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Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

Accurate prediction of phase equilibria remains a central challenge in chemical engineering. Physics-consistent machine learning methods that incorporate thermodynamic structure into neural networks have recently shown strong performance…

Machine Learning · Computer Science 2026-03-17 Karim K. Ben Hicham , Moreno Ascani , Jan G. Rittig , Alexander Mitsos

Phase equilibrium calculation, also known as flash calculation, has been extensively applied in petroleum engineering, not only as a standalone application for separation process but also an integral component of compositional reservoir…

Computational Physics · Physics 2019-01-29 Yiteng Li , Tao Zhang , Shuyu Sun

A general method for computing derivatives of solution fields and other simulation outputs, with respect to arbitrary input quantities, is proposed. The method of automatic differentiation is used to carry out differentiation and propagate…

Computational Physics · Physics 2018-07-13 Christopher T. DeGroot

Dissipative particle dynamics (DPD) is a relatively new technique which has proved successful in the simulation of complex fluids. We caution that for the equilibrium achieved by the DPD simulation of a simple fluid the temperature depends…

Statistical Mechanics · Physics 2009-10-30 C. A. Marsh , J. M. Yeomans

Numerous Optimization Algorithms have a time-varying update rule thanks to, for instance, a changing step size, momentum parameter or, Hessian approximation. In this paper, we apply unrolled or automatic differentiation to a time-varying…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

We present a novel computational paradigm for process design in manufacturing processes that incorporates simulation responses to optimize manufacturing process parameters in high-dimensional temporal and spatial design spaces. We developed…

Computational Engineering, Finance, and Science · Computer Science 2021-07-26 Mojtaba Mozaffar , Jian Cao

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

The differentiable programming paradigm is a cornerstone of modern scientific computing. It refers to numerical methods for computing the gradient of a numerical model's output. Many scientific models are based on differential equations,…

Phase equilibrium calculations are an essential part of numerical simulations of multi-component multi-phase flow in porous media, accounting for the largest share of the computational time. In this work, we introduce a GPUenabled, fast,…

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

The plasma edge flow, situated at the intricate boundary between plasma and neutral particles, plays a pivotal role in the design of nuclear fusion devices such as divertors and pumps. Traditional numerical simulation methods, such as the…

Computational Physics · Physics 2024-11-14 Yifan Wen , Yanbing Zhang , Lei Wu

The partitioned approach for the numerical integration of power system differential algebraic equations faces inherent numerical stability challenges due to delays between the computation of state and algebraic variables. Such delays can…

Numerical Analysis · Mathematics 2024-12-17 Ahmad Ali , Haya Monawwar , Hantao Cui

The simulation of electronic properties is a pivotal issue in modern electronic structure theory, driving significant efforts over the past decades to develop protocols for computing energy derivatives. In this work, we address this problem…

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

Accurate phase diagram calculation from molecular dynamics requires systematic treatment and convergence of statistical averages. In this work we propose a Gaussian process regression based framework for reconstructing the free energy…

Computational Physics · Physics 2021-11-02 V. Ladygin , I. Beniya , E. Makarov , A. Shapeev

Automatic differentiation is a tool for numerically calculating derivatives of a given function up to machine precision. This tool is useful for quantum chemistry methods, which require the calculation of gradients either for the…

Chemical Physics · Physics 2020-11-25 Fabijan Pavošević , Sharon Hammes-Schiffer

In this study we explore a new simulation scheme for partial differential equations known as Information Field Dynamics (IFD). Information field dynamics attempts to improve on existing simulation schemes by incorporating Bayesian field…

Data Analysis, Statistics and Probability · Physics 2018-02-19 Martin Dupont

We present an efficient method for evaluating random phase errors in phase shifters within photonic integrated circuits, avoiding the computational cost of traditional Monte Carlo simulations. By modeling spatially correlated manufacturing…

Optics · Physics 2025-04-09 Zijian Zhang

We propose a hierarchical asynchronous iterative method that differs from the traditional synchronous iterative method used across the entire flow field in conventional Computational Fluid Dynamics applications. This method forcibly divides…

Fluid Dynamics · Physics 2026-05-26 Dehong Meng , Hao Yue , Hao Wang , Wei Li , Yuhang Qi , Rui Wang , Junwu Hong
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