Abstract
We present an extension of Taylor’s Theorem for the piecewise polynomial expansion of non-smooth evaluation procedures involving absolute value operations. Evaluation procedures are computer programs of mathematical functions in closed form expression and allow a different treatment of smooth operations or calls to the absolute value function. The well known classical Theorem of Taylor defines polynomial approximations of sufficiently smooth functions and is widely used for the derivation and analysis of numerical integrators for systems of ordinary differential- or differential-algebraic equations, for the construction of solvers for continuous non-linear optimization of finite dimensional objective functions and for root solving of non-linear systems of equations. The long term goal is the stabilization and acceleration of already known methods and the derivation of new methods by incorporating piecewise polynomial Taylor expansions. The herein provided proof of the higher order approximation quality of the new generalized expansions is constructive and allows efficiently designed algorithms for the execution and computation of the piecewise polynomial expansions. As a demonstration towards the ultimate goal we will derive a prototype of a \(k\)-step method on the basis of polynomial interpolation and the proposed generalized expansions.
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Notes
- 1.
where \(b_s = h\int _0^1 y_i^{(s)}(1) + \sum _{j=1}^k \varDelta ^{(j)} y_i^{(s)}(1; \tau -1)\, \mathrm d\tau - hf(\hat{x}_1^{(s)}, \hat{x}_2^{(s)}, t_{i+1})\) holds true.
- 2.
We use the phrase starting value within Pseudo-Algorithm 1 to refer to the beginning of an iteration for solving a nonlinear root problem and we use the phrase initial value as beginning of a time iteration.
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Acknowledgements
We want to thank Dr. Lutz Lehmann, Christian Strohm and the anonymous referees for their constructive criticism of the manuscript. Furthermore the work for the article has been conducted within the Research Campus MODAL funded by the German Federal Ministry of Education and Research (BMBF) (fund number \(05\text {M}14\text {ZAM}\)).
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Streubel, T., Tischendorf, C., Griewank, A. (2021). Piecewise Polynomial Taylor Expansions—The Generalization of Faà di Bruno’s Formula. In: Bock, H.G., Jäger, W., Kostina, E., Phu, H.X. (eds) Modeling, Simulation and Optimization of Complex Processes HPSC 2018. Springer, Cham. https://doi.org/10.1007/978-3-030-55240-4_3
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