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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

Differentiable programming, enabled by automatic differentiation (AD), provides a robust framework for gradient-based optimization in computational plasma physics. While optimization is often only used towards design, we demonstrate that it…

Plasma Physics · Physics 2026-03-13 A. S. Joglekar , A. G. R. Thomas , A. L. Milder , K. G. Miller , J. P. Palastro , D. H. Froula

Particle filters are not compatible with automatic differentiation due to the presence of discrete resampling steps. While known estimators for the score function, based on Fisher's identity, can be computed using particle filters, up to…

Machine Learning · Statistics 2021-10-20 Adam Ścibior , Frank Wood

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

Quantum chemistry calculations such as the prediction of molecular properties and modeling of chemical reactions are a few of the critical areas where near-term quantum computers can showcase quantum advantage. We present a method to…

Quantum Physics · Physics 2022-04-06 Utkarsh Azad , Harjinder Singh

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

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

Due to the superiority of quantum computing, traditional cryptography is facing severe threat. This makes the security evaluation of cryptographic systems in quantum attack models significant and urgent. For symmetric ciphers, the security…

Quantum Physics · Physics 2024-07-16 Huiqin Xie , Qiqing Xia , Ke Wang , Yanjun Li , Li Yang

Several quantities important in condensed matter physics, quantum information, and quantum chemistry, as well as quantities required in meta-optimization of machine learning algorithms, can be expressed as gradients of implicitly defined…

Quantum Physics · Physics 2022-11-28 Shahnawaz Ahmed , Nathan Killoran , Juan Felipe Carrasquilla Álvarez

In scientific computation, it is often necessary to calculate higher-order derivatives of a function. Currently, two primary methods for higher-order automatic differentiation exist: symbolic differentiation and algorithmic automatic…

Computational Physics · Physics 2025-06-03 He Zhang

Coupled cluster theory is one of the most accurate electronic structure methods for predicting ground and excited state chemistry. However, the presence of numerical artifacts at electronic degeneracies, such as complex energies, has made…

Chemical Physics · Physics 2024-05-16 Eirik F. Kjønstad , Sara Angelico , Henrik Koch

Differential equation discovery, a machine learning subfield, is used to develop interpretable models, particularly in nature-related applications. By expertly incorporating the general parametric form of the equation of motion and…

Machine Learning · Computer Science 2024-02-23 Alexander Hvatov , Roman Titov

First-order automatic differentiation is a ubiquitous tool across statistics, machine learning, and computer science. Higher-order implementations of automatic differentiation, however, have yet to realize the same utility. In this paper I…

Computation · Statistics 2019-01-01 Michael Betancourt

Quantum repeaters are envisioned to enable long-distance entanglement distribution. Analysis of quantum-repeater networks could hasten their realization by informing design decisions and research priorities. Determining derivatives of…

Quantum Physics · Physics 2025-08-12 Guus Avis , Stefan Krastanov

We introduce an extension to the PySCF package which makes it automatically differentiable. The implementation strategy is discussed, and example applications are presented to demonstrate the automatic differentiation framework for quantum…

Chemical Physics · Physics 2024-06-19 Xing Zhang , Garnet Kin-Lic Chan

The ABCD method is one of the most widely used data-driven background estimation techniques in high energy physics. Cuts on two statistically-independent classifiers separate signal and background into four regions, so that background in…

High Energy Physics - Phenomenology · Physics 2021-03-03 Gregor Kasieczka , Benjamin Nachman , Matthew D. Schwartz , David Shih

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

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Symbolic Computation · Computer Science 2023-06-12 Pierre Lairez , Tristan Vaccon

Automatic differentiation is a key component in deep learning. This topic is well studied and excellent surveys such as Baydin et al. (2018) have been available to clearly describe the basic concepts. Further, sophisticated implementations…

Machine Learning · Computer Science 2024-12-18 Yu-Hsueh Fang , He-Zhe Lin , Jie-Jyun Liu , Chih-Jen Lin

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó