Automatic differentiation (AD) is a practical field of computational mathematics that is of growing interest across many industries, including finance. The use of reverse-mode AD is particularly ...

This is a preview. Log in through your library . Abstract In this paper three important matrix differentiation theorems are established and some special cases pointed out. The results are used to ...

In this paper, we apply stochastic (backward) automatic differentiation to calculate stochastic forward sensitivities. A forward sensitivity is a sensitivity at a future point in time, conditional on ...

Abstract. Numerical approximations to the solution of a linear singularly perturbed parabolic convection-diffusion problem are generated using a backward Euler method in time and an upwinded finite ...

This is the CBSE Class 12th Chapter, Application of Derivatives. Experts of Jagranjosh.com offer the best practice material that covers all important questions so that students will not miss any ...

Differentiation is central to development, while dedifferentiation is central to cancer progression. Hence, a quantitative assessment of differentiation would be most useful. We propose an unbiased ...

Find CBSE Class 12th Mathematics notes for the chapter Application of Derivatives. every concept is followed by the solved numerical example. You can also find those questions which have been asked in ...