English

Automatic Differentiation With Higher Infinitesimals, or Computational Smooth Infinitesimal Analysis in Weil Algebra

Symbolic Computation 2021-09-01 v2 Mathematical Software Numerical Analysis Category Theory Differential Geometry Numerical Analysis

Abstract

We propose an algorithm to compute the CC^\infty-ring structure of arbitrary Weil algebra. It allows us to do some analysis with higher infinitesimals numerically and symbolically. To that end, we first give a brief description of the (Forward-mode) automatic differentiation (AD) in terms of CC^\infty-rings. The notion of a CC^\infty-ring was introduced by Lawvere and used as the fundamental building block of smooth infinitesimal analysis and synthetic differential geometry. We argue that interpreting AD in terms of CC^\infty-rings gives us a unifying theoretical framework and modular ways to express multivariate partial derivatives. In particular, we can "package" higher-order Forward-mode AD as a Weil algebra, and take tensor products to compose them to achieve multivariate higher-order AD. The algorithms in the present paper can also be used for a pedagogical purpose in learning and studying smooth infinitesimal analysis as well.

Keywords

Cite

@article{arxiv.2106.14153,
  title  = {Automatic Differentiation With Higher Infinitesimals, or Computational Smooth Infinitesimal Analysis in Weil Algebra},
  author = {Hiromi Ishii},
  journal= {arXiv preprint arXiv:2106.14153},
  year   = {2021}
}

Comments

to appear in Computer Algebra in Scientific Computing 2021