A new algorithm for computing the multivariate Faà di Bruno’s formula is provided. We use a symbolic approach based on the classical umbral calculus that turns the computation of the multivariate Faà di Bruno’s formula into a suitable multinomial expansion. We propose a MAPLE procedure whose computational times are faster compared with the ones existing in the literature. Some illustrative applications are also provided.

A new algorithm for computing the multivariate Faa'  di Bruno's formula

DI NARDO, Elvira;
2011-01-01

Abstract

A new algorithm for computing the multivariate Faà di Bruno’s formula is provided. We use a symbolic approach based on the classical umbral calculus that turns the computation of the multivariate Faà di Bruno’s formula into a suitable multinomial expansion. We propose a MAPLE procedure whose computational times are faster compared with the ones existing in the literature. Some illustrative applications are also provided.
2011
217
13
6286
6295
http://www.sciencedirect.com/science/article/pii/S0096300311000051
https://arxiv.org/pdf/1012.6008v1
Multivariate composite function; Faà di Bruno’s formula; Multivariate cumulant; Multivariate Hermite polynomial; Classical umbral calculus
DI NARDO Elvira; G. GUARINO; SENATO PULLANO Domenico
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1561357
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