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We propose an unified algebraic approach for static condensation and hybridization, two popular techniques in finite element discretizations. The algebraic approach is supported by the construction of scalable solvers for problems involving…

Numerical Analysis · Mathematics 2018-01-29 Veselin A. Dobrev , Tzanio V. Kolev , Chak S. Lee , Vladimir Z. Tomov , Panayot S. Vassilevski

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

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

Optimizing neural networks with loss that contain high-dimensional and high-order differential operators is expensive to evaluate with back-propagation due to $\mathcal{O}(d^{k})$ scaling of the derivative tensor size and the…

Machine Learning · Computer Science 2025-01-14 Zekun Shi , Zheyuan Hu , Min Lin , Kenji Kawaguchi

An optimization based state and parameter estimation method is presented where the required Jacobian matrix of the cost function is computed via automatic differentiation. Automatic differentiation evaluates the programming code of the cost…

Chaotic Dynamics · Physics 2015-07-10 Jan Schumann-Bischoff , Stefan Luther , Ulrich Parlitz

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

We give a gentle introduction to using various software tools for automatic differentiation (AD). Ready-to-use examples are discussed, and links to further information are presented. Our target audience includes all those who are looking…

Mathematical Software · Computer Science 2007-05-23 Uwe Naumann , Andrea Walther

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

Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…

Optimization and Control · Mathematics 2024-03-19 Yifan Ran , Stefan Vlaski , Wei Dai

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

Machine Learning · Statistics 2018-06-11 Daniel Sheldon , Kevin Winner , Debora Sujono

Neural network-based approaches have recently shown significant promise in solving partial differential equations (PDEs) in science and engineering, especially in scenarios featuring complex domains or incorporation of empirical data. One…

Machine Learning · Computer Science 2025-03-19 Chuqi Chen , Yahong Yang , Yang Xiang , Wenrui Hao

Partial differential equations (PDEs) are used to describe a variety of physical phenomena. Often these equations do not have analytical solutions and numerical approximations are used instead. One of the common methods to solve PDEs is the…

Mathematical Software · Computer Science 2023-09-15 Ivan Yashchuk

A critical step in topology optimization (TO) is finding sensitivities. Manual derivation and implementation of the sensitivities can be quite laborious and error-prone, especially for non-trivial objectives, constraints and material…

Mathematical Software · Computer Science 2022-01-31 Aaditya Chandrasekhar , Saketh Sridhara , Krishnan Suresh

The paradigm of differentiable programming has significantly enhanced the scope of machine learning via the judicious use of gradient-based optimization. However, standard differentiable programming methods (such as autodiff) typically…

Automatic differentiation (AD) has driven recent advances in machine learning, including deep neural networks and Hamiltonian Markov Chain Monte Carlo methods. Partially observed nonlinear stochastic dynamical systems have proved resistant…

Methodology · Statistics 2024-07-04 Kevin Tan , Giles Hooker , Edward L. Ionides

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

Energy-based finite-element formulations provide a unified framework for describing complex physical systems in computational mechanics. In these energy-based methods, the governing equations can be obtained directly by considering the…

Numerical Analysis · Mathematics 2026-02-16 Mohit Pundir , Flavio Lorez , David S. Kammer

We introduce the concept of data-driven finite element methods. These are finite-element discretizations of partial differential equations (PDEs) that resolve quantities of interest with striking accuracy, regardless of the underlying mesh…

Numerical Analysis · Mathematics 2022-11-15 Ignacio Brevis , Ignacio Muga , Kristoffer G. van der Zee

Automatic differentiation (AD) is conventionally understood as a family of distinct algorithms, rooted in two "modes" -- forward and reverse -- which are typically presented (and implemented) separately. Can there be only one? Following up…

Programming Languages · Computer Science 2022-12-07 Alexey Radul , Adam Paszke , Roy Frostig , Matthew Johnson , Dougal Maclaurin