A new algorithm for computing the multivariate Faà di Bruno’s formula

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摘要

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.

论文关键词:Multivariate composite function,Faà di Bruno’s formula,Multivariate cumulant,Multivariate Hermite polynomial,Classical umbral calculus

论文评审过程:Available online 7 January 2011.

论文官网地址:https://doi.org/10.1016/j.amc.2011.01.001