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Operator overloading algorithmic differentiation (AD) tools are usually only developed for floating-point values. Algorithmic optimization for, e.g., linear systems solvers or matrix-matrix multiplications are often introduced via external…

Mathematical Software · Computer Science 2025-08-08 Max Sagebaum , Nicolas R. Gauger

The (modern) arbitrary derivative (ADER) approach is a popular technique for the numerical solution of differential problems based on iteratively solving an implicit discretization of their weak formulation. In this work, focusing on an ODE…

Numerical Analysis · Mathematics 2024-01-15 Maria Han Veiga , Lorenzo Micalizzi , Davide Torlo

This paper is concerned with the efficient evaluation of higher-order derivatives of functions $f$ that are composed of matrix operations. I.e., we want to compute the $D$-th derivative tensor $\nabla^D f(X) \in \mathbb R^{N^D}$, where…

Data Structures and Algorithms · Computer Science 2016-09-08 Sebastian F. Walter

Differentiable programming is revolutionizing computational science by enabling automatic differentiation (AD) of numerical simulations. While first-order gradients are well-established, second-order derivatives (Hessians) for implicit…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Tianju Xue

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

Unsupervised active learning has attracted increasing attention in recent years, where its goal is to select representative samples in an unsupervised setting for human annotating. Most existing works are based on shallow linear models by…

Machine Learning · Computer Science 2020-07-29 Changsheng Li , Handong Ma , Zhao Kang , Ye Yuan , Xiao-Yu Zhang , Guoren Wang

Due the complexity of modern power systems, modeling based on first-order principles becomes increasingly difficult. As an alternative, dynamical models for simulation and control design can be obtained by black-box identification…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Hannes M. H. Wolf , Christian A. Hans

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

Numerical Analysis · Mathematics 2026-04-27 Dawid Kotowski , Mario Ohlberger

Derivative-Free Optimization (DFO) involves methods that rely solely on evaluations of the objective function. One of the earliest strategies for designing DFO methods is to adapt first-order methods by replacing gradients with…

Optimization and Control · Mathematics 2025-02-12 Timothé Taminiau , Estelle Massart , Geovani Nunes Grapiglia

Tools for algorithmic differentiation (AD) provide accurate derivatives of computer-implemented functions for use in, e. g., optimization and machine learning (ML). However, they often require the source code of the function to be available…

Mathematical Software · Computer Science 2022-12-29 Max Aehle , Johannes Blühdorn , Max Sagebaum , Nicolas R. Gauger

Dual numbers and their higher order version are important tools for numerical computations, and in particular for finite difference calculus. Based upon the relevant algebraic rules and matrix realizations of dual numbers, we will present a…

General Mathematics · Mathematics 2019-05-27 Nicolas Behr , Giuseppe Dattoli , Ambra Lattanzi , Silvia Licciardi

Complex dynamic systems are typically either modeled using expert knowledge in the form of differential equations or via data-driven universal approximation models such as artificial neural networks (ANN). While the first approach has…

Optimization and Control · Mathematics 2024-09-09 Christoph Plate , Carl Julius Martensen , Sebastian Sager

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. Here, we explore the use of Neural Ordinary Differential Equations, a recently introduced family of…

Machine Learning · Computer Science 2021-04-30 Sourav Dutta , Peter Rivera-Casillas , Matthew W. Farthing

The performance of deep neural networks is highly sensitive to the choice of the hyperparameters that define the structure of the network and the learning process. When facing a new application, tuning a deep neural network is a tedious and…

Machine Learning · Computer Science 2019-07-04 Dounia Lakhmiri , Sébastien Le Digabel , Christophe Tribes

Weighted finite-state machines are a fundamental building block of NLP systems. They have withstood the test of time -- from their early use in noisy channel models in the 1990s up to modern-day neurally parameterized conditional random…

Computation and Language · Computer Science 2023-09-29 Ran Zmigrod , Tim Vieira , Ryan Cotterell

Automatic differentiation (AD) is a set of techniques that systematically applies the chain rule to compute the gradients of functions without requiring human intervention. Although the fundamentals of this technology were established…

Machine Learning · Computer Science 2025-09-03 Afif Boudaoud , Alexandru Calotoiu , Marcin Copik , Torsten Hoefler

Distributed optimization is fundamental to modern machine learning applications like federated learning, but existing methods often struggle with ill-conditioned problems and face stability-versus-speed tradeoffs. We introduce fractional…

Machine Learning · Computer Science 2024-12-04 Andrei Lixandru , Marcel van Gerven , Sergio Pequito

We propose a machine learning framework to accelerate numerical computations of time-dependent ODEs and PDEs. Our method is based on recasting (generalizations of) existing numerical methods as artificial neural networks, with a set of…

Numerical Analysis · Mathematics 2019-03-08 Siddhartha Mishra

We present a novel autonomous driving framework, DualAD, designed to imitate human reasoning during driving. DualAD comprises two layers: a rule-based motion planner at the bottom layer that handles routine driving tasks requiring minimal…

Robotics · Computer Science 2024-12-05 Dingrui Wang , Marc Kaufeld , Johannes Betz
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