Computation of multiple Lie derivatives by algorithmic differentiation

Authors:
Klaus Röbenack
Affiliations:
Department of Mathematics, Institute of Scientific Computing, Technische Universität Dresden, 01062 Dresden, Germany
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

Lie derivatives are often used in nonlinear control and system theory. In general, these Lie derivatives are computed symbolically using computer algebra software. Although this approach is well-suited for small and medium-size problems, it is difficult to apply this technique to very complicated systems. We suggest an alternative method to compute the values of iterated and mixed Lie derivatives by algorithmic differentiation.