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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

Automatic differentiation (AD) in reverse mode (RAD) is a central component of deep learning and other uses of large-scale optimization. Commonly used RAD algorithms such as backpropagation, however, are complex and stateful, hindering deep…

Programming Languages · Computer Science 2018-10-03 Conal Elliott

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

Lax-Wendroff flux reconstruction (LWFR) schemes have high order of accuracy in both space and time despite having a single internal time step. Here, we design a Jacobian-free LWFR type scheme to solve the special relativistic hydrodynamics…

Numerical Analysis · Mathematics 2025-02-05 Sujoy Basak , Arpit Babbar , Harish Kumar , Praveen Chandrashekar

We present semantic correctness proofs of automatic differentiation (AD). We consider a forward-mode AD method on a higher-order language with algebraic data types and we characterise it as the unique structure-preserving macro given a…

Programming Languages · Computer Science 2026-05-07 Mathieu Huot , Sam Staton , Matthijs Vákár

Automatic differentiation (AD) is a technique for computing the derivative of a function represented by a program. This technique is considered as the de-facto standard for computing the differentiation in many machine learning and…

Programming Languages · Computer Science 2022-12-21 Amir Shaikhha , Mathieu Huot , Shabnam Ghasemirad , Andrew Fitzgibbon , Simon Peyton Jones , Dimitrios Vytiniotis

A large class of non-smooth practical optimization problems can be written as minimization of a sum of smooth and partly smooth functions. We examine such structured problems which also depend on a parameter vector and study the problem of…

Optimization and Control · Mathematics 2024-10-28 Sheheryar Mehmood , Peter Ochs

We introduce new adaptive artificial anti-diffusion (AAAD) methods for one- and two-dimensional hyperbolic systems of conservation laws. The key idea is to reduce the amount of numerical dissipation present in a given numerical method by…

Numerical Analysis · Mathematics 2026-05-18 Shaoshuai Chu , Igor Kliakhandler , Alexander Kurganov

Ptychography is a lensless imaging method that allows for wavefront sensing and phase-sensitive microscopy from a set of diffraction patterns. Recently, it has been shown that the optimization task in ptychography can be achieved via…

Image and Video Processing · Electrical Eng. & Systems 2021-01-13 Jacob Seifert , Dorian Bouchet , Lars Loetgering , Allard P. Mosk

This paper deals with the scheme proposed by the authors in Zor\'io, Baeza and Mulet (J Sci Comput 71(1):246-273, 2017). This scheme is an alternative to the techniques proposed in Qiu and Shu (SIAM J Sci Comput 24(6):2185-2198, 2003) to…

Numerical Analysis · Mathematics 2025-02-13 Antonio Baeza , Pep Mulet , David Zorío

We demonstrate that automatic differentiation (AD), which has become commonly available in machine learning frameworks, is an efficient way to explore ideas that lead to algorithmic improvement in multi-scale affine image registration and…

Optimization and Control · Mathematics 2025-08-05 Warin Watson , Cash Cherry , Rachelle Lang

In this paper we develop a novel two-stage fourth order time-accurate discretization for time-dependent flow problems, particularly for hyperbolic conservation laws. Different from the classical Runge-Kutta (R-K) temporal discretization for…

Numerical Analysis · Mathematics 2015-12-14 Jiequan Li , Zhifang Du

High-order temporal discretizations for hyperbolic conservation laws have historically been formulated as either a method of lines (MOL) or a Lax-Wendroff method. In the MOL viewpoint, the partial differential equation is treated as a large…

Numerical Analysis · Mathematics 2014-09-01 David C. Seal , Yaman Güçlü , Andrew J. Christlieb

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 phase retrieval problem, where one aims to recover a complex-valued image from far-field intensity measurements, is a classic problem encountered in a range of imaging applications. Modern phase retrieval approaches usually rely on…

Image and Video Processing · Electrical Eng. & Systems 2021-03-03 Saugat Kandel , S. Maddali , Youssef S G Nashed , Stephan O Hruszkewycz , Chris Jacobsen , Marc Allain

Lax-Wendroff Flux Reconstruction (LWFR) is a single-stage, high order, quadrature free method for solving hyperbolic conservation laws. We perform a cell average decomposition of the LWFR scheme that is similar to the one used in the…

Numerical Analysis · Mathematics 2024-07-01 Arpit Babbar , Praveen Chandrashekar

Nonlinear hyperbolic conservation laws admit singular solutions such as shockwaves (discontinuities in conserved variables), rarefaction waves (discontinuities in derivatives), and vacuum states (loss of strong hyperbolicity). When…

Numerical Analysis · Mathematics 2018-06-19 Camille Felton , Mariana Harris , Caleb Logemann , Stefan Nelson , Ian Pelakh , James A. Rossmanith

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

We show how the basic Combinatory Homomorphic Automatic Differentiation (CHAD) algorithm can be optimised, using well-known methods, to yield a simple, composable, and generally applicable reverse-mode automatic differentiation (AD)…

Programming Languages · Computer Science 2023-11-15 Tom Smeding , Matthijs Vákár

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