2 papers
math.NA2017
Integrating Lipschitzian Dynamical Systems using Piecewise Algorithmic Differentiation
Andreas Griewank, Richard Hasenfelder, Manuel Radons +1
In this article we analyze a generalized trapezoidal rule for initial value problems with piecewise smooth right hand side \(F:\R^n\to\R^n\). When applied to such a problem the cla…
math.NA2017
Piecewise linear secant approximation via Algorithmic Piecewise Differentiation
Andreas Griewank, Tom Streubel, Lutz Lehmann +2
It is shown how piecewise differentiable functions that are defined by evaluation programs can be approximated locally by a piecewise linear m…