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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

Logical relations are one of the most powerful techniques in the theory of programming languages, and have been used extensively for proving properties of a variety of higher-order calculi. However, there are properties that cannot be…

Programming Languages · Computer Science 2020-02-21 Gilles Barthe , Raphaëlle Crubillé , Ugo Dal Lago , Francesco Gavazzo

Most of the engineering and physical systems are generally characterized by differential and difference equations based on their continuous-time and discrete-time dynamics, respectively. Moreover, these dynamical models are analyzed using…

Logic in Computer Science · Computer Science 2021-11-22 Muhammad Ahmed , Adnan Rashid

In this paper we take a look at Automatic Differentiation through the eyes of Tensor and Operational Calculus. This work is best consumed as supplementary material for learning tensor and operational calculus by those already familiar with…

Symbolic Computation · Computer Science 2018-09-03 Žiga Sajovic

Higher-order logic HOL offers a very simple syntax and semantics for representing and reasoning about typed data structures. But its type system lacks advanced features where types may depend on terms. Dependent type theory offers such a…

Logic in Computer Science · Computer Science 2023-05-25 Colin Rothgang , Florian Rabe , Christoph Benzmüller

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

We propose a general framework to allow: (a) specifying the operational semantics of a programming language; and (b) stating and proving properties about program correctness. Our framework is based on a many-sorted system of hybrid modal…

Logic in Computer Science · Computer Science 2025-12-01 Ioana Leustean , Natalia Moanga , Traian Florin Serbanuta

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

Solving partial differential equations (PDEs) efficiently is essential for analyzing complex physical systems. Recent advancements in leveraging deep learning for solving PDE have shown significant promise. However, machine learning…

Machine Learning · Computer Science 2024-02-16 Ruichen Li , Chuwei Wang , Haotian Ye , Di He , Liwei Wang

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

Language-guided autonomous driving requires bridging a large abstraction gap between high-level natural-language instructions and low-level vehicle control. End-to-end approaches that use a single multimodal large language model (MLLM) to…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Zaibin Zhang , Talas Fu , Shiyu Tang , Yuanhang Zhang , Yifan Wang , Lijun Wang , Huchuan Lu

We present a new approach to automated reasoning about higher-order programs by endowing symbolic execution with a notion of higher-order, symbolic values. Our approach is sound and relatively complete with respect to a first-order solver…

Programming Languages · Computer Science 2016-03-22 Phuc C. Nguyen , Sam Tobin-Hochstadt , David Van Horn

Two distinct research approaches have been proposed for assigning a purely extensional semantics to higher-order logic programming. The former approach uses classical domain theoretic tools while the latter builds on a fixed-point…

Logic in Computer Science · Computer Science 2015-09-11 Angelos Charalambidis , Panos Rondogiannis , Ioanna Symeonidou

In this paper we demonstrate a technique for developing high performance applications with strong correctness guarantees. We use a theorem prover to derive a high-level specification of the application that includes correctness invariants…

Programming Languages · Computer Science 2024-06-18 Artjoms Sinkarovs , Thomas Koopman , Sven-Bodo Scholz

The challenges in providing convincing arguments for safe and correct behavior of automated driving (AD) systems have so far hindered their widespread commercial deployment. Conventional development approaches such as testing and simulation…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Yuvaraj Selvaraj , Wolfgang Ahrendt , Martin Fabian

We introduce languages of higher-dimensional automata (HDAs) and develop some of their properties. To this end, we define a new category of precubical sets, uniquely naturally isomorphic to the standard one, and introduce a notion of event…

Formal Languages and Automata Theory · Computer Science 2021-09-06 Uli Fahrenberg , Christian Johansen , Georg Struth , Krzysztof Ziemiański

Differential machine learning combines automatic adjoint differentiation (AAD) with modern machine learning (ML) in the context of risk management of financial Derivatives. We introduce novel algorithms for training fast, accurate pricing…

Computational Finance · Quantitative Finance 2020-10-01 Brian Huge , Antoine Savine

We introduce a new setting, the category of $\omega$PAP spaces, for reasoning denotationally about expressive differentiable and probabilistic programming languages. Our semantics is general enough to assign meanings to most practical…

Programming Languages · Computer Science 2023-05-29 Mathieu Huot , Alexander K. Lew , Vikash K. Mansinghka , Sam Staton

We propose a purely extensional semantics for higher-order logic programming. In this semantics program predicates denote sets of ordered tuples, and two predicates are equal iff they are equal as sets. Moreover, every program has a unique…

Programming Languages · Computer Science 2011-06-20 A. Charalambidis , K. Handjopoulos , P. Rondogiannis , W. W. Wadge

Higher order derivatives of functions are structured high dimensional objects which lend themselves to many alternative representations, with the most popular being multi-index, matrix and tensor representations. The choice between them…

Classical Analysis and ODEs · Mathematics 2021-12-01 José E. Chacón , Tarn Duong
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