English
Related papers

Related papers: Automatic Differentiation of a Finite-Volume-Based…

200 papers

The auto differentiable simulation is a type of simulation that outputs of the simulation include not only the simulation result itself, but also their derivatives with respect to various input parameters. It provides an efficient method to…

Computational Physics · Physics 2025-12-01 Ji Qianga , Yue Hao , Allen Qiang , Jinyu Wan

Expression templates are a well-known set of techniques for improving the efficiency of operator overloading-based forward mode automatic differentiation schemes in the C++ programming language by translating the differentiation from…

Mathematical Software · Computer Science 2012-05-21 Eric Phipps , Roger Pawlowski

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

Within the framework of building energy assessment, this article proposes to use a derivative based sensitivity analysis of heat transfer models in a building envelope. Two, global and local, estimators are obtained at low computational…

Computational Engineering, Finance, and Science · Computer Science 2021-11-18 Ainagul Jumabekova , Julien Berger , Aurélie Foucquier

Automatic differentiation is a set of techniques to efficiently and accurately compute the derivative of a function represented by a computer program. Existing C++ libraries for automatic differentiation (e.g. Adept, Stan Math Library),…

Mathematical Software · Computer Science 2021-02-09 James Yang

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

Automatic differentiation is a tool for numerically calculating derivatives of a given function up to machine precision. This tool is useful for quantum chemistry methods, which require the calculation of gradients either for the…

Chemical Physics · Physics 2020-11-25 Fabijan Pavošević , Sharon Hammes-Schiffer

Over the past few years, robotics simulators have largely improved in efficiency and scalability, enabling them to generate years of simulated data in a few hours. Yet, efficiently and accurately computing the simulation derivatives remains…

Robotics · Computer Science 2025-05-21 Quentin Le Lidec , Louis Montaut , Yann de Mont-Marin , Fabian Schramm , Justin Carpentier

Template metaprogramming is a popular technique for implementing compile time mechanisms for numerical computing. We demonstrate how expression templates can be used for compile time symbolic differentiation of algebraic expressions in C++…

Symbolic Computation · Computer Science 2017-05-05 Drosos Kourounis , Leonidas Gergidis , Michael Saunders , Andrea Walther , Olaf Schenk

We analyze an optimization problem of the conductivity in a composite material arising in a heat conduction energy storage problem. The model is described by the heat equation that specifies the heat exchange between two types of materials…

Optimization and Control · Mathematics 2024-04-01 M. Azaiez , A. Doubova , S. Ervedoza , F. Jelassi , M. Mint Brahim

Automatic differentiation is involved for long in applied mathematics as an alternative to finite difference to improve the accuracy of numerical computation of derivatives. Each time a numerical minimization is involved, automatic…

Computational Finance · Quantitative Finance 2017-06-08 Sébastien Geeraert , Charles-Albert Lehalle , Barak Pearlmutter , Olivier Pironneau , Adil Reghai

Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

This document presents a new C++ Automatic Differentiation (AD) tool, AD-HOC (Automatic Differentiation for High-Order Calculations). This tool aims to have the following features: -Calculation of user specified derivatives of arbitrary…

Mathematical Software · Computer Science 2024-12-13 Juan Lucas Rey

Differentiable programming has facilitated numerous methodological advances in scientific computing. Physics engines supporting automatic differentiation have simpler code, accelerating the development process and reducing the maintenance…

Computational Physics · Physics 2023-04-04 Chuin Wei Tan , Chris J. Pickard , William C. Witt

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

Automatic differentiation is everywhere, but there exists only minimal documentation of how it works in complex arithmetic beyond stating "derivatives in $\mathbb{C}^d$" $\cong$ "derivatives in $\mathbb{R}^{2d}$" and, at best, shallow…

Mathematical Software · Computer Science 2024-12-11 Nicholas Krämer

Automatic differentiation is a technique which allows a programmer to define a numerical computation via compositions of a broad range of numeric and computational primitives and have the underlying system support the computation of partial…

Mathematical Software · Computer Science 2017-06-02 Samer Abdallah

Optimization of beamlines and lattices is a common problem in accelerator physics, which is usually solved with semi-analytical methods and numerical optimization routines. However, these are usually of the gradient-free or…

Accelerator Physics · Physics 2025-07-14 Francisco Huhn , Francesco M. Velotti
‹ Prev 1 2 3 10 Next ›