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We develop a compositional approach for automatic and symbolic differentiation based on categorical constructions in functional analysis where derivatives are linear functions on abstract vectors rather than being limited to scalars,…

Programming Languages · Computer Science 2022-07-05 Martin Elsman , Fritz Henglein , Robin Kaarsgaard , Mikkel Kragh Mathiesen , Robert Schenck

A generic framework for the solution of PDE-constrained optimisation problems based on the FEniCS system is presented. Its main features are an intuitive mathematical interface, a high degree of automation, and an efficient implementation…

Mathematical Software · Computer Science 2013-02-19 S. W. Funke , P. E. Farrell

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

Numerical Analysis · Mathematics 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

Automated code generation allows for a separation between the development of a model, expressed via a domain specific language, and lower level implementation details. Algorithmic differentiation can be applied symbolically at the level of…

Programming Languages · Computer Science 2024-09-27 James R. Maddison

We present a general and automated approach for computing model gradients for PDE solvers built on sparse spectral methods, and implement this capability in the widely used open-source Dedalus framework. We apply reverse-mode automatic…

Numerical Analysis · Mathematics 2026-04-15 Calum S. Skene , Keaton J. Burns

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

We describe here a library aimed at automating the solution of partial differential equations using the finite element method. By employing novel techniques for automated code generation, the library combines a high level of expressiveness…

Mathematical Software · Computer Science 2012-05-15 Anders Logg , Garth N. Wells

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

In industry, shape optimization problems are of utter importance when designing structures such as aircraft, automobiles and turbines. For many of these applications, the structure changes over time, with a prescribed or non-prescribed…

Optimization and Control · Mathematics 2020-01-29 Jørgen S. Dokken , Sebastian K. Mitusch , Simon W. Funke

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level…

Mathematical Software · Computer Science 2021-10-28 Hong Zhang , Emil M. Constantinescu , Barry F. Smith

A computational fluid dynamics code is differentiated using algorithmic differentiation (AD) in both tangent and adjoint modes. The two novelties of the present approach are 1) the adjoint code is obtained by letting the AD tool Tapenade…

Computational Physics · Physics 2020-07-10 J. I. Cardesa , L. Hascoët , C. Airiau

This article aims to demonstrate and discuss the applications of automatic differentiation (AD) for finding derivatives in PDE-constrained optimization problems and Jacobians in non-linear finite element analysis. The main idea is to…

Numerical Analysis · Mathematics 2025-06-03 Julian Andrej , Tzanio Kolev , Boyan Lazarov

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives…

Computation · Statistics 2020-02-04 Michael Betancourt , Charles C. Margossian , Vianey Leos-Barajas

We propose a deterministic adjoint matching framework that formulates human preference alignment for flow-based generative models as an optimal control problem over velocity fields. One can directly regress the control toward a…

Artificial Intelligence · Computer Science 2026-05-08 Zhengyi Guo , Jiayuan Sheng , David D. Yao , Wenpin Tang

We present a methodology combining neural networks with physical principle constraints in the form of partial differential equations (PDEs). The approach allows to train neural networks while respecting the PDEs as a strong constraint in…

Numerical Analysis · Mathematics 2021-09-06 Sebastian K. Mitusch , Simon W. Funke , Miroslav Kuchta

As more and more multiphysics effects are entering the field of CFD simulations, this raises the question how they can be accurately captured in gradient computations for shape optimization. The latter has been successfully enriched over…

Computational Physics · Physics 2018-11-02 Ole Burghardt , Nicolas R. Gauger

With this contribution, we shed light on the relation between the discrete adjoints of multistep backward differentiation formula (BDF) methods and the solution of the adjoint differential equation. To this end, we develop a…

Numerical Analysis · Mathematics 2011-09-15 Dörte Beigel , Mario S. Mommer , Leonard Wirsching , Hans Georg Bock

The adjoint method allows efficient calculation of the gradient with respect to the design variables of a topology optimization problem. This method is almost exclusively used in combination with traditional Finite-Element-Analysis, whereas…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Indre Jödicke , Richard J. Leute , Till Junge , Lars Pastewka

Matched layers are commonly used in numerical simulations of wave propagation to model (semi-)infinite domains. Attenuation functions describe the damping in layers, and provide a matching of the wave impedance at the interface between the…

Computational Engineering, Finance, and Science · Computer Science 2016-02-01 Steven Vandekerckhove , Garth N. Wells , Herbert De Gersem , Koen Van Den Abeele
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