Don't be afraid of the 1001st (numerical) derivative

Thu, 31/10/2013
Professor Folkmar Bornemann (Technical University Munich) Computational Mathematics and Applications Seminar Add to calendar L5
The accurate and stable numerical calculation of higher-order derivatives of holomorphic functions (as required, e.g., in random matrix theory to extract probabilities from a generating function) turns out to be a surprisingly rich topic: there are connections to asymptotic analysis, the theory of entire functions, and to algorithmic graph theory.