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Related papers: Forward-Mode Automatic Differentiation in Julia

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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

Recent advances in collaborative knowledge distillation have demonstrated cutting-edge performance for resource-constrained distributed multimedia learning scenarios. However, achieving such competitiveness requires addressing a fundamental…

Machine Learning · Computer Science 2026-03-24 Jing Liu , Zhenchao Ma , Han Yu , Bobo Ju , Wenliang Yang , Chengfang Li , Bo Hu , Liang Song

Reverse-mode automatic differentiation (autodiff) has been popularized by deep learning, but its ability to compute gradients is also valuable for interactive use cases such as bidirectional computer-aided design, embedded physics…

Programming Languages · Computer Science 2024-07-15 Sam Estep , Wode Ni , Raven Rothkopf , Joshua Sunshine

Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to each number, and propagate these through the computation. When derivatives are…

Symbolic Computation · Computer Science 2019-09-23 Oleksandr Manzyuk , Barak A. Pearlmutter , Alexey Andreyevich Radul , David R. Rush , Jeffrey Mark Siskind

JuMP is an algebraic modeling language embedded in the Julia programming language. JuMP allows users to model optimization problems of a variety of kinds, including linear programming, integer programming, conic optimization, semidefinite…

Programming Languages · Computer Science 2023-03-21 Miles Lubin , Oscar Dowson , Joaquim Dias Garcia , Joey Huchette , Benoît Legat , Juan Pablo Vielma

We decompose reverse-mode automatic differentiation into (forward-mode) linearization followed by transposition. Doing so isolates the essential difference between forward- and reverse-mode AD, and simplifies their joint implementation. In…

Programming Languages · Computer Science 2021-05-21 Roy Frostig , Matthew J. Johnson , Dougal Maclaurin , Adam Paszke , Alexey Radul

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

Deep learning has seen tremendous success over the past decade in computer vision, machine translation, and gameplay. This success rests in crucial ways on gradient-descent optimization and the ability to learn parameters of a neural…

Machine Learning · Computer Science 2019-08-30 Fei Wang , Daniel Zheng , James Decker , Xilun Wu , Grégory M. Essertel , Tiark Rompf

We introduce ajdmom, a Python package designed for automatically deriving moment formulae for the well-established affine jump diffusion processes with state-independent jump intensities. ajdmom can produce explicit closed-form expressions…

Mathematical Finance · Quantitative Finance 2025-04-08 Yan-Feng Wu , Jian-Qiang Hu

The Rust programming language is an attractive choice for robotics and related fields, offering highly efficient and memory-safe code. However, a key limitation preventing its broader adoption in these domains is the lack of high-quality,…

Robotics · Computer Science 2025-04-23 Chen Liang , Qian Wang , Andy Xu , Daniel Rakita

The evergrowing computational complexity of High Performance Computing applications is often met with an horizontal scalling of computing systems. Colaterally, each added node risks being a single point of failure to parallel programs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-04 Marcos Irigoyen , Carla Santana , Ramon C. F Araújo , Samuel Xavier-de-Souza

Automatic differentiation (AD) is an essential primitive for machine learning programming systems. Tangent is a new library that performs AD using source code transformation (SCT) in Python. It takes numeric functions written in a syntactic…

Mathematical Software · Computer Science 2017-11-09 Bart van Merriënboer , Alexander B. Wiltschko , Dan Moldovan

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

Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

The Julia programming language has evolved into a modern alternative to fill existing gaps in scientific computing and data science applications. Julia leverages a unified and coordinated single-language and ecosystem paradigm and has a…

Activity diagrams (ADs) have recently become widely used in the modeling of workflows, business processes, and web-services, where they serve various purposes, from documentation, requirement definitions, and test case specifications, to…

Software Engineering · Computer Science 2014-09-09 Shahar Maoz , Jan Oliver Ringert , Bernhard Rumpe

We present a previously unexplored forward-mode differentiation method for Maxwell's equations, with applications in the field of sensitivity analysis. This approach yields exact gradients and is similar to the popular adjoint variable…

Optics · Physics 2019-12-24 Tyler W Hughes , Ian A D Williamson , Momchil Minkov , Shanhui Fan

Integrating computational fluid dynamics (CFD) software into optimization and machine-learning frameworks is hampered by the rigidity of classic computational languages and the slow performance of more flexible high-level languages.…

Fluid Dynamics · Physics 2023-04-18 Gabriel D. Weymouth , Bernat Font

ADF95 is a tool to automatically calculate numerical first derivatives for any mathematical expression as a function of user defined independent variables. Accuracy of derivatives is achieved within machine precision. ADF95 may be applied…

Mathematical Software · Computer Science 2007-05-23 Christian W. Straka

Julia is a new language for writing data analysis programs that are easy to implement and run at high performance. Similarly, the Dynamic Distributed Dimensional Data Model (D4M) aims to clarify data analysis operations while retaining…

Mathematical Software · Computer Science 2016-12-13 Alexander Chen , Alan Edelman , Jeremy Kepner , Vijay Gadepally , Dylan Hutchison
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