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We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

We present a GPU-accelerated numerical approach for fast kernel and differential background solutions. The model image proposed in the Bramich (2008) difference image analysis algorithm is analogous to a very simple Convolutional Neural…

Instrumentation and Methods for Astrophysics · Physics 2021-05-04 James A. Hitchcock , Markus Hundertmark , Daniel Foreman-Mackey , Etienne Bachelet , Martin Dominik , Rachel Street , Yiannis Tsapras

This work presents TorchRadon -- an open source CUDA library which contains a set of differentiable routines for solving computed tomography (CT) reconstruction problems. The library is designed to help researchers working on CT problems to…

Image and Video Processing · Electrical Eng. & Systems 2020-10-01 Matteo Ronchetti

This paper presents our work toward correct and efficient automatic differentiation of OpenMP parallel worksharing loops in forward and reverse mode. Automatic differentiation is a method to obtain gradients of numerical programs, which are…

Mathematical Software · Computer Science 2021-11-04 Jan Hückelheim , Laurent Hascoët

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

Sparse matrix representations are ubiquitous in computational science and machine learning, leading to significant reductions in compute time, in comparison to dense representation, for problems that have local connectivity. The adoption of…

Machine Learning · Computer Science 2023-11-13 Nicolas Nytko , Ali Taghibakhshi , Tareq Uz Zaman , Scott MacLachlan , Luke N. Olson , Matt West

Accurate and rapid prediction of wildfire trends is crucial for effective management and mitigation. However, the stochastic nature of fire propagation poses significant challenges in developing reliable simulators. In this paper, we…

Computational Engineering, Finance, and Science · Computer Science 2025-03-13 Zeyu Xia , Sibo Cheng

We present a modular differentiable renderer design that yields performance superior to previous methods by leveraging existing, highly optimized hardware graphics pipelines. Our design supports all crucial operations in a modern graphics…

Graphics · Computer Science 2020-11-09 Samuli Laine , Janne Hellsten , Tero Karras , Yeongho Seol , Jaakko Lehtinen , Timo Aila

This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…

Systems and Control · Electrical Eng. & Systems 2019-11-22 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov

Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

Automatic differentiation (autodiff) has revolutionized machine learning. It allows to express complex computations by composing elementary ones in creative ways and removes the burden of computing their derivatives by hand. More recently,…

A general method for computing derivatives of solution fields and other simulation outputs, with respect to arbitrary input quantities, is proposed. The method of automatic differentiation is used to carry out differentiation and propagate…

Computational Physics · Physics 2018-07-13 Christopher T. DeGroot

Automatic differentiation---the mechanical transformation of numeric computer programs to calculate derivatives efficiently and accurately---dates to the origin of the computer age. Reverse mode automatic differentiation both antedates and…

Machine Learning · Computer Science 2014-04-30 Atilim Gunes Baydin , Barak A. Pearlmutter

In this paper we provide novel closed-form expressions enabling differentiation of any scalar function of the Kalman filter's outputs with respect to all its tuning parameters and to the measurements. The approach differs from the previous…

Optimization and Control · Mathematics 2023-04-03 Colin Parellier , Axel Barrau , Silvere Bonnabel

Particle filters are not compatible with automatic differentiation due to the presence of discrete resampling steps. While known estimators for the score function, based on Fisher's identity, can be computed using particle filters, up to…

Machine Learning · Statistics 2021-10-20 Adam Ścibior , Frank Wood

Automatic Differentiation (AD) is instrumental for science and industry. It is a tool to evaluate the derivative of a function specified through a computer program. The range of AD application domain spans from Machine Learning to Robotics…

Mathematical Software · Computer Science 2023-03-01 Ioana Ifrim , Vassil Vassilev , David J Lange

High-performance GPU-accelerated particle filter methods are critical for object detection applications, ranging from autonomous driving, robot localization, to time-series prediction. In this work, we investigate the design, development…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-08-03 Gabin Schieffer , Nattawat Pornthisan , Daniel Araújo de Medeiros , Stefano Markidis , Jacob Wahlgren , Ivy Peng

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

Stencil loops are a common motif in computations including convolutional neural networks, structured-mesh solvers for partial differential equations, and image processing. Stencil loops are easy to parallelise, and their fast execution is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-08 Jan Hückelheim , Navjot Kukreja , Sri Hari Krishna Narayanan , Fabio Luporini , Gerard Gorman , Paul Hovland

Bloom filters are a fundamental data structure for approximate membership queries, with applications ranging from data analytics to databases and genomics. Several variants have been proposed to accommodate parallel architectures. GPUs,…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-18 Daniel Jünger , Kevin Kristensen , Yunsong Wang , Xiangyao Yu , Bertil Schmidt
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