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The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our case differentiable…

Machine Learning · Computer Science 2024-06-19 Uwe Naumann

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

Fractional-order differentiation has many characteristics different from integer-order differentiation. These characteristics can be applied to the optimization algorithms of artificial neural networks to obtain better results. However, due…

Machine Learning · Computer Science 2025-06-10 Xiaojun zhou , Chunna Zhao , Yaqun Huang , Chengli Zhou , Junjie Ye , Kemeng Xiang

Most nonlinear partial differential equation (PDE) solvers require the Jacobian matrix associated to the differential operator. In PETSc, this is typically achieved by either an analytic derivation or numerical approximation method such as…

Mathematical Software · Computer Science 2019-09-09 J. G. Wallwork , P. Hovland , H. Zhang , O. Marin

The efficient computation of Jacobians represents a fundamental challenge in computational science and engineering. Large-scale modular numerical simulation programs can be regarded as sequences of evaluations of in our case differentiable…

Numerical Analysis · Mathematics 2020-10-13 Uwe Naumann

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

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

Validation is a major challenge in differentiable programming. The state of the art is based on algorithmic differentiation. Consistency of first-order tangent and adjoint programs is defined by a well-known first-order differential…

Numerical Analysis · Mathematics 2021-01-12 Uwe Naumann

In multi-level systems, the commonly used adiabatic elimination is a method for approximating the dynamics of the system by eliminating irrelevant, non-resonantly coupled levels. This procedure is, however, somewhat ambiguous and it is not…

Quantum Physics · Physics 2014-05-23 Vanessa Paulisch , Rui Han , Hui Khoon Ng , Berthold-Georg Englert

A wealth of angle problems occur when facial recognition is performed: At present, the feature extraction network presents eigenvectors with large differences between the frontal face and profile face recognition of the same person in many…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Xinyu Zhang , Yang Zhao , Hao Zhang

Elimination algorithms for bandit identification, which prune the plausible correct answers sequentially until only one remains, are computationally convenient since they reduce the problem size over time. However, existing elimination…

Machine Learning · Computer Science 2022-10-25 Andrea Tirinzoni , Rémy Degenne

The superior performance introduced by deep learning approaches in removing atmospheric particles such as snow and rain from a single image; favors their usage over classical ones. However, deep learning-based approaches still suffer from…

Computer Vision and Pattern Recognition · Computer Science 2024-11-08 Ibrahim Kajo , Mohamed Kas , Yassine Ruichek

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

Algorithmic differentiation (AD) allows exact computation of derivatives given only an implementation of an objective function. Although many AD tools are available, a proper and efficient implementation of AD methods is not…

Mathematical Software · Computer Science 2018-07-27 Filip Šrajer , Zuzana Kukelova , Andrew Fitzgibbon

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

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

Many problems in Physics and Chemistry are formulated as the minimization of a functional. Therefore, methods for solving these problems typically require differentiating maps whose input and/or output are functions -- commonly referred to…

Mathematical Software · Computer Science 2024-06-25 Kangbo Li , Anil Damle

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin

In this paper we demonstrate a new technique for deriving discrete adjoint and tangent linear models of finite element models. The technique is significantly more efficient and automatic than standard algorithmic differentiation techniques.…

Mathematical Software · Computer Science 2013-10-17 Patrick E. Farrell , David A. Ham , Simon F. Funke , Marie E. Rognes

Adjoint functors and projectivization in representation theory of partially ordered sets are used to generalize the algorithms of differentiation by a maximal and by a minimal point. Conceptual explanations are given for the combinatorial…

Representation Theory · Mathematics 2012-01-04 Mark Kleiner , Markus Reitenbach
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