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Performant numerical solving of differential equations is required for large-scale scientific modeling. In this manuscript we focus on two questions: (1) how can researchers empirically verify theoretical advances and consistently compare…

Software Engineering · Computer Science 2018-07-18 Christopher Rackauckas , Qing Nie

Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

We present a technique for applying (forward and) reverse-mode automatic differentiation (AD) on a non-recursive second-order functional array language that supports nested parallelism and is primarily aimed at efficient GPU execution. The…

Programming Languages · Computer Science 2022-02-22 Robert Schenck , Ola Rønning , Troels Henriksen , Cosmin E. Oancea

We present an efficient approach for writing architecture-agnostic parallel high-performance stencil computations in Julia, which is instantiated in the package ParallelStencil.jl. Powerful metaprogramming, costless abstractions and…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-01 Samuel Omlin , Ludovic Räss

Forward Automatic Differentiation (AD) is a technique for augmenting programs to compute derivatives. The essence of Forward AD is to attach perturbations to each number, and propagate these through the computation. When derivatives are…

Symbolic Computation · Computer Science 2019-09-23 Oleksandr Manzyuk , Barak A. Pearlmutter , Alexey Andreyevich Radul , David R. Rush , Jeffrey Mark Siskind

OutlierDetection.jl is an open-source ecosystem for outlier detection in Julia. It provides a range of high-performance outlier detection algorithms implemented directly in Julia. In contrast to previous packages, our ecosystem enables the…

Machine Learning · Computer Science 2022-11-10 David Muhr , Michael Affenzeller , Anthony D. Blaom

Automatic differentiation (AD) frameworks such as JAX and PyTorch have enabled gradient-based optimization for a wide range of scientific fields. Yet, many "hard" primitives in these libraries such as thresholding, Boolean logic, discrete…

Machine Learning · Computer Science 2026-03-11 Anselm Paulus , A. René Geist , Vít Musil , Sebastian Hoffmann , Onur Beker , Georg Martius

The Rust programming language is an attractive choice for robotics and related fields, offering highly efficient and memory-safe code. However, a key limitation preventing its broader adoption in these domains is the lack of high-quality,…

Robotics · Computer Science 2025-04-23 Chen Liang , Qian Wang , Andy Xu , Daniel Rakita

We present StochasticPrograms.jl, a user-friendly and powerful open-source framework for stochastic programming written in the Julia language. The framework includes both modeling tools and structure-exploiting optimization algorithms.…

Optimization and Control · Mathematics 2022-09-07 Martin Biel , Mikael Johansson

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

Deep learning has seen tremendous success over the past decade in computer vision, machine translation, and gameplay. This success rests in crucial ways on gradient-descent optimization and the ability to learn parameters of a neural…

Machine Learning · Computer Science 2019-08-30 Fei Wang , Daniel Zheng , James Decker , Xilun Wu , Grégory M. Essertel , Tiark Rompf

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…

Optimization and Control · Mathematics 2025-08-05 Warin Watson , Cash Cherry , Rachelle Lang

Activity diagrams (ADs) have recently become widely used in the modeling of workflows, business processes, and web-services, where they serve various purposes, from documentation, requirement definitions, and test case specifications, to…

Software Engineering · Computer Science 2014-09-09 Shahar Maoz , Jan Oliver Ringert , Bernhard Rumpe

Julia is a new language for writing data analysis programs that are easy to implement and run at high performance. Similarly, the Dynamic Distributed Dimensional Data Model (D4M) aims to clarify data analysis operations while retaining…

Mathematical Software · Computer Science 2016-12-13 Alexander Chen , Alan Edelman , Jeremy Kepner , Vijay Gadepally , Dylan Hutchison

We apply program verification technology to the problem of specifying and verifying automatic differentiation (AD) algorithms. We focus on define-by-run, a style of AD where the program that must be differentiated is executed and monitored…

Logic in Computer Science · Computer Science 2024-02-14 Paulo Emílio de Vilhena , François Pottier

DiffSharp is an algorithmic differentiation or automatic differentiation (AD) library for the .NET ecosystem, which is targeted by the C# and F# languages, among others. The library has been designed with machine learning applications in…

Mathematical Software · Computer Science 2016-11-11 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

Agent based modelling is a computational approach that aims to understand the behaviour of complex systems through simplified interactions of programmable objects in computer memory called agents. Agent based models (ABMs) are predominantly…

Multiagent Systems · Computer Science 2022-07-06 Renu Solanki , Monisha Khanna , Shailly Anand , Anita Gulati , Prateek Kumar , Munendra Kumar , Dushyant Kumar

This document presents a new C++ Automatic Differentiation (AD) tool, AD-HOC (Automatic Differentiation for High-Order Calculations). This tool aims to have the following features: -Calculation of user specified derivatives of arbitrary…

Mathematical Software · Computer Science 2024-12-13 Juan Lucas Rey

Static program analysis is a valuable tool for any programming language that people write programs in. The prevalence of scripting languages in the world suggests programming language interpreters are relatively easy to write. Users of…

Programming Languages · Computer Science 2015-05-01 James Ian Johnson