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Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

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

A template-based generic programming approach was presented in a previous paper that separates the development effort of programming a physical model from that of computing additional quantities, such as derivatives, needed for embedded…

Mathematical Software · Computer Science 2012-05-18 Roger P. Pawlowski , Eric T. Phipps , Andrew G. Salinger , Steven J. Owen , Christopher M. Siefert , Matthew L. Staten

Machine learning methods have been successful in many areas, like image classification and natural language processing. However, it still needs to be determined how to apply ML to areas with mathematical constraints, like solving PDEs.…

Computer Vision and Pattern Recognition · Computer Science 2026-02-10 Yang Bai

The auto differentiable simulation is a type of simulation that outputs of the simulation include not only the simulation result itself, but also their derivatives with respect to various input parameters. It provides an efficient method to…

Computational Physics · Physics 2025-12-01 Ji Qianga , Yue Hao , Allen Qiang , Jinyu Wan

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

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

We describe how to apply adjoint sensitivity methods to backward Monte-Carlo schemes arising from simulations of particles passing through matter. Relying on this, we demonstrate derivative based techniques for solving inverse problems for…

Computational Physics · Physics 2022-05-11 Roland Grinis

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

Derivatives of computer graphics, image processing, and deep learning algorithms have tremendous use in guiding parameter space searches, or solving inverse problems. As the algorithms become more sophisticated, we no longer only need to…

Graphics · Computer Science 2019-08-30 Tzu-Mao Li

Machine learning (ML) provides a broad spectrum of tools and architectures that enable the transformation of data from simulations and experiments into useful and explainable science, thereby augmenting domain knowledge. Furthermore,…

Plasma Physics · Physics 2024-09-05 Farbod Faraji , Maryam Reza

Numerical simulations for engineering applications solve partial differential equations (PDE) to model various physical processes. Traditional PDE solvers are very accurate but computationally costly. On the other hand, Machine Learning…

Machine Learning · Computer Science 2021-10-11 Rishikesh Ranade , Chris Hill , Haiyang He , Amir Maleki , Norman Chang , Jay Pathak

Automatic differentiation (AD), a technique for constructing new programs which compute the derivative of an original program, has become ubiquitous throughout scientific computing and deep learning due to the improved performance afforded…

Machine Learning · Computer Science 2023-01-10 Gaurav Arya , Moritz Schauer , Frank Schäfer , Chris Rackauckas

We propose to apply several gradient estimation techniques to enable the differentiation of programs with discrete randomness in High Energy Physics. Such programs are common in High Energy Physics due to the presence of branching processes…

Machine Learning · Statistics 2023-09-01 Michael Kagan , Lukas Heinrich

Differentiable programming has facilitated numerous methodological advances in scientific computing. Physics engines supporting automatic differentiation have simpler code, accelerating the development process and reducing the maintenance…

Computational Physics · Physics 2023-04-04 Chuin Wei Tan , Chris J. Pickard , William C. Witt

In this article we examine recent developments in the research area concerning the creation of end-to-end models for the complete optimization of measuring instruments. The models we consider rely on differentiable programming methods and…

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Current physics models used to interpret experimental measurements of particle beams require either simplifying assumptions to be made in order to ensure analytical tractability, or black box optimization methods to perform model based…

Accelerator Physics · Physics 2022-11-17 Ryan Roussel , Auralee Edelen

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

We motivate the use of differentiable probabilistic programming techniques in order to account for the large model-space inherent to astrophysical $\gamma$-ray analyses. Targeting the longstanding Galactic Center $\gamma$-ray Excess (GCE)…

High Energy Astrophysical Phenomena · Physics 2026-04-13 Siddharth Mishra-Sharma , Tracy R. Slatyer , Yitian Sun , Yuqing Wu