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Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and nonlinear solvers. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years,…

Mathematical Software · Computer Science 2025-07-18 Kim Liegeois , Brian Kelley , Eric Phipps , Sivasankaran Rajamanickam , Vassil Vassilev

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

We consider the problem of efficiently computing the derivative of the solution map of a convex cone program, when it exists. We do this by implicitly differentiating the residual map for its homogeneous self-dual embedding, and solving the…

Optimization and Control · Mathematics 2020-05-21 Akshay Agrawal , Shane Barratt , Stephen Boyd , Enzo Busseti , Walaa M. Moursi

We present an application of automatic differentiation for particle transport through matter using a Geant4-like radiation transport simulation with a full electromagnetic physics model. When differentiating this step-based transport, we…

Instrumentation and Detectors · Physics 2026-05-11 Jeffrey Krupa , Yiyang Zhao , Mihaly Novak , Max Aehle , Max Sagebaum , Long Chen , Nicolas Gauger , Miaoyuan Liu , Lukas Heinrich , Michael Kagan

In this work, we obtain the numerical temperature field to a thermally developing fluid flow inside parallel plates problem with a quantum computing method. The physical problem deals with the heat transfer of a steady state,…

When the variations of surface temperature are measured both spatially and temporally, analytical expressions that correctly account for multi-dimensional transient conduction can be applied. To enhance the accessibility of these accurate…

Instrumentation and Detectors · Physics 2024-12-03 David Buttsworth , Timothy Buttsworth

Automatic differentiation plays a prominent role in scientific computing and in modern machine learning, often in the context of powerful programming systems. The relation of the various embodiments of automatic differentiation to the…

Programming Languages · Computer Science 2020-02-04 Martin Abadi , Gordon D. Plotkin

The HFBTHO code implements a nuclear energy density functional solver to model the structure of atomic nuclei. HFBTHO has previously been used to calibrate energy functionals and perform sensitivity analysis by using derivative-free…

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

Living organisms process information without any central control unit and without any ruling clock. We have been studying a novel computational strategy that uses a geometrically arranged excitable field, i.e., "field computation." As an…

Pattern Formation and Solitons · Physics 2009-11-10 Hiroki Nagahara , Takatoshi Ichino , Kenichi Yoshikawa

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

This report describes a mathematical model of heat conduction. The differential equation for heat conduction in one dimensional rod has been derived. The explicit finite difference numerical method is used to solve this differential…

Computational Engineering, Finance, and Science · Computer Science 2021-07-27 Abdul Aziz Momin , Nikhil Shende , Abhijna Anamtatmakula , Emily Ganguly , Ashwin Gurbani , Chaitanya A Joshi , Yogesh Y Mahajan

Machine learning and neural network models in particular have been improving the state of the art performance on many artificial intelligence related tasks. Neural network models are typically implemented using frameworks that perform…

Machine Learning · Computer Science 2021-10-18 Davan Harrison

As computational challenges in optimization and statistical inference grow ever harder, algorithms that utilize derivatives are becoming increasingly more important. The implementation of the derivatives that make these algorithms so…

Mathematical Software · Computer Science 2015-09-25 Bob Carpenter , Matthew D. Hoffman , Marcus Brubaker , Daniel Lee , Peter Li , Michael Betancourt

This paper considers one-dimensional heat transfer in a media with temperature-dependent thermal conductivity. To model the transient behavior of the system, we solve numerically the one-dimensional unsteady heat conduction equation with…

Numerical Analysis · Mathematics 2018-11-16 Stefan M Filipov , István Faragó

Conduction transfer functions (CTF) are commonly used in the building services to quickly estimate hourly conduction heat loads through multilayered walls without resorting to expensive, time-consuming solutions of the heat equation. It is…

Computational Engineering, Finance, and Science · Computer Science 2021-10-26 Khodr Jaber

In this work, we design and analyze a novel, provably conditionally stable, weakly coupled partitioned scheme to solve the conjugate heat transfer (CHT) problem. We consider a model CHT problem consisting of linear advection-diffusion and…

Numerical Analysis · Mathematics 2026-02-23 Sarah Nataj , David C. Del Rey Fernández , David Brown , Rajeev Jaiman

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

Underground duct banks carrying power cables dissipate heat to the surrounding soil. The amount of heat dissipated determines the current rating of cables, which in turn affects the sizing of the cables. The dissipation of heat through the…

Geophysics · Physics 2023-12-27 Anusha Vajapeyajula , Krishna Kumar