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The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

This work focuses on numerically solving a shape identification problem related to advection-diffusion processes with space-dependent coefficients using shape optimization techniques. Two boundary-type cost functionals are considered, and…

Optimization and Control · Mathematics 2025-04-23 Elmehdi Cherrat , Lekbir Afraites , Julius Fergy Tiongson Rabago

In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…

Optimization and Control · Mathematics 2020-05-04 Thomas Flynn

Real-time estimations of temperature distributions and geometric configurations are important to energy efficient buildings and the development of smarter cities. In this paper we formulate a gradient-based estimation algorithm capable of…

Optimization and Control · Mathematics 2016-05-20 Runxin He , Humberto Gonzalez

Sensitivity analysis plays an important role in searching for constitutive parameters (e.g. permeability) subsurface flow simulations. The mathematics behind is to solve a dynamic constrained optimization problem. Traditional methods like…

Computational Physics · Physics 2019-06-05 Shu Wang , Satish Karra , Daniel O'Malley

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Optimization and Control · Mathematics 2024-03-05 Lucas Fuentes Valenzuela , Robin Brown , Marco Pavone

Aerodynamic design optimization is an important problem in aircraft design that depends on the interplay between a numerical optimizer and a high-fidelity flow physics solver. Derivative-based, first and (quasi) second order, optimization…

Optimization and Control · Mathematics 2026-04-17 Punya Plaban , Peter Bachman , Ashwin Renganathan

The paper is concerned with a node-based, gradient-driven, continuous adjoint two-phase flow procedure to optimize the shapes of free-floating vessels and discusses three topics. First, we aim to convey that elements of a Cahn-Hilliard…

Fluid Dynamics · Physics 2022-02-10 Niklas Kühl , Thanh Tung Nguyen , Michael Palm , Dirk Jürgens , Thomas Rung

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

For a given {\it misfit function}, a specified optimality measure of a model, its gradient describes the manner in which one may alter properties of the system to march towards a stationary point. The adjoint method, arising from…

Solar and Stellar Astrophysics · Physics 2015-05-28 Shravan Hanasoge , Aaron Birch , Laurent Gizon , Jeroen Tromp

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

This work proposes a novel shape optimization framework for geometric inverse problems governed by the advection--diffusion equation, based on the coupled complex boundary method (CCBM). Building on recent developments [Afr22, Rab23, Rab25,…

Numerical Analysis · Mathematics 2026-03-19 Elmehdi Cherrat , Lekbir Afraites , Julius Fergy Tiongson Rabago

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

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

This study presents an efficient and accurate discrete adjoint gas-kinetic scheme (GKS) for sensitivity analysis and aerodynamic shape optimization in continuum flow regimes. Developed using the backward mode of algorithmic differentiation…

Fluid Dynamics · Physics 2026-04-17 Hangkong Wu , Yuze Zhu , Yajun Zhu , Kun Xu

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

Stellarators are a promising route to steady-state fusion power. However, to achieve the required confinement, the magnetic geometry must be highly optimized. This optimization requires navigating high-dimensional spaces, often…

Plasma Physics · Physics 2019-09-25 Elizabeth Paul , Ian Abel , Matt Landreman , William Dorland

In this paper we study an abstract framework for computing shape derivatives of functionals subject to PDE constraints. We revisit the Lagrangian approach using the implicit function theorem in an abstract setting tailored for applications…

Optimization and Control · Mathematics 2020-11-03 Antoine Laurain , Pedro T. P. Lopes , Jean C. Nakasato

Gradient-based optimization of engineering designs is limited by non-differentiable components in the typical computer-aided engineering (CAE) workflow, which calculates performance metrics from design parameters. While gradient-based…

Computational Engineering, Finance, and Science · Computer Science 2025-11-17 Andrin Rehmann , Nolan Black , Josiah Bjorgaard , Alessandro Angioi , Andrei Paleyes , Niklas Heim , Dion Häfner , Alexander Lavin

A variety of shooting methods for computing fully discrete time-periodic solutions of partial differential equations, including Newton-Krylov and optimization-based methods, are discussed and used to determine the periodic, compressible,…

Optimization and Control · Mathematics 2016-08-16 Matthew J. Zahr , Per-Olof Persson , Jon Wilkening