[CppAD] time derivatives...

[João Leal]

Hi!


I am trying to implement a DAE index reduction algorithm using CppAD +
CppADCodeGen which requires time differentiation of equations.

Consider the following equation:

dx(t)/dt = x(t) * y(t)

Such equation might have to be differentiated (an unknown number of times)
relative to time (t).
For instance, the first time derivative  of the equation would be:

dx(t)/dt^2 = dx(t)/dt * y(t) + x(t) * dy(t)/dt

Any ideas regarding what would be the best strategy to implement this using
CppAD?
I am considering using CPPAD_USER_ATOMIC to make the relation between x -
dxdt - dxdt^2 - ...

Is there a better alternative?


Best regards,

João Leal
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