Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Second Edition


Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, Second Edition
460 pages | Society for Industrial and Applied Mathematic; 
Second edition (September 26, 2008) | ISBN: 0898716594 | PDF | 3,5 Mb

Algorithmic, or automatic, differentiation (AD) is a growing area of theoretical research and software development concerned with the accurate and efficient evaluation of derivatives for function evaluations given as computer programs. The resulting derivative values are useful for all scientific computations that are based on linear, quadratic, or higher order approximations to nonlinear scalar or vector functions.

AD has been applied in particular to optimization, parameter identification, nonlinear equation solving, the numerical integration of differential equations, and combinations of these. Apart from quantifying sensitivities numerically, AD also yields structural dependence information, such as the sparsity pattern and generic rank of Jacobian matrices. The field opens up an exciting opportunity to develop new algorithms that reflect the true cost of accurate derivatives and to use them for improvements in speed and reliability. 

Computational Methods for Multiphase Flows in Porous Media


Computational Methods for Multiphase Flows in Porous Media
Publisher: Society for Industrial and Applied Mathematic |
 2006-03-30 | ISBN:0898716063 | Pages:531 | PDF | 4 MB

Product Description:

This book offers a fundamental and practical introduction to the use of computational methods, particularly finite element methods, in the simulation of fluid flows in porous media. It is the first book to cover a wide variety of flows, including single-phase, two-phase, black oil, volatile, compositional, nonisothermal, and chemical compositional flows in both ordinary porous and fractured porous media. In addition, a range of computational methods are used, and benchmark problems of nine comparative solution projects organized by the Society of Petroleum Engineers are presented for the first time in book form. Computational Methods for Multiphase Flows in Porous Media reviews multiphase flow equations and computational methods to introduce basic terminologies and notation. A thorough discussion of practical aspects of the subject is presented in a consistent manner, and the level of treatment is rigorous without being unnecessarily abstract. Each chapter ends with bibliographic information and exercises. This book can be used as a textbook for graduate or advanced undergraduate students in geology, petroleum engineering, and applied mathematics, and as a reference book for professionals in these fields, as well as scientists working in the area of petroleum reservoir simulation. It can also be used as a handbook for employees in the oil industry who need a basic understanding of modeling and computational method concepts and by researchers in hydrology, environmental remediation, and some areas of biological tissue modeling. Calculus, physics, and some acquaintance with partial differential equations and simple matrix algebra are necessary prerequisites.

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