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Automatic differentiation (AD) has been a topic of interest for researchers in many disciplines, with increased popularity since its application to machine learning and neural networks. Although many researchers appreciate and know how to…

Programming Languages · Computer Science 2023-08-10 Birthe van den Berg , Tom Schrijvers , James McKinna , Alexander Vandenbroucke

The Julia programming language was designed to fill the needs of scientific computing by combining the benefits of productivity and performance languages. Julia allows users to write untyped scripts easily without needing to worry about…

Programming Languages · Computer Science 2023-10-27 Benjamin Chung

Derivatives, mostly in the form of gradients and Hessians, are ubiquitous in machine learning. Automatic differentiation (AD), also called algorithmic differentiation or simply "autodiff", is a family of techniques similar to but more…

Symbolic Computation · Computer Science 2018-07-18 Atilim Gunes Baydin , Barak A. Pearlmutter , Alexey Andreyevich Radul , Jeffrey Mark Siskind

Program synthesis -- the automatic generation of code given a specification -- is one of the most fundamental tasks in artificial intelligence (AI) and the dream of many programmers. Numerous synthesizers have been developed for program…

Parameter identification for mechanistic Ordinary Differential Equation (ODE) models underpins prediction and control in several applications, yet remains a manual and labor-intensive process: datasets are noisy and partial, models can be…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Saakaar Bhatnagar

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

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

Agent based modelling is a simulation method in which autonomous agents interact with their environment and one another, given a predefined set of rules. It is an integral method for modelling and simulating complex systems, such as…

Multiagent Systems · Computer Science 2022-01-10 George Datseris , Ali R. Vahdati , Timothy C. DuBois

Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…

Machine Learning · Computer Science 2025-09-03 Afif Boudaoud , Alexandru Calotoiu , Marcin Copik , Torsten Hoefler

There are plenty of excellent plotting libraries. Each excels at a different use case: one is good for printed 2D publication figures, the other at interactive 3D graphics, a third has excellent L A TEX integration or is good for creating…

In many problems that involve multiple decision making agents, optimal choices for each agent depend on the choices of others. Differential game theory provides a principled formalism for expressing these coupled interactions and recent…

Multiagent Systems · Computer Science 2020-04-07 Lasse Peters , Zachary N. Sunberg

In this paper, we present RayTracer.jl, a renderer in Julia that is fully differentiable using source-to-source Automatic Differentiation (AD). This means that RayTracer not only renders 2D images from 3D scene parameters, but it can be…

Graphics · Computer Science 2021-11-05 Avik Pal

Automatic differentiation (AD) is an ensemble of techniques that allow to evaluate accurate numerical derivatives of a mathematical function expressed in a computer programming language. In this paper we use AD for stating and solving solid…

Numerical Analysis · Mathematics 2020-01-22 Andrea Vigliotti , Ferdinando Auricchio

We introduce DiffOpt.jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints. The library builds upon MathOptInterface, thus…

Machine Learning · Computer Science 2023-08-01 Mathieu Besançon , Joaquim Dias Garcia , Benoît Legat , Akshay Sharma

Scientific computing is increasingly incorporating the advancements in machine learning and the ability to work with large amounts of data. At the same time, machine learning models are becoming increasingly sophisticated and exhibit many…

Programming Languages · Computer Science 2019-07-19 Mike Innes , Alan Edelman , Keno Fischer , Chris Rackauckas , Elliot Saba , Viral B Shah , Will Tebbutt

Combustion kinetic modeling is an integral part of combustion simulation, and extensive studies have been devoted to developing both high fidelity and computationally affordable models. Despite these efforts, modeling combustion kinetics is…

The application of operator overloading algorithmic differentiation (AD) to computer programs in order to compute the derivative is quite common. But, the replacement of the underlying computational floating point type with the specialized…

Mathematical Software · Computer Science 2026-02-18 Max Sagebaum , Nicolas R. Gauger

NetworkDynamics.jl is an easy-to-use and computationally efficient package for working with heterogeneous dynamical systems on complex networks, written in Julia, a high-level, high-performance, dynamic programming language. By combining…

Mathematical Software · Computer Science 2021-07-02 Michael Lindner , Lucas Lincoln , Fenja Drauschke , Julia Monika Koulen , Hans Würfel , Anton Plietzsch , Frank Hellmann

We present FractionalDiffEq.jl, a comprehensive solver suite for solving fractional differential equations, featuring high-performance numerical algorithms in the Julia programming language. FractionalDiffEq.jl is designed to be…

Numerical Analysis · Mathematics 2025-06-10 Qingyu Qu , Wei Ruan

This paper proposes integrating Aspect-oriented Programming (AOP) into Julia, a language widely used in scientific and High-Performance Computing (HPC). AOP enhances software modularity by encapsulating cross-cutting concerns, such as…

Programming Languages · Computer Science 2024-12-30 Osamu Ishimura , Yoshihide Yoshimoto