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Related papers: Forward-Mode Automatic Differentiation in Julia

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The formation of the large-scale structure, the evolution and distribution of galaxies, quasars, and dark matter on cosmological scales, requires numerical simulations. Differentiable simulations provide gradients of the cosmological…

Instrumentation and Methods for Astrophysics · Physics 2022-11-21 Yin Li , Libin Lu , Chirag Modi , Drew Jamieson , Yucheng Zhang , Yu Feng , Wenda Zhou , Ngai Pok Kwan , François Lanusse , Leslie Greengard

In this note we derive the backward (automatic) differentiation (adjoint [automatic] differentiation) for an algorithm containing a conditional expectation operator. As an example we consider the backward algorithm as it is used in Bermudan…

Computational Finance · Quantitative Finance 2017-07-18 Christian P. Fries

The need to efficiently calculate first- and higher-order derivatives of increasingly complex models expressed in Python has stressed or exceeded the capabilities of available tools. In this work, we explore techniques from the field of…

Machine Learning · Computer Science 2018-09-27 Bart van Merriënboer , Dan Moldovan , Alexander B Wiltschko

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

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

We propose ALiA, a novel adaptive variant of the alternating direction method of multipliers (ADMM). Specifically, ALiA is a variant of function-linearized proximal ADMM (FLiP ADMM), which generalizes the classical ADMM by leveraging the…

Optimization and Control · Mathematics 2026-02-17 Uijeong Jang , Kaizhao Sun , Wotao Yin , Ernest K Ryu

Diffusion models achieve great success in generating diverse and high-fidelity images, yet their widespread application, especially in real-time scenarios, is hampered by their inherently slow generation speed. The slow generation stems…

Computer Vision and Pattern Recognition · Computer Science 2024-08-19 Shengkun Tang , Yaqing Wang , Caiwen Ding , Yi Liang , Yao Li , Dongkuan Xu

We present RUBIX, a fully tested, well-documented, and modular Open Source tool developed in JAX, designed to forward model IFU cubes of galaxies from cosmological hydrodynamical simulations. The code automatically parallelizes computations…

Instrumentation and Methods for Astrophysics · Physics 2024-12-12 Ufuk Çakır , Anna Lena Schaible , Tobias Buck

Large language models (LLMs) enhance security through alignment when widely used, but remain susceptible to jailbreak attacks capable of producing inappropriate content. Jailbreak detection methods show promise in mitigating jailbreak…

Cryptography and Security · Computer Science 2026-01-26 Guorui Chen , Yifan Xia , Xiaojun Jia , Zhijiang Li , Philip Torr , Jindong Gu

The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating…

Machine Learning · Computer Science 2023-04-25 Haixiang Sun , Ye Shi , Jingya Wang , Hoang Duong Tuan , H. Vincent Poor , Dacheng Tao

We present and evaluate the Futhark implementation of reverse-mode automatic differentiation (AD) for the basic blocks of parallel programming: reduce, prefix sum (scan), and reduce by index. We first present derivations of general-case…

Programming Languages · Computer Science 2023-10-06 Lotte Maria Bruun , Ulrik Stuhr Larsen , Nikolaj Hinnerskov , Cosmin Oancea

Diffusion large language models (dLLMs) offer a promising paradigm for parallel text generation, but in practice they face an accuracy-parallelism trade-off, where increasing tokens per forward (TPF) often degrades generation quality.…

Computation and Language · Computer Science 2026-05-12 Haoyang Zhou , Li Kong , Shijie Ren , Xiting Wang , Shuang Liang , Guowei Wang , Zhenxuan Pan

Performant numerical solving of differential equations is required for large-scale scientific modeling. In this manuscript we focus on two questions: (1) how can researchers empirically verify theoretical advances and consistently compare…

Software Engineering · Computer Science 2018-07-18 Christopher Rackauckas , Qing Nie

Automatic generation of convex relaxations and subgradients is critical in global optimization, and is typically carried out using variants of automatic/algorithmic differentiation (AD). At previous AD conferences, variants of the forward…

Optimization and Control · Mathematics 2025-01-31 Yingkai Song , Kamil A. Khan

Solving partial differential equations (PDEs) efficiently is essential for analyzing complex physical systems. Recent advancements in leveraging deep learning for solving PDE have shown significant promise. However, machine learning…

Machine Learning · Computer Science 2024-02-16 Ruichen Li , Chuwei Wang , Haotian Ye , Di He , Liwei Wang

We present Trixi.jl, a Julia package for adaptive high-order numerical simulations of hyperbolic partial differential equations. Utilizing Julia's strengths, Trixi.jl is extensible, easy to use, and fast. We describe the main design choices…

Mathematical Software · Computer Science 2022-01-19 Hendrik Ranocha , Michael Schlottke-Lakemper , Andrew R. Winters , Erik Faulhaber , Jesse Chan , Gregor J. Gassner

Current direct-collocation-based optimal control software is either easy to use or fast, but not both. This is a major limitation for users that are trying to formulate complex optimal control problems (OCPs) for use in on-line…

Mathematical Software · Computer Science 2020-05-05 Huckleberry Febbo , Paramsothy Jayakumar , Jeffrey L. Stein , Tulga Ersal

Shape optimization is of great significance in structural engineering, as an efficient geometry leads to better performance of structures. However, the application of gradient-based shape optimization for structural and architectural design…

Mathematical Software · Computer Science 2023-06-30 Gaoyuan Wu

Adaptive optics systems are usually prototyped in a convenient but slow language like MATLAB or Python, and then re-written from scratch using high-performance C/C++ to perform real-time control. This duplication of effort adds costs and…

Instrumentation and Methods for Astrophysics · Physics 2024-07-11 William Thompson , Darryl Gamroth , Christian Marois , Olivier Lardière

Two of the most important areas in computational finance: Greeks and, respectively, calibration, are based on efficient and accurate computation of a large number of sensitivities. This paper gives an overview of adjoint and automatic…

Computational Finance · Quantitative Finance 2011-07-12 Cristian Homescu