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A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical…

Numerical Analysis · Mathematics 2017-03-28 John D. Pryce , Nedialko S. Nedialkov , Guangning Tan , Xiao Li

Automatic differentiation, as implemented today, does not have a simple mathematical model adapted to the needs of modern machine learning. In this work we articulate the relationships between differentiation of programs as implemented in…

Machine Learning · Computer Science 2020-10-30 Jerome Bolte , Edouard Pauwels

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

An optimization based state and parameter estimation method is presented where the required Jacobian matrix of the cost function is computed via automatic differentiation. Automatic differentiation evaluates the programming code of the cost…

Chaotic Dynamics · Physics 2015-07-10 Jan Schumann-Bischoff , Stefan Luther , Ulrich Parlitz

If several independent algorithms for a computer-calculated quantity exist, then one can expect their results (which differ because of numerical errors) to follow approximately Gaussian distribution. The mean of this distribution,…

General Mathematics · Mathematics 2017-07-03 Andrej Liptaj

Based on a class of associative algebras with zero-divisors which are called real-like algebras by us, we introduce a way of defining automatic differentiation and present different ways of doing automatic differentiation to compute the…

Numerical Analysis · Mathematics 2020-06-16 Keqin Liu

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

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

Differentiable programming allows for derivatives of functions implemented via computer code to be calculated automatically. These derivatives are calculated using automatic differentiation (AD). This thesis explores two applications of…

Plasma Physics · Physics 2024-10-16 Nick McGreivy

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

Stencil loops are a common motif in computations including convolutional neural networks, structured-mesh solvers for partial differential equations, and image processing. Stencil loops are easy to parallelise, and their fast execution is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-08 Jan Hückelheim , Navjot Kukreja , Sri Hari Krishna Narayanan , Fabio Luporini , Gerard Gorman , Paul Hovland

Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently,…

In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient descent using automatic differentiation. Gaussian mixture…

Computation · Statistics 2018-12-17 Siva Rajesh Kasa , Vaibhav Rajan

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

We develop computationally affordable and encoding independent gradient evaluation procedures for unitary coupled-cluster type operators, applicable on quantum computers. We show that, within our framework, the gradient of an expectation…

Quantum Physics · Physics 2021-01-28 Jakob S. Kottmann , Abhinav Anand , Alán Aspuru-Guzik

Introducing an active space approximation is inevitable for the quantum computations of chemical systems. However, this approximation ignores the electron correlations related to non-active orbitals. Here, we propose a computational method…

Quantum Physics · Physics 2024-06-06 Luca Erhart , Yuichiro Yoshida , Viktor Khinevich , Wataru Mizukami

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

We investigate the automatic differentiation of hybrid models, viz. models that may contain delays, logical tests and discontinuities or loops. We consider differentiation with respect to parameters, initial conditions or the time. We…

Systems and Control · Computer Science 2017-06-13 John Masse , Clara Masse , François Ollivier

Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…

High Energy Physics - Phenomenology · Physics 2010-05-28 Mathias Wagner , Andrea Walther , Bernd-Jochen Schaefer

Quantum chemistry calculations of large, strongly correlated systems are typically limited by the computation cost that scales exponentially with the size of the system. Quantum algorithms, designed specifically for quantum computers, can…