$Id:$ /* -------------------------------------------------------------------------- CppAD: C++ Algorithmic Differentiation: Copyright (C) 2003-14 Bradley M. Bell CppAD is distributed under multiple licenses. This distribution is under the terms of the Eclipse Public License Version 1.0. A copy of this license is included in the COPYING file of this distribution. Please visit http://www.coin-or.org/CppAD/ for information on other licenses. -------------------------------------------------------------------------- */ $begin erf_reverse$$ $spell erf Taylor $$ $index erf, reverse theory$$ $index theory, erf reverse$$ $index reverse, erf theory$$ $section Error Function Reverse Mode Theory$$ $head Notation$$ We use the reverse theory $cref/standard math function/ReverseTheory/Standard Math Functions/$$ definition for the functions $latex H$$ and $latex G$$. $head Positive Orders Z(t)$$ For order $latex j > 0$$, suppose that $latex H$$ is the same as $latex G$$. $latex \[ z^{(j)} = \frac{1}{j} \sum_{k=1}^j k x^{(k)} y^{(j-k)} \] $$ For $latex k = 1 , \ldots , j$$, the partial of $latex H$$ with respect to $latex x^{(k)}$$ is given by $latex \[ \D{H}{ x^{(k)} } = \D{G}{ x^{(k)} } + \D{G}{ z^{(j)} } \D{ z^{(j)} }{ x^{(k)} } = \D{G}{ x^{(k)} } + \D{G}{ z^{(j)} } \frac{k}{j} y^{(j-k)} \] $$ For $latex k = 1 , \ldots , j$$ The partial of $latex H$$ with respect to $latex y^{j-k}$$, is given by $latex \[ \D{H}{ y^{(j-k)} } = \D{G}{ y^{(j-k)} } + \D{G}{ z^{(j)} } \D{ z^{(j)} }{ y^{(j-k)} } = \D{G}{ y^{(j-k)} } + \D{G}{ z^{(j)} } \frac{k}{j} x^{k} \] $$ $head Order Zero Z(t)$$ The $latex z^{(0)}$$ coefficient is expressed as a function of the Taylor coefficients for $latex X(t)$$ and $latex Y(t)$$ as follows: In this case, $latex \[ \D{H}{ x^{(0)} } = \D{G}{ x^{(0)} } + \D{G}{ z^{(0)} } \D{ z^{(0)} }{ x^{(0)} } = \D{G}{ x^{(0)} } + \D{G}{ z^{(0)} } y^{(0)} \] $$ $end