Let n be a nonnegative integer and let u ∈ (n,n+1]. We say that f is u-times Peano bounded in the approximate (resp. $L^p$, 1 ≤ p ≤ ∞) sense at $x\in {ℝ}^m$ if there are numbers $f_{\alpha }\left(x\right)$, |α| ≤ n, such that $f(x+h)-{\sum }_{\left|\alpha \right|\le n}{f}_{\alpha }\left(x\right)h^{\alpha }/\alpha !$ is $O\left(h^u\right)$ in the approximate (resp. $L^p$) sense as h → 0. Suppose f is u-times Peano bounded in either the approximate or $L^p$ sense at each point of a bounded measurable set E. Then for every ε > 0 there is a perfect set Π ⊂ E and a smooth function g such that the Lebesgue measure of E∖Π is less than ε and f = g on Π....

Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....

Automatic differentiation (AD) has proven its interest in many fields of applied mathematics, but it is still not widely used. Furthermore, existing numerical methods have been developed under the hypotheses that computing program derivatives is not affordable for real size problems. Exact derivatives have therefore been avoided, or replaced by approximations computed by divided differences. The hypotheses is no longer true due to the maturity of AD added to the quick evolution of machine capacity....