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Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

Different activation functions work best for different deep learning models. To exploit this, we leverage recent advancements in gradient-based search techniques for neural architectures to efficiently identify high-performing activation…

Machine Learning · Computer Science 2024-08-14 Lukas Strack , Mahmoud Safari , Frank Hutter

Change point detection (CPD) and anomaly detection (AD) are essential techniques in various fields to identify abrupt changes or abnormal data instances. However, existing methods are often constrained to univariate data, face scalability…

This document is a hands-on, comprehensive guide to deep learning in the realm of physical simulations. Rather than just theory, we emphasize practical application: every concept is paired with interactive Jupyter notebooks to get you up…

Machine Learning · Computer Science 2025-03-28 N. Thuerey , B. Holzschuh , P. Holl , G. Kohl , M. Lino , Q. Liu , P. Schnell , F. Trost

We present a differentiable pipeline for simulating the motion of objects that represent their geometry as a continuous density field parameterized as a deep network. This includes Neural Radiance Fields (NeRFs), and other related models.…

Particle dynamics are investigated in plasma turbulence, using self-consistent kinetic simulations, in two dimensions. In steady state, the trajectories of single protons and proton-pairs are studied, at different values of plasma "beta"…

Plasma Physics · Physics 2016-08-31 S. Servidio , C. T. Haynes , W. H. Matthaeus , D. Burgess , V. Carbone , P. Veltri

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

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

Algorithmic Differentiation (AD) can be used to automate the generation of derivatives in arbitrary software projects. This will generate maintainable derivatives, that are always consistent with the computation of the software. If a domain…

Mathematical Software · Computer Science 2018-03-13 Max Sagebaum , Nicolas R. Gauger

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

Materials with bespoke properties have long been identified by computational searches, and their experimental realisation is now coming within reach through autonomous laboratories. Scattering experiments are central to verifying the atomic…

This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Optimization and Control · Mathematics 2019-03-19 Andrei Mukhin , Aleksey Khlyupin

ADCME is a novel computational framework to solve inverse problems involving physical simulations and deep neural networks (DNNs). This paper benchmarks its capability to learn spatially-varying physical fields using DNNs. We demonstrate…

Numerical Analysis · Mathematics 2020-11-25 Kailai Xu , Eric Darve

Photonic device development (PDD) has achieved remarkable success in designing and implementing new devices for controlling light across various wavelengths, scales, and applications, including telecommunications, imaging, sensing, and…

Differential machine learning combines automatic adjoint differentiation (AAD) with modern machine learning (ML) in the context of risk management of financial Derivatives. We introduce novel algorithms for training fast, accurate pricing…

Computational Finance · Quantitative Finance 2020-10-01 Brian Huge , Antoine Savine

We present a method of solving the T-optimal design problem for nonlinear dynamical systems using dynamic programming. In contrast with previous dynamic programming formulations, we avoid adding an equation for the dispersion to the system…

Systems and Control · Computer Science 2015-03-26 John Maidens , Murat Arcak

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Simulating spatiotemporal turbulence with high fidelity remains a cornerstone challenge in computational fluid dynamics (CFD) due to its intricate multiscale nature and prohibitive computational demands. Traditional approaches typically…

Fluid Dynamics · Physics 2024-07-01 Xiantao Fan , Deepak Akhare , Jian-Xun Wang

Harnessing the rich nonlinear dynamics of highly-deformable materials has the potential to unlock the next generation of functional smart materials and devices. However, unlocking such potential requires effective strategies to spatially…

Characterizing the phase space distribution of particle beams in accelerators is a central part of accelerator understanding and performance optimization. However, conventional reconstruction-based techniques either use simplifying…