vix.ing · top · new · best · stats

A note about high-order semi-implicit differentiation: application to a numerical integration scheme with Taylor-based compensated error

2024/08/01 by Loïc Michel, Michel, Loïc, Jean‐Pierre Barbot +1
Computer Science · Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Algorithm #Applied mathematics #Automatic differentiation #Computer science #Economics #FOS: Electrical engineering #FOS: Mathematics #Mathematical analysis #Mathematics #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Numerical methods for differential equations #Order (exchange) #Scheme (mathematics) #Systems and Control (eess.SY) #Taylor series #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2408.00497

published in arXiv (Cornell University) (Cornell University)

openalex publication_date 2024/08/01 · openalex created_date 2024/08/03 · openalex updated_date 2026/08/06

Abstract

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor expansion refinement. The proposed algorithm is dual to the interconnected approach since it offers alternative flexibility to be tuned and to be implemented in real-time processes. In particular, an application to a numerical integration scheme is presented as the Taylor refinement can be of interest to improve the global convergence. Numerical results are presented to support the rightness of the proposed method.

Related