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The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

Numerical solutions of partial differential equations enable a broad range of scientific research. The Dedalus Project is a flexible, open-source, parallelized computational framework for solving general partial differential equations using…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Keaton J. Burns , Geoffrey M. Vasil , Jeffrey S. Oishi , Daniel Lecoanet , Benjamin P. Brown

A generic framework for the solution of PDE-constrained optimisation problems based on the FEniCS system is presented. Its main features are an intuitive mathematical interface, a high degree of automation, and an efficient implementation…

Mathematical Software · Computer Science 2013-02-19 S. W. Funke , P. E. Farrell

In this paper we demonstrate a new technique for deriving discrete adjoint and tangent linear models of finite element models. The technique is significantly more efficient and automatic than standard algorithmic differentiation techniques.…

Mathematical Software · Computer Science 2013-10-17 Patrick E. Farrell , David A. Ham , Simon F. Funke , Marie E. Rognes

Mathematical models that couple partial differential equations (PDEs) and spatially distributed ordinary differential equations (ODEs) arise in biology, medicine, chemistry and many other fields. In this paper we discuss an extension to the…

Numerical Analysis · Mathematics 2017-08-28 Patrick E. Farrell , Johan E. Hake , Simon W. Funke , Marie E. Rognes

Neural ordinary differential equations (neural ODEs) have emerged as a novel network architecture that bridges dynamical systems and deep learning. However, the gradient obtained with the continuous adjoint method in the vanilla neural ODE…

Machine Learning · Computer Science 2023-06-12 Hong Zhang , Wenjun Zhao

As more and more multiphysics effects are entering the field of CFD simulations, this raises the question how they can be accurately captured in gradient computations for shape optimization. The latter has been successfully enriched over…

Computational Physics · Physics 2018-11-02 Ole Burghardt , Nicolas R. Gauger

Imaging Earth structure or seismic sources from seismic data involves minimizing a target misfit function, and is commonly solved through gradient-based optimization. The adjoint-state method has been developed to compute the gradient…

Computational Physics · Physics 2021-04-28 Weiqiang Zhu , Kailai Xu , Eric Darve , Gregory C. Beroza

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

Machine Learning · Computer Science 2020-10-20 Xuechen Li , Ting-Kam Leonard Wong , Ricky T. Q. Chen , David Duvenaud

This study demonstrates how the adjoint-based framework traditionally used to compute gradients in PDE optimization problems can be extended to handle general constraints on the state variables. This is accomplished by constructing a…

Optimization and Control · Mathematics 2024-08-13 Pritpal Matharu , Bartosz Protas

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…

Numerical Analysis · Mathematics 2020-12-02 Matthew J. Colbrook , Andrew Horning , Alex Townsend

We demonstrate a high-performance vendor-agnostic method for massively parallel solving of ensembles of ordinary differential equations (ODEs) and stochastic differential equations (SDEs) on GPUs. The method is integrated with a widely used…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-20 Utkarsh Utkarsh , Valentin Churavy , Yingbo Ma , Tim Besard , Prakitr Srisuma , Tim Gymnich , Adam R. Gerlach , Alan Edelman , George Barbastathis , Richard D. Braatz , Christopher Rackauckas

In this work, we present an adjoint-based method for discovering the underlying governing partial differential equations (PDEs) given data. The idea is to consider a parameterized PDE in a general form and formulate a PDE-constrained…

Optimization and Control · Mathematics 2025-09-23 Mohsen Sadr , Tony Tohme , Kamal Youcef-Toumi

Shape optimization is of great significance in structural engineering, as an efficient geometry leads to better performance of structures. However, the application of gradient-based shape optimization for structural and architectural design…

Mathematical Software · Computer Science 2023-06-30 Gaoyuan Wu

High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

Optimization and Control · Mathematics 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

Modeling physical phenomena like heat transport and diffusion is crucially dependent on the numerical solution of partial differential equations (PDEs). A PDE solver finds the solution given coefficients and a boundary condition, whereas an…

Graphics · Computer Science 2022-08-04 Ekrem Fatih Yılmazer , Delio Vicini , Wenzel Jakob

We further develop a new framework, called PDE Acceleration, by applying it to calculus of variations problems defined for general functions on $\mathbb{R}^n$, obtaining efficient numerical algorithms to solve the resulting class of…

Numerical Analysis · Computer Science 2018-10-02 Minas Benyamin , Jeff Calder , Ganesh Sundaramoorthi , Anthony Yezzi

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

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