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ADF95 is a tool to automatically calculate numerical first derivatives for any mathematical expression as a function of user defined independent variables. Accuracy of derivatives is achieved within machine precision. ADF95 may be applied…

Mathematical Software · Computer Science 2007-05-23 Christian W. Straka

The application of operator overloading algorithmic differentiation (AD) to computer programs in order to compute the derivative is quite common. But, the replacement of the underlying computational floating point type with the specialized…

Mathematical Software · Computer Science 2026-02-18 Max Sagebaum , Nicolas R. Gauger

This paper introduces a second-order hyperplane search, a novel optimization step that generalizes a second-order line search from a line to a $k$-dimensional hyperplane. This, combined with the forward-mode stochastic gradient method,…

Machine Learning · Computer Science 2024-08-21 Adam D. Cobb , Atılım Güneş Baydin , Barak A. Pearlmutter , Susmit Jha

In this paper, we introduce a modular deep neural network (DNN) framework for data-driven reduced order modeling of dynamical systems relevant to fluid flows. We propose various deep neural network architectures which numerically predict…

Computational Physics · Physics 2019-09-04 S. Pawar , S. M. Rahman , H. Vaddireddy , O. San , A. Rasheed , P. Vedula

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

Implicit time integration schemes are widely used in computational fluid dynamics numerical codes to speed-up computations. Indeed, implicit schemes usually allow for less stringent time-step stability constraints than their explicit…

Computational Physics · Physics 2019-10-23 François Fraysse , Richard Saurel

This paper introduces a new computational framework to derive electromagnetic field derivatives with respect to multiple design parameters up to any order with the Finite-Difference Time-Domain (FDTD) technique. Specifically, only one FDTD…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Kae-An Liu , Costas D. Sarris

We propose a novel second-order optimization framework for training the emerging deep continuous-time models, specifically the Neural Ordinary Differential Equations (Neural ODEs). Since their training already involves expensive gradient…

Machine Learning · Computer Science 2021-11-09 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

Automatic differentiation (AD) is a range of algorithms to compute the numeric value of a function's (partial) derivative, where the function is typically given as a computer program or abstract syntax tree. AD has become immensely popular…

Programming Languages · Computer Science 2023-05-16 Tom Schrijvers , Birthe van den Berg , Fabrizio Riguzzi

This paper proposes a deep neural network (DNN)-driven framework to address the longstanding generalization challenge in adaptive filtering (AF). In contrast to traditional AF frameworks that emphasize explicit cost function design, the…

Machine Learning · Statistics 2025-08-07 Qizhen Wang , Gang Wang , Ying-Chang Liang

Automatic differentiation, also known as backpropagation, AD, autodiff, or algorithmic differentiation, is a popular technique for computing derivatives of computer programs accurately and efficiently. Sometimes, however, the derivatives…

Numerical Analysis · Mathematics 2023-05-15 Jan Hückelheim , Harshitha Menon , William Moses , Bruce Christianson , Paul Hovland , Laurent Hascoët

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

En este trabajo se presenta una propuesta para realizar Diferenciaci\'on Autom\'atica Anidada utilizando cualquier biblioteca de Diferenciaci\'on Autom\'atica que permita sobrecarga de operadores. Para calcular las derivadas anidadas en una…

Symbolic Computation · Computer Science 2014-05-23 Juan Luis Valerdi

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to output function spaces or quantities of interest. After…

Numerical Analysis · Mathematics 2023-10-18 Thomas O'Leary-Roseberry , Peng Chen , Umberto Villa , Omar Ghattas

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

NOMAD (Navigating Optimal Model Application for Datastreams) is an intelligent framework for data enrichment during ingestion that optimizes realtime multiclass classification by dynamically constructing model chains, i.e ,sequences of…

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

We introduce the Distributed-order fRActional Graph Operating Network (DRAGON), a novel continuous Graph Neural Network (GNN) framework that incorporates distributed-order fractional calculus. Unlike traditional continuous GNNs that utilize…

Machine Learning · Computer Science 2024-11-11 Kai Zhao , Xuhao Li , Qiyu Kang , Feng Ji , Qinxu Ding , Yanan Zhao , Wenfei Liang , Wee Peng Tay

Differential equations parameterized by neural networks become expensive to solve numerically as training progresses. We propose a remedy that encourages learned dynamics to be easier to solve. Specifically, we introduce a differentiable…

Machine Learning · Computer Science 2020-10-26 Jacob Kelly , Jesse Bettencourt , Matthew James Johnson , David Duvenaud

In mathematics and computer algebra, automatic differentiation (AD) is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how…

Mathematical Software · Computer Science 2021-02-03 Vassil Vassilev , Aleksandr Efremov , Oksana Shadura