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Derivative computation is a key component of optimization, sensitivity analysis, uncertainty quantification, and nonlinear solvers. Automatic differentiation (AD) is a powerful technique for evaluating such derivatives, and in recent years,…

Mathematical Software · Computer Science 2025-07-18 Kim Liegeois , Brian Kelley , Eric Phipps , Sivasankaran Rajamanickam , Vassil Vassilev

In this article we discuss an important students' misconception about derivatives, that the expression of the derivative of the function contains the information as to whether the function is differentiable or not where the expression is…

History and Overview · Mathematics 2018-05-02 Roman Kvasov

We study a particular class of autonomous Differential-Algebraic Equations that are equivalent to Ordinary Differential Equations on manifolds. Under appropriate assumptions we determine an easy-to-use straightforward formula for the…

Classical Analysis and ODEs · Mathematics 2009-08-14 Marco Spadini

Formal transformations somehow resembling the usual derivative are surprisingly common in computer science, with two notable examples being derivatives of regular expressions and derivatives of types. A newcomer to this list is the…

Programming Languages · Computer Science 2016-11-11 Robert Kelly , Barak A. Pearlmutter , Jeffrey Mark Siskind

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

The complex-step derivative approximation is a numerical differentiation technique that can achieve analytical accuracy, to machine precision, with a single function evaluation. In this letter, the complex-step derivative approximation is…

Robotics · Computer Science 2021-05-07 Charles Champagne Cossette , Alex Walsh , James Richard Forbes

Algorithmic differentiation (AD) is a set of techniques that provide partial derivatives of computer-implemented functions. Such a function can be supplied to state-of-the-art AD tools via its source code, or via an intermediate…

Mathematical Software · Computer Science 2023-07-10 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

Back-propagation has been the workhorse of recent successes of deep learning but it relies on infinitesimal effects (partial derivatives) in order to perform credit assignment. This could become a serious issue as one considers deeper and…

Machine Learning · Computer Science 2015-11-26 Dong-Hyun Lee , Saizheng Zhang , Asja Fischer , Yoshua Bengio

The performance of robots in high-level tasks depends on the quality of their lower-level controller, which requires fine-tuning. However, the intrinsically nonlinear dynamics and controllers make tuning a challenging task when it is done…

Robotics · Computer Science 2024-07-12 Sheng Cheng , Minkyung Kim , Lin Song , Chengyu Yang , Yiquan Jin , Shenlong Wang , Naira Hovakimyan

The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD…

Machine Learning · Computer Science 2021-03-16 Deniz Oktay , Nick McGreivy , Joshua Aduol , Alex Beatson , Ryan P. Adams

In this review we present hyper-dual numbers as a tool for the automatic differentiation of computer programs via operator overloading. We start with a motivational introduction into the ideas of algorithmic differentiation. Then we…

Mathematical Software · Computer Science 2018-01-16 Martin Neuenhofen

Taylor's formula holds significant importance in function representation, such as solving differential difference equations, ordinary differential equations, partial differential equations, and further promotes applications in visual…

Machine Learning · Computer Science 2025-07-15 Guoyou Wang , Yihua Tan , Shiqi Liu

Several algorithms in computer algebra involve the computation of a power series solution of a given ordinary differential equation. Over finite fields, the problem is often lifted in an approximate $p$-adic setting to be well-posed. This…

Symbolic Computation · Computer Science 2023-06-12 Pierre Lairez , Tristan Vaccon

Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…

Methodology · Statistics 2020-10-08 Eric F. Lock

Automatic differentiation (AD) aims to compute derivatives of user-defined functions, but in Turing-complete languages, this simple specification does not fully capture AD's behavior: AD sometimes disagrees with the true derivative of a…

Programming Languages · Computer Science 2021-12-07 Alexander K. Lew , Mathieu Huot , Vikash K. Mansinghka

We introduce a general formulation for automatic differentiation through direct form filters, yielding a closed-form backpropagation that includes initial condition gradients. The result is a single expression that can represent both the…

Systems and Control · Electrical Eng. & Systems 2025-11-25 Chin-Yun Yu , György Fazekas

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

Differentiable programming is the combination of classical neural networks modules with algorithmic ones in an end-to-end differentiable model. These new models, that use automatic differentiation to calculate gradients, have new learning…

Dynamical Systems · Mathematics 2020-05-05 Adrián Hernández , José M. Amigó

Component-Based Development (CBD) is a popular approach to mitigating the costs of creating software systems. However, it is not clear to what extent the core component selection and adaptation activities of CBD can be implemented to…

Software Engineering · Computer Science 2022-05-11 Todd Wareham , Marieke Sweers