentrum f{\"u}r Informationstechnik Berlin", YEAR = "1991", MONTH = "July", TYPE = "Preprint", NUMBER = "SC 91--3", ADDRESS = "", REFERRED = "[Corl91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Grie92a, AUTHOR = "Griewank, Andreas and Juedes, David and Srinivasan, Jay and Tyner, Charles", TITLE = "{ADOL-C}, A Package for the Automatic Differentiation of Algorithms Written in {C/C++}", JOURNAL = "ACM Trans. Math. Software", VOLUME = "", NUMBER = "", YEAR = "to appear", PAGES = "", NOTE = "Also appeared as Preprint MCS--P180--1190, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., November 1990.", REFERRED = "[Bisc91a]; [Gayd91a]; [Gold91a]; [Grie91a]; [Jued91a]; [Kubo91a]; [Mich91a]; [Tesf91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INCOLLECTION { Grie91a, AUTHOR = "Griewank, Andreas and Reese, Shawn", TITLE = "On the Calculation of {J}acobian Matrices by the {M}arkowitz Rule", BOOKTITLE = "Automatic Differentiation of Algorithms: Theory, Implementation, and Application", EDITOR = "Griewank, Andreas and Corliss, George F.", PUBLISHER = "SIAM", ADDRESS = "Philadelphia, Penn.", YEAR = "1991", PAGES = "126--135", REFERRED = "[Corl91a]; [Irim91a].", NOTE = "Also appeared as Preprint MCS--P267--1091, Mathematics and Computer Science Division, Argonne National Laboratory, Argonne, Ill., January 1992.", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @INPROCEEDINGS { Hali83a, AUTHOR = "Halin, Hans J.", TITLE = "The applicability of {T}aylor series methods in simulation", BOOKTITLE = "Proceedings of the 1983 Summer Computer Simultation Conference (Vancouver, B.C.)", VOLUME = "5", PUBLISHER = "", YEAR = "1983", PAGES = "", REFERRED = "", COMMENT = "", KEYWORDS = "differentiation arithmetic; Taylor series; computer program; numerical results; convergence.", ABSTRACT = "The author surveys historical and current developements in the application of recurrent Taylor series to the integration of systems of ordinary differential equations. The historical developement of the subject is reviewed along with a discussion of the reasons for the existence of present day prejudice against the method. A summary of current techniques is presented including those for deriving the recurrence relations with particular emphasise towards implementation. Questions about convergence, stepsize control and automatic control of series length are considered. Various difficulties such as integration across discontinuities and implicit differential equations are discussed and accurate and efficient remedies are provided. A simulation language, PSCSP (Power Series Continuous-system Simulation Program), is presented. This is used as a medium for testing and comparing the theory discussed earlier.", } @ARTICLE { Hall82a, AUTHOR = "M. C. G. Hall and D. G. Cacuci and M. E. Schlesinger", TITLE = "Sensitivity analysis of a radiative-convective model by the adjoint method", JOURNAL = "J. Atmos. Sci.", VOLUME = "39", NUMBER = "", MONTH = "", YEAR = "1982", PAGES = "2038--2050", REFERRED = "[Tala91a].", COMMENT = "", KEYWORDS = "", ABSTRACT = "", } @ARTICLE { Hart67a, AUTHOR = "Hartwell, J. G.", TITLE = "Simultaneous integration of N-bodies by analytic continuation with recursively formed derivatives", JOURNAL = "J. Astronomical Sci.", VOLUME = "XIV", NUMBER = "4", YEAR = "1967", PAGES = "173--177", REFERRED = "[Chan74a].", COMMENT = "", KEYWORDS = "point algorithms; differentiation arithmetic; Taylor series;